gRbase: cov2pcor – R documentation

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cov2pcor

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

cov2pcor(V)

conc2pcor(K)

Arguments

`V`	Covariance matrix
`K`	Concentration matrix

Value

A matrix with the same dimension as V.

Author(s)

Søren Højsgaard, sorenh@math.aau.dk

Examples

data(math)
S <- cov.wt(math)$cov
cov2pcor(S)

gRbase

A Package for Graphical Modelling in R

v1.8-6.7

GPL (>= 2)

Authors

Søren Højsgaard <sorenh@math.aau.dk>

Initial release