gRbase (version 1.3.9)

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.

Examples

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