pcor: Partial correlation

In ppcor: Partial and Semi-Partial (Part) Correlation

Description

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.

Usage

pcor(x, method = c("pearson", "kendall", "spearman"))

Arguments

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.

Details

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.

Value

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

Note

Missing values are not allowed.

Author(s)

Seongho Kim <[e-mail]>

References

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.

See Also

pcor.test, spcor, spcor.test

Examples

# 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) 

Example output

Loading required package: MASS
$estimate
             hl       disp        deg        BC
hl    1.0000000 -0.6720863 -0.6161163 0.1148459
disp -0.6720863  1.0000000 -0.7215522 0.2855420
deg  -0.6161163 -0.7215522  1.0000000 0.6940953
BC    0.1148459  0.2855420  0.6940953 1.0000000

$p.value
             hl       disp        deg         BC
hl   0.00000000 0.06789202 0.10383620 0.78654997
disp 0.06789202 0.00000000 0.04332869 0.49299871
deg  0.10383620 0.04332869 0.00000000 0.05615021
BC   0.78654997 0.49299871 0.05615021 0.00000000

$statistic
             hl       disp       deg        BC
hl    0.0000000 -2.2232666 -1.916030 0.2831875
disp -2.2232666  0.0000000 -2.552768 0.7298173
deg  -1.9160295 -2.5527682  0.000000 2.3617433
BC    0.2831875  0.7298173  2.361743 0.0000000

$n
[1] 10

$gp
[1] 2

$method
[1] "pearson"

ppcor documentation built on May 2, 2019, 1:44 p.m.