spd.correlation: Compute (partial) correlations

View source: R/spd-correlation.R

spd.correlationR Documentation

Compute (partial) correlations

Description

Transforms an SPD matrix into a matrix of partial correlations

Usage

spd.correlation(x, method = "correlation")

Arguments

x

An SPD matrix to be whitened

method

A string specifying either "correlation" (default) orf "partial" correlation.

Value

A symmetric, positive-definite matrix.


areshenk/spdm documentation built on Aug. 5, 2023, 12:26 a.m.