cov2pcov {biotools} | R Documentation |

## Partial Covariance Matrix

### Description

Compute a matrix of partial (co)variances for a group of variables with respect to another.

Take `\Sigma`

as the covariance matrix of dimension *p*. Now consider dividing `\Sigma`

into two groups
of variables. The partial covariance matrices are calculate by:

` \Sigma_{11.2} = \Sigma_{11} - \Sigma_{12} \Sigma_{22}^{-1} \Sigma_{21} `

` \Sigma_{22.1} = \Sigma_{22} - \Sigma_{21} \Sigma_{11}^{-1} \Sigma_{12} `

### Usage

```
cov2pcov(m, vars1, vars2 = seq(1, ncol(m))[-vars1])
```

### Arguments

`m` |
a square numeric matrix. |

`vars1` |
a numeric vector indicating the position (rows or columns in |

`vars2` |
a numeric vector indicating the position (rows or columns in |

### Value

A square numeric matrix.

### Author(s)

Anderson Rodrigo da Silva <anderson.agro at hotmail.com>

### See Also

### Examples

```
(Cl <- cov(longley))
cov2pcov(Cl, 1:2)
# End (Not run)
```

*biotools*version 4.2 Index]