When a correlation matrix is singular (less than full rank), some variables are linear functions of other variables, and a g2 inverse for the matrix is displayed. The g2 inverse depends on the order ...

8.3.2 Correlation matrix We can examine all the pairwise correlation coefficients in the concrete data by running the cor function on the Con tibble. The only complication is that AirEntrain is not ...

Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses ...