q3ExpCorrect function

q3ExpCorrect

Helper function to apply correction to correlation matrix. When working with standardised residuals, the expectation of the correlations is -1/(L-1) rather than 0 See DOI: 10.1177/0013164410379322

q3ExpCorrect(myCorMat)

Arguments

• myCorMat: A correlation matrix.

Returns

A correlation matrix with the Q3 statistic correction applied.