invcov2parcor_array: Convert inverse covariance to partial correlation for several inverse covariance matrices collected in an array.

Description

Convert inverse covariance to partial correlation for several inverse covariance matrices collected in an array.

Usage

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invcov2parcor_array(invcov.array)

Arguments

invcov.array

Array of inverse covariance matrices, of dimension numNodes by numNodes by numComps.

Value

Array of partial correlation matrices of dimension numNodes by numNodes by numComps

Examples

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invcov.array = sapply(1:5, function(x) generate_inv_cov(p=25), simplify='array')
p.corr = invcov2parcor_array(invcov.array)

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