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#' Clean_Sigma function
#'
#' Primarily a convenience function, Clean_Sigma estimates a correlation (Sigma) matrix that may contain substantial amounts of missing data and returns it in an easily usable form for the glasso function.
#' @param x Data used to estimate the correlation matrix.
#' @param cor_method Character indicating method used to estimate correlations. Defaults to Spearman's method. See help file for 'cor' function.
#' @param cor_pairing Character indicating the method used to determine how NA entries are handled. See help file for 'cor' function.
#' @param replace.na Logical. Will replace NAs with 0s if TRUE.
#' @importFrom stats cor
#' @export
Clean_Sigma <- function(x,
cor_method = 's',
cor_pairing = 'pair',
replace.na = TRUE
)
{
CorrMat <- cor(x,
method = cor_method,
use = cor_pairing
)
if(replace.na) CorrMat[is.na(CorrMat)] <- 0
diag(CorrMat) <- 1
return(CorrMat)
}
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