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

Commun Stat Appl Methods. 2015 Nov;22(6):665-674. doi: 10.5351/CSAM.2015.22.6.665. Epub 2015 Nov 30.


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.

Keywords: correlation; part correlation; partial correlation; ppcor; semi-partial correlation.