r_ik r_jk -/+ sqrt((1 - r_ik^2) (1 - r_jk^2)), the bounds that keep a 3 x 3
correlation matrix positive semi-definite (Hedderich, Sachs & Reynarowych
2023, p. 770).
Arguments
- r_ik, r_jk
Correlations in (-1, 1).
Value
Named list: lower, upper.
References
Hedderich, J., Sachs, L. & Reynarowych, Z. (2023). Applied
Statistics: Methods Using R. Springer.
Examples
corrng(0.6, 0.9)
#> $lower
#> [1] 0.1912881
#>
#> $upper
#> [1] 0.8887119
#>
