parcor_linear: Partial correlation coefficient between Xi and Xj after...

Description Usage Arguments Value Note Author(s) See Also Examples

View source: R/parcor_linear.R

Description

This function uses a symmetric correlation matrix R as input to compute usual partial correlations between X_i and X_j where j can be any one of the remaining variables. Computation removes the effect of all other variables in the matrix. The user is encouraged to remove all known irrelevant rows and columns from the R matrix before submitting it to this function.

Usage

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Arguments

x

Input a p by p matrix R of symmetric correlation coefficients.

i

A column number identifying the first variable.

j

A column number identifying the second variable.

Value

ouij

Partial correlation Xi with Xj after removing all other X's

ouji

Partial correlation Xj with Xi after removing all other X's

myk

A list of column numbers whose effect has been removed

Note

This function calls minor, and cofactor

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY.

See Also

See parcor_ijk for generalized partial correlation coefficients useful for causal path determinations.

Examples

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## Not run: 
set.seed(34);x=matrix(sample(1:600)[1:99],ncol=3)
colnames(x)=c('V1', 'v2', 'V3')
c1=cor(x)
parcor_linear(c1, 2,3)

## End(Not run)

generalCorr documentation built on Jan. 4, 2022, 1:08 a.m.