cov2pcor: Partial correlation (matrix)

Description Usage Arguments Value Author(s) Examples

View source: R/gRbase-utilities.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

1
2

Arguments

V

Covariance matrix

K

Concentration matrix

Value

A matrix with the same dimension as V.

Author(s)

S<f8>ren H<f8>jsgaard, sorenh@math.aau.dk

Examples

1
2
3

gRbase documentation built on May 31, 2017, 2:20 a.m.

Search within the gRbase package
Search all R packages, documentation and source code