R: Partial correlation

pcor {ggm} | R Documentation

## Partial correlation

### Description

Computes the partial correlation between two variables given a set of other variables.

### Usage

    pcor(u, S)

### Arguments

`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.

### Value

a scalar, the partial correlation matrix between variables `u[1]` and `u[2]` given `u[-c(1,2)]`.

### Author(s)

Giovanni M. Marchetti

### See Also

`cor`, `parcor`, `correlations`

### Examples

    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))

[Package ggm version 2.3 Index]