ppcor: An R Package for a Fast Calculation to Semi-partial Correlation Coefficients.
ppcor: An R Package for a Fast Calculation to Semi-partial Correlation Coefficients.
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DOI：
10.5351/csam.2015.22.6.665
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发表时间：
2015-11
影响因子：
0.4
通讯作者：
Kim S
中科院分区：
文献类型：
--
作者：
Kim S
缺乏一般的矩阵公式阻碍了对高阶系数的半偏相关（也称为部分相关）的实现。这是因为使用递归公式进行高阶半偏相关计算需要进行大量递归计算才能获得相关系数。为了解决这一困难，我们推导出了半偏相关的一般矩阵公式，以便快速计算。然后在R包ppcor上实现半偏相关和偏相关。由于一般的矩阵公式，用户可以很容易地计算出偏相关系数和半偏相关系数，而无需计算负担。ppcor包通过其检验统计量进一步向用户提供统计显著性水平。
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 computational burden. The package ppcor further provides users with the level of the statistical significance with its test statistic.