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Partial correlation matrix from correlation or covariance matrix.
cor2pcor(R)
A matrix where each entry is the partial correlation matrix between each pair of variables conditional on all other variables.
A correlation or covariance matrix.
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Given a correlation or covariance matrix the function will caclulate the pairwise partial correlation conditional on all other variables.
pcor, cortest, correls
x <- as.matrix(iris[, 1:4]) R <- cor(x) cor2pcor(R) pcor(R, 1, 2, 3:4, n = 150)
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