Calculate matrix of error correlations using p-value threshold method.

Calculate matrix of error correlations using p-value threshold method.

Usage

R_pt(
  B_hat,
  S_hat,
  p_val_thresh = 0.05,
  return_cor = TRUE,
  make_well_conditioned = TRUE,
  cond_num = 1e+05
)

Arguments

B_hat

Matrix of effect size estimates

S_hat

Matrix of standard errors

p_val_thresh

P-value threshold

return_cor

Return matrix as correlation matrix (apply cov2cor), recommended

cond_num

Condition number if using make_well_conditioned

max_well_conditioned

Project matrix to nearest well conditioned positive definite matrix using Matrix::nearPD

Value

A traits by traits matrix of nuisance correlations.