pc2c {corcounts} | R Documentation |
'c2pc' is used to calculate the corresponding correlation matrix of dimension T times T out of partial correlations.
pc2c(Theta)
Theta |
A T times T matrix with partial correlations. See details. |
The partial correlations in Theta have to be specified as
Theta =
12........13........14..........15...........16
..........23|1......24|1........25|1.........26|1
....................34|12.......35|12........36|12 ...
................................45|123.......46|123
.............................................56|1234
...
and may be NA elsewhere. Theta has to be of dimension T times T.
This routine only calculates partial correlations conditional on 1, 12, 123, 1234, etc.. Partial correlations conditional on other margins can be obtained by a permutation of margins.
A symmetric positive definite correlation matrix of dimension T times T.
Vinzenz Erhardt
# create random uniform(0,1) partial correlations in dimension 8 dimension <- 8 Theta <- matrix(NA,dimension,dimension) for (i in 2:dimension) { for (j in 1:(i-1)) { Theta[j,i] <- runif(1,-1,1) } } Theta # calculate corresponding correlation matrix C <- pc2c(Theta) C # transform back to partial correlations c2pc(C) # equivalence with original Theta Theta - c2pc(C)