Generalized partial correlation coefficient between Xi and Xj after removing the effect of all others. (older version, deprecated)
Generalized partial correlation coefficient between Xi and Xj after removing the effect of all others. (older version, deprecated)
This function uses a generalized correlation matrix R* as input to compute generalized partial correlations between Xi and Xj
where j can be any one of the remaining variables. Computation removes the effect of all other variables in the matrix. The user is encouraged to remove all known irrelevant rows and columns from the R* matrix before submitting it to this function.
parcor_ijkOLD(x, i, j)
Arguments
x: Input a p by p matrix R* of generalized correlation coefficients.
i: A column number identifying the first variable.
j: A column number identifying the second variable.
Returns
ouij: Partial correlation Xi with Xj (=cause) after removing all other X's
ouji: Partial correlation Xj with Xi (=cause) after removing all other X's
myk: A list of column numbers whose effect has been removed
Note
This function calls minor, and cofactor and is called by parcor_ridge.
Examples
## Not run:set.seed(34);x=matrix(sample(1:600)[1:99],ncol=3)colnames(x)=c('V1','v2','V3')gm1=gmcmtx0(x)parcor_ijkOLD(gm1,2,3)## End(Not run)#'