cov2pcor: Convert a covariance or correlation matrix to partial...
In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities
Description
Usage
Arguments
Value
Description
Convert a covariance or correlation matrix to partial correlation matrix
Usage
1
cov2pcor(x, tol = 1e-06)
Arguments
x
a correlation matrix or a covariance matrix. either yields the same results.
tol
tolerance for near-zero eigenvalues in the matrix inversion. values lower than this are considered zero.
Value
a partial correlation matrix
abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.
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Description Usage Arguments Value
Description
Convert a covariance or correlation matrix to partial correlation matrix
Usage
1 | cov2pcor(x, tol = 1e-06)
|
Arguments
x |
a correlation matrix or a covariance matrix. either yields the same results. |
tol |
tolerance for near-zero eigenvalues in the matrix inversion. values lower than this are considered zero. |
Value
a partial correlation matrix
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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