qpgraph (version 2.6.1)

qpK2ParCor: Partial correlation coefficients

Description

Obtains partial correlation coefficients from a given concentration matrix.

Usage

qpK2ParCor(K)

Arguments

K

positive definite matrix, typically a concentration matrix.

Value

A partial correlation matrix.

Details

This function applies cov2cor to the given concentration matrix and then changes the sign of the off-diagonal entries in order to obtain a partial correlation matrix.

References

Lauritzen, S.L. Graphical models. Oxford University Press, 1996.

See Also

qpG2Sigma

Examples

require(graph)

n.var <- 5 # number of variables
set.seed(123)
g <- randomEGraph(as.character(1:n.var), p=0.15)

Sigma <- qpG2Sigma(g, rho=0.5)
K <- solve(Sigma)

round(qpK2ParCor(K), digits=2)

as(g, "matrix")