cov2pcor: Partial correlation (matrix)

In DataSciBurgoon/gRbase: A Package for Graphical Modelling in R

Description

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).

Usage

cov2pcor(V)

conc2pcor(K)

Arguments

V	Covariance matrix
K	Concentration matrix

Value

A matrix with the same dimension as V.

Author(s)

Søren Højsgaard, [e-mail]

Examples

data(math)
S <- cov.wt(math)$cov
cov2pcor(S)

DataSciBurgoon/gRbase documentation built on March 25, 2020, 12:03 a.m.