 variables Xi & Xj is: <pre>
 sum ( Xi.Xj ) / Sqrt ( sum (Xi^2) . sum (Xj^2) )</pre></p>

 <p>On return, array CORMAT contains the upper triangle of the matrix of
 partial correlations stored by rows, excluding the 1's on the diagonal.
 e.g. if IN = 2, the consecutive elements returned are:
 (3,4) (3,5) ... (3,ncol), (4,5) (4,6) ... (4,ncol), etc.
 Array YCORR stores the partial correlations with the Y-variable
 starting with YCORR(IN+1) = partial correlation with the variable in
 position (IN+1). </p></div