cov2pcor {gRbase}R Documentation

Partial correlation (matrix)

Description

cov2pcor calculates the partial correlation matrix from an (empirical) covariance matrix

Usage

cov2pcor(V)

Arguments

V Covariance matrix

Value

A matrix with the same dimension as V.

Author(s)

Søren Højsgaard, sorenh@agrsci.dk

Examples

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

[Package gRbase version 1.0.1 Index]