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

• Published in: Communications for statistical applications and methods Vol. 22; no. 6; p. 665
• Main Author: Kim, Seongho
• Format: Journal Article
• Language: English
• Published: Korea (South) 01.11.2015
• Subjects: ppcor; semi-partial correlation; partial correlation; correlation; part correlation
• ISSN: 2287-7843
• DOI: 10.5351/csam.2015.22.6.665

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 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 computational burden. The package further provides users with the level of the statistical significance with its test statistic.