ppcor: An R Package for a Fast Calculation to Semi-partial Correlation Coefficients

The Barbara Ann Karmanos Cancer Institute · Wayne State University

PubMed
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Abstract

Lack of a general matrix formula hampers implementation of the semi-partial correlation, also known as part correlation, to the higher-order coefficient. This is because the higher-order semi-partial correlation calculation using a recursive formula requires an enormous number of recursive calculations to obtain the correlation coefficients. To resolve this difficulty, we derive a general matrix formula of the semi-partial correlation for fast computation. The semi-partial correlations are then implemented on an R package ppcor along with the partial correlation. Owing to the general matrix formulas, users can readily calculate the coefficients of both partial and semi-partial correlations without…

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Topics & keywords

Keywords
  • Partial correlation
  • Mathematics
  • Correlation
  • Computation
  • Applied mathematics
  • Statistic
  • Correlation coefficient
  • Matrix (chemical analysis)
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