Partial correlation (matrix)

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

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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

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