| Partial correlation matrix from correlation or covariance matrix {pchc} | R Documentation |
Partial correlation matrix from correlation or covariance matrix
Description
Partial correlation matrix from correlation or covariance matrix.
Usage
cor2pcor(R)
Arguments
R |
A correlation or covariance matrix. |
Details
Given a correlation or covariance matrix the function will caclulate the pairwise partial correlation conditional on all other variables.
Value
A matrix where each entry is the partial correlation matrix between each pair of variables conditional on all other variables.
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
See Also
Examples
x <- as.matrix(iris[, 1:4])
R <- cor(x)
cor2pcor(R)
pcor(R, 1, 2, 3:4, n = 150)
[Package pchc version 1.2 Index]