TestCor (version 0.0.0.9)

covDcorNorm: Returns the theoretical covariance of test statistics for correlation testing.

Description

Returns the theoretical covariance of test statistics for correlation testing.

Usage

covDcorNorm(cor_mat, stat_test = "empirical")

Arguments

cor_mat

a correlation matrix

stat_test

'empirical'

\(\sqrt{n}*abs(corr)\)

'fisher'

\(\sqrt{n-3}*1/2*\log( (1+corr)/(1-corr) )\)

'student'

\(\sqrt{n-2}*abs(corr)/\sqrt(1-corr^2)\)

Notice that 'gaussian' is not available.

Value

Returns the theoretical covariance of the test statistics.

See Also

covDcor, eval_stat

Examples

# NOT RUN {
p <- 10
corr_theo <- diag(1,p)
corr_theo[2:p,] <- 0.3
corr_theo[,2:p] <- 0.3
covDcorNorm(corr_theo,stat_test='student')
# }