cor_covariance {configural}R Documentation

Calculate the asymptotic sampling covariance matrix for the unique elements of a correlation matrix

Description

Calculate the asymptotic sampling covariance matrix for the unique elements of a correlation matrix

Usage

cor_covariance(r, n)

Arguments

r

A correlation matrix

n

The sample size

Value

The asymptotic sampling covariance matrix

Author(s)

Based on an internal function from the fungible package by Niels Waller

References

Nel, D. G. (1985). A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients. Linear Algebra and Its Applications, 67, 137–145. doi: 10.1016/0024-3795(85)90191-0

Examples

cor_covariance(matrix(c(1, .2, .3, .2, 1, .3, .3, .3, 1), ncol = 3), 100)

[Package configural version 0.1.4 Index]