pcor.test {ggm}R Documentation

Test for zero partial association

Description

Test for conditional independence between two variables, given the other ones, assuming a multivariate normal distribution.

Usage

pcor.test(r, q, n)

Arguments

r a partial correlation coefficient, computed by pcor.
q the number of variables in the conditioning set.
n integer > 0, the sample size.

Value

tval The Student's t-test statistic.
df The degrees of freedom
pvalue The P-value, assuming a two-sided alternative.

Author(s)

Giovanni M. Marchetti

See Also

pcor, shipley.test

Examples

## Are 2,3 independent given 1?
data(marks)
pcor.test(pcor(c(2,3,1), var(marks)), 1, n=88)

[Package ggm version 1.0.2 Index]