相関行列をもとに対角成分を1とする偏相関行列を作成するためのスクリプトです。
pcormat.R
pCor<-function(x){
pcor<- (-1)*solve(x) /
sqrt(diag(solve(x)) %*% t(diag(solve(x))))
diag(pcor) <- 1
pcor
}
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