Compute relative excess covariances (REC) matrix among variables in supplied data.
Examples
# Use the SCWB data example
data(SCWB)
cov.rec(SCWB[, 1:20])
#> cwbcloserel cwbrespect cwbtrust cwbmutuality cwbbeneficence
#> cwbcloserel NA 0.54034574 0.54910276 0.36884996 -0.09467248
#> cwbrespect 0.54034574 NA 0.84022436 0.48852848 -0.20125351
#> cwbtrust 0.54910276 0.84022436 NA 0.68331668 -0.17641881
#> cwbmutuality 0.36884996 0.48852848 0.68331668 NA -0.14309057
#> cwbbeneficence -0.09467248 -0.20125351 -0.17641881 -0.14309057 NA
#> cwbintegrity -0.22035275 -0.15887033 -0.19531345 -0.08832192 0.62053155
#> cwbcompetence -0.19871930 -0.18794601 -0.25631494 -0.29349500 0.43950427
#> cwbvision -0.23163010 -0.23912246 -0.19921128 -0.14646969 0.38606172
#> cwbrelgrowth -0.01470541 -0.30253143 -0.19301546 -0.16637322 0.13715879
#> cwbfairness -0.21958341 -0.04616776 -0.02071282 -0.16504481 0.14556880
#> cwbsustenance -0.18262646 -0.19734693 -0.12983705 -0.17585203 0.01618142
#> cwbachieve -0.22294685 -0.24726411 -0.15302974 -0.12392604 0.05840806
#> cwbsatisf 0.22641779 0.23286397 0.42084895 0.26891278 -0.18796760
#> cwbvalue 0.09242081 0.04574523 -0.05270340 0.02261141 -0.19155570
#> cwbbelonging 0.10159476 0.15121917 0.07748288 0.02604193 -0.11017386
#> cwbwelcome 0.11337464 0.26543804 0.15900918 -0.01556857 -0.18354411
#> cwbpurpose -0.12938183 0.02308694 -0.10022543 -0.08212507 -0.21409678
#> cwbcontrib -0.19834016 -0.18484656 -0.28743182 -0.11647635 -0.05757698
#> cwbinterconn -0.07941632 -0.23991519 -0.33969222 -0.08931540 -0.09401367
#> cwbsynergy -0.21015704 -0.40511155 -0.45695837 -0.17050446 -0.08951049
#> cwbintegrity cwbcompetence cwbvision cwbrelgrowth cwbfairness
#> cwbcloserel -0.220352748 -0.19871930 -0.23163010 -0.014705411 -0.219583412
#> cwbrespect -0.158870327 -0.18794601 -0.23912246 -0.302531434 -0.046167762
#> cwbtrust -0.195313446 -0.25631494 -0.19921128 -0.193015461 -0.020712818
#> cwbmutuality -0.088321915 -0.29349500 -0.14646969 -0.166373224 -0.165044813
#> cwbbeneficence 0.620531549 0.43950427 0.38606172 0.137158785 0.145568795
#> cwbintegrity NA 0.49163564 0.45727433 -0.002279324 0.118005307
#> cwbcompetence 0.491635641 NA 0.56410675 0.023207494 0.061575112
#> cwbvision 0.457274332 0.56410675 NA 0.176503690 0.150409216
#> cwbrelgrowth -0.002279324 0.02320749 0.17650369 NA 0.217487258
#> cwbfairness 0.118005307 0.06157511 0.15040922 0.217487258 NA
#> cwbsustenance 0.024314074 0.10714720 0.04493322 0.161978057 0.264153329
#> cwbachieve 0.100195406 0.13330105 0.15191987 0.156718909 0.221532638
#> cwbsatisf -0.178872825 -0.20163368 -0.19990325 -0.158905028 -0.006509005
#> cwbvalue -0.215949562 -0.13515301 -0.22300726 -0.135558626 -0.106802448
#> cwbbelonging -0.076288594 -0.05527051 -0.08177368 -0.107132495 0.036033029
#> cwbwelcome -0.149326747 -0.05604704 -0.17085044 -0.208330994 -0.061947005
#> cwbpurpose -0.071755599 -0.09620138 -0.16770446 -0.106350306 -0.107102420
#> cwbcontrib -0.021713752 -0.09087618 -0.12792849 0.069870994 -0.058105720
#> cwbinterconn -0.191763136 -0.06759789 -0.06338646 0.110833742 -0.123108120
#> cwbsynergy -0.132209068 -0.07659859 -0.04052485 0.168585664 -0.193743156
#> cwbsustenance cwbachieve cwbsatisf cwbvalue cwbbelonging
#> cwbcloserel -0.1826264586 -0.22294685 0.226417785 0.092420812 0.10159476
#> cwbrespect -0.1973469321 -0.24726411 0.232863969 0.045745231 0.15121917
#> cwbtrust -0.1298370538 -0.15302974 0.420848949 -0.052703397 0.07748288
#> cwbmutuality -0.1758520282 -0.12392604 0.268912780 0.022611406 0.02604193
#> cwbbeneficence 0.0161814164 0.05840806 -0.187967604 -0.191555700 -0.11017386
#> cwbintegrity 0.0243140745 0.10019541 -0.178872825 -0.215949562 -0.07628859
#> cwbcompetence 0.1071471975 0.13330105 -0.201633677 -0.135153009 -0.05527051
#> cwbvision 0.0449332248 0.15191987 -0.199903248 -0.223007256 -0.08177368
#> cwbrelgrowth 0.1619780566 0.15671891 -0.158905028 -0.135558626 -0.10713249
#> cwbfairness 0.2641533286 0.22153264 -0.006509005 -0.106802448 0.03603303
#> cwbsustenance NA 0.51026243 0.014907500 -0.029568287 -0.17782562
#> cwbachieve 0.5102624330 NA -0.076781350 -0.083500002 -0.19008823
#> cwbsatisf 0.0149074997 -0.07678135 NA 0.448221195 0.14164860
#> cwbvalue -0.0295682872 -0.08350000 0.448221195 NA 0.03981674
#> cwbbelonging -0.1778256225 -0.19008823 0.141648596 0.039816737 NA
#> cwbwelcome -0.1742359841 -0.18166357 0.282049854 0.148795228 0.46142304
#> cwbpurpose -0.0512742252 -0.05670919 0.161497382 0.146793616 0.25817702
#> cwbcontrib -0.0000895546 0.09823801 -0.064018020 0.132749429 -0.03896998
#> cwbinterconn -0.0004735804 -0.04403197 -0.487661926 -0.001066584 -0.08983360
#> cwbsynergy -0.0048736828 0.03440799 -0.459281548 0.089871179 -0.23825390
#> cwbwelcome cwbpurpose cwbcontrib cwbinterconn cwbsynergy
#> cwbcloserel 0.11337464 -0.12938183 -0.1983401553 -0.0794163220 -0.210157044
#> cwbrespect 0.26543804 0.02308694 -0.1848465593 -0.2399151853 -0.405111553
#> cwbtrust 0.15900918 -0.10022543 -0.2874318187 -0.3396922242 -0.456958372
#> cwbmutuality -0.01556857 -0.08212507 -0.1164763503 -0.0893153957 -0.170504457
#> cwbbeneficence -0.18354411 -0.21409678 -0.0575769774 -0.0940136707 -0.089510493
#> cwbintegrity -0.14932675 -0.07175560 -0.0217137522 -0.1917631358 -0.132209068
#> cwbcompetence -0.05604704 -0.09620138 -0.0908761751 -0.0675978906 -0.076598591
#> cwbvision -0.17085044 -0.16770446 -0.1279284920 -0.0633864595 -0.040524845
#> cwbrelgrowth -0.20833099 -0.10635031 0.0698709941 0.1108337420 0.168585664
#> cwbfairness -0.06194701 -0.10710242 -0.0581057197 -0.1231081205 -0.193743156
#> cwbsustenance -0.17423598 -0.05127423 -0.0000895546 -0.0004735804 -0.004873683
#> cwbachieve -0.18166357 -0.05670919 0.0982380055 -0.0440319723 0.034407989
#> cwbsatisf 0.28204985 0.16149738 -0.0640180199 -0.4876619257 -0.459281548
#> cwbvalue 0.14879523 0.14679362 0.1327494291 -0.0010665840 0.089871179
#> cwbbelonging 0.46142304 0.25817702 -0.0389699781 -0.0898335991 -0.238253901
#> cwbwelcome NA 0.41238496 0.0355284493 -0.2526371311 -0.293890854
#> cwbpurpose 0.41238496 NA 0.1631445284 0.0279952210 0.031917219
#> cwbcontrib 0.03552845 0.16314453 NA 0.2766734938 0.405417231
#> cwbinterconn -0.25263713 0.02799522 0.2766734938 NA 1.309221605
#> cwbsynergy -0.29389085 0.03191722 0.4054172309 1.3092216050 NA