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Calculate matrix of error correlations using p-value threshold method.

R_pt.Rd

Calculate matrix of error correlations using p-value threshold method.

Usage

R_pt(
  B_hat,
  S_hat,
  p_val_thresh = 0.05,
  return_cor = TRUE,
  make_well_conditioned = TRUE,
  cond_num = 1e+05
)