sigmaZFun {matrixStrucTest}

Sub-routine to get covariance of z-transformed variables

Description

This sub-routine is called by X2fun.

Usage

sigmaZFun(s, t, index, A, Sigma)

Arguments

s

First index

t

Second index

index

Matrix with two columns with index pairs given by rows

A

Correlation matrix

Sigma

Variance-covariances of correlation matrix A