Effective number of independent tests from a correlation matrix

Delegates to poolr::meff when installed (poolr implements Galwey, Li-Ji, and Nyholt). Otherwise computes the chosen estimator inline.

Usage

n_effective_tests(correlation_matrix, method = c("galwey", "li_ji", "nyholt"))

Arguments

correlation_matrix

Square symmetric correlation matrix.

method

One of "galwey" (Galwey 2009), "li_ji" (Li and Ji 2005), or "nyholt" (Nyholt 2004).

Value

Effective number of tests (>= 1).