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).
A matrix with the same dimension as V.
Søren Højsgaard, email@example.com
data(math) S <- cov.wt(math)$cov cov2pcor(S)
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