Obtains partial correlation coefficients from a given concentration matrix.
positive definite matrix, typically a concentration matrix.
This function applies
cov2cor to the given concentration
matrix and then changes the sign of the off-diagonal entries in order
to obtain a partial correlation matrix.
A partial correlation matrix.
R. Castelo and A. Roverato
Lauritzen, S.L. Graphical models. Oxford University Press, 1996.
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