R: Partial correlations

parcor {ggm} | R Documentation

## Partial correlations

### Description

Finds the matrix of the partial correlations between pairs of variables given the rest.

### Usage

    parcor(S)

### Arguments

`S` | a symmetric positive definite matrix, representing a covariance matrix.

### Details

The algorithm computes - σ^{rs}/(σ^{rr} σ^{ss})^{1/2} where the σ^{rs} are concentrations, i.e. elements of the inverse covariance matrix.

### Value

A symmetric matrix with ones along the diagonal and in position (r,s) the partial correlation between variables r and s given all the remaining variables.

### Author(s)

Giovanni M. Marchetti

### References

Cox, D. R. \& Wermuth, N. (1996). Multivariate dependencies. London: Chapman \& Hall.

### See Also

`var`, `cor`, `correlations`

### Examples

    ### Partial correlations for the mathematics marks data
    data(marks)
    S <- var(marks)
    parcor(S)

[Package ggm version 2.3 Index]