eval_stat

0th

Percentile

Evaluates the test statistics for tests on correlation matrix entries.

Evaluates the test statistics for tests on correlation matrix entries.

Usage
eval_stat(data, type = "empirical")
Arguments
data

matrix of observations

type
'empirical'

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

'fisher'

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

'student'

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

'gaussian'

\(\sqrt{n}*mean(Y)/sd(Y)\) with \(Y=(X_i-mean(X_i))(X_j-mean(X_j))\)

Value

Returns the test statistics for correlation testing.

Aliases
  • eval_stat
Examples
# NOT RUN {
n <- 100
p <- 10
corr_theo <- diag(1,p)
data <- MASS::mvrnorm(n,rep(0,p),corr_theo)
stat <- eval_stat(data,'fisher')
# }
Documentation reproduced from package TestCor, version 0.0.0.9, License: GPL (>= 2)

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