cov.rec {recmetrics}

Relative Excess Covariances

Description

Compute relative excess covariances (REC) matrix among variables in supplied data.

Usage

cov.rec(data, na.rm = TRUE)

Arguments

data

A data.frame or tibble

na.rm

logical (defaults to TRUE)

Details

Value

A numeric matrix of correlations among variable residuals.

Examples

  # Use the SCWB data example
  data(SCWB)
  cov.rec(SCWB[, 1:20])