scaleMatrix: Scales a matrix to have a unit diagonal

In ralmond/CPTtools: Tools for Creating Conditional Probability Tables

Scales a matrix to have a unit diagonal

Description

Creates a correlation matrix from a covariance matrix by scaling rows and columns to have a unit diagonal. Also can be used to create a partial correlation matrix from an inverse covariance/correlation matrix.

Usage

scaleMatrix(X)

Arguments

X	A square, positive definite matrix (covariance matrix).

Details

Divides rows and columns by square root of the diagonal elements.

Value

A matrix of the same size and shape as the original with a unit diagonal.

Author(s)

Russell Almond

Examples

data(MathGrades)

## Create a correlation matrix from a covariance matrix.
round(scaleMatrix(MathGrades$var),2) == MathGrades$cor

## Create a partial correlation matrix from a correlation matrix
round(scaleMatrix(solve(MathGrades$cor)),2) == MathGrades$pcor
##Note:  Some of these tests may return false due to machine precision
##issues. 

ralmond/CPTtools documentation built on Dec. 27, 2024, 7:15 a.m.