normalCor: Compute Normal-Theory Covariances for Correlations
Description
Compute normal-theory covariances for correlations
Usage
normalCor(R, Nobs)
Value
A normal-theory covariance matrix of correlations.
Arguments
R
a p x p matrix of correlations.
Nobs
Number of observations.
Author
Jeff Jones and 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.