View source: R/glasso_methods.R
wi2net | R Documentation |
A small function that converts a precision matrix (inverse of covariance matrix) to a partial correlatin matrix. This can be done by standardizing the precision matrix and changing the sign of the offdiagonal entries. Many methods exist for obtaining a precision matrix (Such as the glasso package; Friedman, Hastie and Tibshirani, 2011) but the partial correlation matrix is easier interpretable and better usuable in qgraph.
wi2net(x)
x |
A precision matrix |
A partial correlation matrix
Sacha Epskamp <mail@sachaepskamp.com>
Jerome Friedman, Trevor Hastie and Rob Tibshirani (2011). glasso: Graphical lasso-estimation of Gaussian graphical models. R package version 1.7. http://CRAN.R-project.org/package=glasso
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