Partial correlation
Computes the partial correlation between two variables given a set of other variables.
pcor(u, S)
u |
a vector of integers of length > 1. The first two integers are the indices of variables the correlation of which must be computed. The rest of the vector is the conditioning set. |
S |
a symmetric positive definite matrix, a sample covariance matrix. |
a scalar, the partial correlation matrix between variables u[1]
and u[2] given u[-c(1,2)].
Giovanni M. Marchetti
data(marks)
## The correlation between vectors and algebra given analysis and statistics
pcor(c("vectors", "algebra", "analysis", "statistics"), var(marks))
## The same
pcor(c(2,3,4,5), var(marks))
## The correlation between vectors and algebra given statistics
pcor(c("vectors", "algebra", "statistics"), var(marks))
## The marginal correlation between analysis and statistics
pcor(c("analysis","statistics"), var(marks))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.