correlations: Marginal and partial correlations

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

Description

Computes a correlation matrix with ones along the diagonal, marginal correlations in the lower triangle and partial correlations given all remaining variables in the upper triangle.

Usage

1

Arguments

x

a square symmetric matrix, a covariance matrix, or a data.frame for n observations and p variables.

Value

a square correlation matrix with marginal correlations (lower triangle) and partial correlations (upper triangle).

Author(s)

Giovanni M. Marchetti

References

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

See Also

parcor, cor

Examples

1
2
3
## See Table 6.1 in Cox & Wermuth (1996)
data(glucose)
correlations(glucose)

Example output

Loading required package: igraph

Attaching package: 'igraph'

The following objects are masked from 'package:stats':

    decompose, spectrum

The following object is masked from 'package:base':

    union


Attaching package: 'ggm'

The following object is masked from 'package:igraph':

    pa

            Y           X           Z           U            V            W
Y  1.00000000 -0.24445785  0.09354755 -0.12798823  0.087942794 -0.249825305
X -0.34075247  1.00000000 -0.33532889 -0.07963908  0.039741792  0.003602872
Z  0.14979043 -0.49115395  1.00000000  0.40922980 -0.258331690  0.275120429
U  0.02734320 -0.32472715  0.52054597  1.00000000 -0.085859607 -0.076665692
V  0.04199025  0.14178114 -0.33278493 -0.22852134  1.000000000  0.158985954
W -0.12238307 -0.11024991  0.27522852  0.09900332  0.047259359  1.000000000
A -0.31889444  0.33331537 -0.25667957 -0.19593153 -0.005196467 -0.250207430
B -0.06634013  0.08617909  0.07599028 -0.06409980 -0.221254867  0.071501311
             A           B
Y -0.288992196 -0.05320535
X  0.174071199  0.13665929
Z -0.002712233  0.08902947
U -0.119850983 -0.14027029
V -0.068351329 -0.22966551
W -0.248252892  0.03783576
A  1.000000000 -0.13733490
B -0.085404874  1.00000000

ggm documentation built on March 26, 2020, 7:49 p.m.

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