R/pcor.R

In AEBilgrau/Bmisc: Biostatistical miscellaneous functions

#' Compute first order partial correlations
#'
#' This function computes the first order partial correlation given the
#' \code{k}'th variable.
#' 
#' @param S A numeric correlation matrix
#' @param k An integer. The variable to condition on.
#' @return A matrix of the same size as \code{X} with \code{NaN}s in the
#'   \code{k} row and column.
#' @seealso \code{\link{cor}}
#' @author Anders Ellern Bilgrau <anders.ellern.bilgrau (at) gmail.com>
#' @examples
#' X <- replicate(4, rnorm(10))
#' dimnames(X) <- list(paste0("obs", 1:nrow(X)), paste0("var", 1:ncol(X)))
#' S <- cor(X)
#' pcor(S, 2)
#' @export
pcor <- function(S, k) {
  tmp <- sqrt(1 - S[k, ]^2)
  return((S - tcrossprod(S[k, ]))/tcrossprod(tmp))
}