Asymptotic variance matrix of lower half vector of log(correlation matrix)
Usage
get_avar_mat(r_mat, n, acov_mat = NULL)
Arguments
- r_mat
(matrix) Correlation matrix
- n
(positive integer) Sample size
- acov_mat
(matrix) Asymptotic variance matrix of lower half vector
of correlation matrix.
Value
Asymptotic variance matrix of strict lower half vector
of log(correlation matrix).