ConditionalCorrelation {ConnectednessApproach} | R Documentation |
Compute partial conditional correlations
ConditionalCorrelation(Q)
Q |
Variance-covariance matrix of dimension |
Get partial conditional correlations
David Gabauer
data(dy2012)
fit = VAR(dy2012, configuration=list(nlag=1))
pcc = ConditionalCorrelation(fit$Q)