Description Usage Arguments Details Value Author(s) References See Also Examples
Obtains partial correlation coefficients from a given concentration matrix.
1 | 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.
1 2 3 4 5 6 7 8 9 10 11 12 | 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")
|
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