Partial correlation estimation

Partial correlation estimation using the neighborhood selection method (see Meinshausen, Buehlmann (2006)) for the estimation of the inverse covariance matrix (precision matrix)

Usage

partialCor(X, scale = TRUE)

Arguments

X

Data matrix. Size (samples x parameters): n x p. Columns should be named corresponding to marker/miRNA names.

scale

Logical if the data is scaled column-wise to mean 0 and var 1.

Value

Estimated partial correlation matrix. Shape p x p

References

Neighborhood Selection