cov2pcor | R Documentation |
cov2pcor
calculates the partial correlation
matrix from an (empirical) covariance matrix while
conc2pcor
calculates the partial correlation matrix from
a concentration matrix (inverse covariance matrix).
cov2pcor(V)
conc2pcor(K)
V |
Covariance matrix |
K |
Concentration matrix |
A matrix with the same dimension as V.
Søren Højsgaard, sorenh@math.aau.dk
data(math)
S <- cov.wt(math)$cov
cov2pcor(S)
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