 we have <pre>
 corr =
 {
   corrxx - lower triangular
   corrxy - bottom row of the matrix
 }
 Replaces subroutines PCORR and COR of:
 ALGORITHM AS274  APPL. STATIST. (1992) VOL.41, NO. 2 </pre>

 <p>Calculate partial correlations after the variables in rows
 1, 2, ..., IN have been forced into the regression.
 If IN = 1, and the first row of R represents a constant in the
 model, then the usual simple correlations are returned.</p>

 <p>If IN = 0, the value returned in array CORMAT for the correlation
 of