Partial correlation
The function pcor can calculate the pairwise partial correlations for each pair of variables given others. In addition, it gives us the p value as well as statistic for each pair of variables.
pcor(x, method = c("pearson", "kendall", "spearman"))x |
a matrix or data fram. |
method |
a character string indicating which partial correlation coefficient is to be computed. One of "pearson" (default), "kendall", or "spearman" can be abbreviated. |
Partial correlation is the correlation of two variables while controlling for a third or more other variables. When the determinant of variance-covariance matrix is numerically zero, Moore-Penrose generalized matrix inverse is used. In this case, no p-value and statistic will be provided if the number of variables are greater than or equal to the sample size.
estimate |
a matrix of the partial correlation coefficient between two variables |
p.value |
a matrix of the p value of the test |
statistic |
a matrix of the value of the test statistic |
n |
the number of samples |
gn |
the number of given variables |
method |
the correlation method used |
Missing values are not allowed.
Seongho Kim <biostatistician.kim@gmail.com>
Kim, S. (2015) ppcor: An R Package for a Fast Calculation to Semi-partial Correlation Coefficients. Communications for Statistical Applications and Methods, 22(6), 665-674.
# data
y.data <- data.frame(
hl=c(7,15,19,15,21,22,57,15,20,18),
disp=c(0.000,0.964,0.000,0.000,0.921,0.000,0.000,1.006,0.000,1.011),
deg=c(9,2,3,4,1,3,1,3,6,1),
BC=c(1.78e-02,1.05e-06,1.37e-05,7.18e-03,0.00e+00,0.00e+00,0.00e+00
,4.48e-03,2.10e-06,0.00e+00)
)
# partial correlation
pcor(y.data)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.