To calculate first order partial correlations in R efficiently, I implemented the pcor function in RcppArmadillo with recursive formula. The input of function is correlation matrix, and the output is three dimensional array with X,Y dimensions for correlated pairs, and extra Z dimension for all possible conditioning variables.

The GNU/Linux only version of package can be obtaind from link.

First create the document folder and configure repository

sudo apt-get install git
mkdir mydocument
cd mydocument/
git init
vi .git/config

Add the following lines

[core]
	repositoryformatversion = 0
	filemode = true
	bare = false
	logallrefupdates = true
	autocrlf = true

[alias]
    wdiff = diff -w -b --ignore-space-at-eol --word-diff=porcelain --color

Now create .gitignore to skip files which are processing artefacts

vi .gitignore

And add the following entries

# Ignore LaTeX processing files
*.aux
*.log
*~
*.out
*.bbl
*.blg
*.dvi
*.pdf

Now add files to repository and commit

git add *
git commit -m "First commit"

Each time You change something You can use the following commands
git wdiff To see word-by-word changes
git log To see the history of changes
git commit To commit the differences
git help For other commands

To test the performance for different implementations of libraries used for matrix operations the following R code was used

library(microbenchmark);
n = 100;
prodAxA = function(A) {
A%*%t(A)
}
mtime = rep(0,n);
for(i in 1:n) {
A = matrix(runif(i^2),nrow=i,ncol=i);
mtime[i] = median(microbenchmark(prodAxA(A))$time)
}

All libraries were O3 optimized for Core2 processor family, by rebuilding packages according to standard rules provided by package maintainer on GNU/Linux Debian operating system.

The performance of following matrix operation
was measured in nano-seconds 100 times and median time was recorded for from 1 to 100 matrix size.

According to results presented in the following figure, OpenBlas preformed best.

OpenBlas was 76% faster then original implementation and 36% faster then Atlas implementation.

The measurements were performed on Intel(R) Core(TM)2 Duo CPU T8300 @ 2.40GHz processor with performance governor.