correlations function

Marginal and partial correlations

Computes a correlation matrix with ones along the diagonal, marginal correlations in the lower triangle and partial correlations given all remaining variables in the upper triangle.

correlations(x)

Arguments

• x: a square symmetric matrix, a covariance matrix, or a data.frame for n observations and p variables.

Returns

a square correlation matrix with marginal correlations (lower triangle) and partial correlations (upper triangle).

References

Cox, D. R. & Wermuth, N. (1996). Multivariate dependencies. London: Chapman & Hall.

Author(s)

Giovanni M. Marchetti

See Also

parcor, cor

Examples

## See Table 6.1 in Cox & Wermuth (1996)
data(glucose)
correlations(glucose)