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Converts a correlation matrix to a partial correlation matrix

Source: R/main.R
cor2pcor.Rd

Converts a correlation matrix to a partial correlation matrix

Usage

cor2pcor(R)

Arguments

R

correlation matrix

Value

Partial correlation matrix

Examples

R <- matrix(.6, nrow = 3, ncol = 3)
diag(R) <- 1
cor2pcor(R)
#>       [,1]  [,2]  [,3]
#> [1,] 1.000 0.375 0.375
#> [2,] 0.375 1.000 0.375
#> [3,] 0.375 0.375 1.000