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Olkin & Siotani 1976 variance-covariance numerator

OS.Rd

Computation for the numerator of the variance-covariance matrix.

Usage

OS(data)

Arguments

data

A correlation matrix.

Value

A matrix representing the variance-covariance matrix.

Examples

R <- matrix(c(1, .30, .20,
              .30, 1, .40,
              .20, .40, 1), 3, 3)
OS(R)
#>        [,1]   [,2]   [,3]
#> [1,] 0.8281 0.3267 0.1074
#> [2,] 0.3267 0.9216 0.2116
#> [3,] 0.1074 0.2116 0.7056