ConditionalCorrelation: Partial Conditional Correlations
In ConnectednessApproach: Connectedness Approach
ConditionalCorrelation R Documentation
Partial Conditional Correlations
Description
Compute partial conditional correlations
Usage
ConditionalCorrelation(Q)
Arguments
Q
Variance-covariance matrix of dimension
Value
Get partial conditional correlations
Author(s)
David Gabauer
Examples
data(dy2012)
fit = VAR(dy2012, configuration=list(nlag=1))
pcc = ConditionalCorrelation(fit$Q)
ConnectednessApproach documentation built on Aug. 31, 2022, 5:05 p.m.
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| ConditionalCorrelation | R Documentation |
Partial Conditional Correlations
Description
Compute partial conditional correlations
Usage
ConditionalCorrelation(Q)
Arguments
Q |
Variance-covariance matrix of dimension |
Value
Get partial conditional correlations
Author(s)
David Gabauer
Examples
data(dy2012) fit = VAR(dy2012, configuration=list(nlag=1)) pcc = ConditionalCorrelation(fit$Q)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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