Note to King Lear, 3.6.45: "Purr the cat"
According to folklore, a witch would have a familiar (an attending demon), often in the form of a cat, and in Harsnett "Purr the cat" is mentioned as a devil. Samuel Harsnett, who became Archbishop of York, was a contemporary of Shakespeare's who wrote A Declaration of Egregious Popish Impostures. According to Wikipedia, "Shakespeare used this book as a source, pulling words and phrases when writing the play King Lear, mainly spoken by Edgar while he feigns madness."