[R] Correlelogram with partial correlation coefficients

[Bill Anderegg]

Hi, I am trying to construct a correlelogram plot but plot partial correlation
coefficients, rather than normal coefficients. I've been using the
corrgram() and ggm() libraries to do correlelograms and partial correlation
analysis respectively, but I can't figure out how to combine them. Here is
my code (my dataset is "climvar4" and is a matrix with 11 climate variables with 51
observations per variable. so in each cell of the correlelogram I want to display the partial correlation between variable x and variable y, while accounting for all
other variables):

library(ggm)
library(corrgram)
panel.shadeNtextP <- function (x, y, corr = NULL, col.regions, ...)
{
   corr <- pcor(x, y, var(climvar4))	
   results <- pcor.test(corr,10,51)
   est <- results$p.value
   stars <- ifelse(est < 5e-4, "***",
                   ifelse(est < 5e-3, "**",
                          ifelse(est < 5e-2, "*", "")))
   ncol <- 14
   pal <- col.regions(ncol)
   col.ind <- as.numeric(cut(corr, breaks = seq(from = -1, to = 1,
                                                length = ncol + 1),
include.lowest = TRUE))
   usr <- par("usr")
   rect(usr[1], usr[3], usr[2], usr[4], col = pal[col.ind],
        border = NA)
   box(col = "lightgray")
   on.exit(par(usr))
   par(usr = c(0, 1, 0, 1))
   r <- formatC(corr, digits = 2, format = "f")
   cex.cor <- .8/strwidth("-X.xx")
   fonts <- ifelse(stars != "", 2,1)
   # option 1: stars:
   text(0.5, 0.4, paste0(r,"\n", stars), cex = cex.cor)
   # option 2: bolding:
   #text(0.5, 0.5, r, cex = cex.cor, font=fonts)
}
corrgram(climvar4, type="data", order=F, lower.panel=panel.shadeNtextP,
upper.panel=NULL, cex=1.3)

Thanks so much in advance!

Bill