| ConditionalCorrelation {ConnectednessApproach} | R Documentation |
Partial Conditional Correlations
Description
Compute partial conditional correlations
Usage
ConditionalCorrelation(Q)
Arguments
Q |
Variance-covariance matrix of dimension |
Value
Get partial conditional correlations
Author(s)
David Gabauer
Examples
data("dy2012")
fit = VAR(dy2012, configuration=list(nlag=1))
pcc = ConditionalCorrelation(fit$Q)
[Package ConnectednessApproach version 1.0.3 Index]