partcorrcoef.m

matlab数字信号处理工具箱

function [R,sig,ci1,ci2] = partcorrcoef(X,Y,Z,Mode);
% PARTCORRCOEF calculates the partial correlation coefficient.
% X and Y can contain missing values encoded with NaN.
% NaN's are skipped, NaN do not result in a NaN output. 
% (Its assumed that the occurence of NaN's is uncorrelated) 
% The output gives NaN, only if there are insufficient input data.
%
%  The partial correlation  is defined as 
%  pcc(xy|z)=(cc(x,y)-cc(x,z)*cc(y,z))/sqrt((1-cc(x,y)