wi2net {qgraph}

Converts precision matrix to partial correlation matrix

Description

A small function that converts a precision matrix (inverse of covariance matrix) to a partial correlatin matrix. This can be done by standardizing the precision matrix and changing the sign of the offdiagonal entries. Many methods exist for obtaining a precision matrix (Such as the glasso package; Friedman, Hastie and Tibshirani, 2011) but the partial correlation matrix is easier interpretable and better usuable in qgraph.

Usage

wi2net(x)

Arguments

x

A precision matrix

Value

A partial correlation matrix

Author(s)

Sacha Epskamp <[e-mail]>

References

Jerome Friedman, Trevor Hastie and Rob Tibshirani (2011). glasso: Graphical lasso-estimation of Gaussian graphical models. R package version 1.7. http://CRAN.R-project.org/package=glasso