matrix.</p></li>
<li><p><strong>wadj</strong>: Weighted adjacency matrix, corresponding
to the partial correlation network.</p></li>
</ul>

    <h2 class="hasAnchor" id="note"><a class="anchor" href="#note"></a>Note</h2>

    <p>The algorithm is written in <code>c++</code>, and should scale to high dimensions
nicely.</p>
<p>Note there are a variety of algorithms for this purpose. Simulation
studies indicated that this approach is both accurate and computationally
efficient (HFT therein, Emmert-Streib et al.