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.
1 | Clean_Sigma(x, cor_method = "s", cor_pairing = "pair")
|
x |
Rhe data used to estimate the correlation matrix. Pairwise correlations between all columns are estimated. |
cor_method |
Method used to estimate correlations. Defaults to Spearman's method. See help file for 'cor' function. |
cor_pairing |
Method used to determine how NA entries are handled. See help file for 'cor' function. |
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