qpK2ParCor {qpgraph} | R Documentation |
Obtains partial correlation coefficients from a given concentration matrix.
qpK2ParCor(K)
K |
positive definite matrix, typically a concentration matrix. |
This function applies cov2cor
to the given concentration
matrix and then changes the sign of the off-diagonal entries in order
to obtain a partial correlation matrix.
A partial correlation matrix.
R. Castelo and A. Roverato
Lauritzen, S.L. Graphical models. Oxford University Press, 1996.
require(graph) n.var <- 5 # number of variables set.seed(123) g <- randomEGraph(as.character(1:n.var), p=0.15) Sigma <- qpG2Sigma(g, rho=0.5) K <- solve(Sigma) round(qpK2ParCor(K), digits=2) as(g, "matrix")