covDcor {TestCor} | R Documentation |
Returns the theoretical covariance of empirical correlations.
Description
Returns the theoretical covariance of empirical correlations.
Usage
covDcor(r)
Arguments
r |
a correlation matrix |
Value
Returns the theoretical covariance of empirical correlations.
References
Aitkin, M. A. (1969). Some tests for correlation matrices. Biometrika, 443-446.
See Also
covDcorNorm
Examples
p <- 10
corr_theo <- diag(1,p)
corr_theo[2:p,] <- 0.3
corr_theo[,2:p] <- 0.3
covDcor(corr_theo)
[Package TestCor version 0.0.2.2 Index]