cor2pcor

Partial correlation matrix from correlation or covariance matrix.

Partial correlation matrix from correlation or covariance matrix

Bayesian network learning using the PCHC algorithm. PCHC stands for PC Hill-Climbing, a new hybrid algorithm that uses PC to construct the skeleton of the BN and then
applies the Hill-Climbing greedy search. More algorithms and variants have been added, such as MMHC, FEDHC, and the Tabu search variants, PCTABU, MMTABU and FEDTABU.
The relevant papers are:
a) Tsagris M. (2021). A new scalable Bayesian network learning algorithm with applications to economics. Computational Economics, 57(1): 341-367. <doi:10.1007/s10614-020-10065-7>.
b) Tsagris M. (2022). The FEDHC Bayesian Network Learning Algorithm. Mathematics 2022, 10(15): 2604. <doi:10.3390/math10152604>.

Michail Tsagris

pchc

Bayesian Network Learning with the PCHC and Related Algorithms

Partial correlation matrix from correlation or covariance matrix function

<dl><dt>R</dt>
<dd>A correlation or covariance matrix.</dd></dl>

Arguments

Michail Tsagris.
R implementation and documentation: Michail Tsagris <a href="/link/mtsagris%40uoc.gr?package=pchc&version=1.2" data-mini-rdoc="pchc::mtsagris@uoc.gr">mtsagris@uoc.gr</a>.

Author

Partial correlation matrix from correlation or covariance matrix — Partial correlation matrix from correlation or covariance matrix

<dl>

<dt>R</dt>
<dd>A correlation or covariance matrix.</dd>

</dl>

Michail Tsagris.
R implementation and documentation: Michail Tsagris <a href='mailto:mtsagris@uoc.gr'>mtsagris@uoc.gr</a>.

Partial correlation matrix from correlation or covariance matrix: Partial correlation matrix from correlation or covariance matrix

Description

Usage

Value

Arguments

Author

Details

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Examples