 show how to bijectively map the
array <span class="math inline">\(z\)</span> to a correlation matrix <span class="math inline">\(x\)</span>. The entry <span class="math inline">\(z_{i,j}\)</span> for <span class="math inline">\(i &lt; j\)</span> is interpreted as the canonical partial correlation (CPC) between
<span class="math inline">\(i\)</span> and <span class="math inline">\(j\)</span>, which is the correlation between <span class="math inline">\(i\)</span>’s residuals and
<span class="math inline">