pcc | R Documentation |
pcc
computes the Partial Correlation Coefficients (PCC),
Semi-Partial Correlation Coefficients (SPCC), Partial Rank Correlation
Coefficients (PRCC) or Semi-Partial Rank Correlation Coefficients (SPRCC),
which are variance-based measures based on linear (resp. monotonic)
assumptions, in the case of (linearly) correlated factors.
pcc(X, y, rank = FALSE, semi = FALSE, logistic = FALSE, nboot = 0, conf = 0.95)
## S3 method for class 'pcc'
print(x, ...)
## S3 method for class 'pcc'
plot(x, ylim = c(-1,1), ...)
## S3 method for class 'pcc'
ggplot(data, mapping = aes(), ..., environment
= parent.frame(), ylim = c(-1,1))
X |
a data frame (or object coercible by |
y |
a vector containing the responses corresponding to the design of experiments (model output variables). |
rank |
logical. If |
semi |
logical. If |
logistic |
logical. If |
nboot |
the number of bootstrap replicates. |
conf |
the confidence level of the bootstrap confidence intervals. |
x |
the object returned by |
data |
the object returned by |
ylim |
the y-coordinate limits of the plot. |
mapping |
Default list of aesthetic mappings to use for plot. If not specified, must be supplied in each layer added to the plot. |
environment |
[Deprecated] Used prior to tidy evaluation. |
... |
arguments to be passed to methods, such as graphical
parameters (see |
Logistic regression model (logistic = TRUE
) and rank-based indices
(rank = TRUE
) are incompatible.
pcc
returns a list of class "pcc"
, containing the following
components:
call |
the matched call. |
PCC |
a data frame containing the estimations of the PCC
indices, bias and confidence intervals (if |
PRCC |
a data frame containing the estimations of the PRCC
indices, bias and confidence intervals (if |
SPCC |
a data frame containing the estimations of the PCC
indices, bias and confidence intervals (if |
SPRCC |
a data frame containing the estimations of the PRCC
indices, bias and confidence intervals (if |
Gilles Pujol and Bertrand Iooss
L. Clouvel, B. Iooss, V. Chabridon, M. Il Idrissi and F. Robin, 2023, An overview of variance-based importance measures in the linear regression context: comparative analyses and numerical tests, Preprint. https://hal.science/hal-04102053
B. Iooss, V. Chabridon and V. Thouvenot, Variance-based importance measures for machine learning model interpretability, Congres lambda-mu23, Saclay, France, 10-13 octobre 2022 https://hal.science/hal-03741384
J.W. Johnson and J.M. LeBreton, 2004, History and use of relative importance indices in organizational research, Organizational Research Methods, 7:238-257.
A. Saltelli, K. Chan and E. M. Scott eds, 2000, Sensitivity Analysis, Wiley.
src
, lmg
, pmvd
# a 100-sample with X1 ~ U(0.5, 1.5)
# X2 ~ U(1.5, 4.5)
# X3 ~ U(4.5, 13.5)
library(boot)
n <- 100
X <- data.frame(X1 = runif(n, 0.5, 1.5),
X2 = runif(n, 1.5, 4.5),
X3 = runif(n, 4.5, 13.5))
# linear model : Y = X1^2 + X2 + X3
y <- with(X, X1^2 + X2 + X3)
# sensitivity analysis
x <- pcc(X, y, nboot = 100)
print(x)
plot(x)
library(ggplot2)
ggplot(x)
ggplot(x, ylim = c(-1.5,1.5))
x <- pcc(X, y, semi = TRUE, nboot = 100)
print(x)
plot(x)
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