Other packages > Find by keyword >

corpcor  

Efficient Estimation of Covariance and (Partial) Correlation
View on CRAN: Click here


Download and install corpcor package within the R console
Install from CRAN:
install.packages("corpcor")

Install from Github:
library("remotes")
install_github("cran/corpcor")

Install by package version:
library("remotes")
install_version("corpcor", "1.6.10")



Attach the package and use:
library("corpcor")
Maintained by
Korbinian Strimmer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2005-08-20
Latest Update: 2021-09-16
Description:
Implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. The details of the method are explained in Schafer and Strimmer (2005) and Opgen-Rhein and Strimmer (2007) . The approach is both computationally as well as statistically very efficient, it is applicable to "small n, large p" data, and always returns a positive definite and well-conditioned covariance matrix. In addition to inferring the covariance matrix the package also provides shrinkage estimators for partial correlations and partial variances. The inverse of the covariance and correlation matrix can be efficiently computed, as well as any arbitrary power of the shrinkage correlation matrix. Furthermore, functions are available for fast singular value decomposition, for computing the pseudoinverse, and for checking the rank and positive definiteness of a matrix.
How to cite:
Korbinian Strimmer (2005). corpcor: Efficient Estimation of Covariance and (Partial) Correlation. R package version 1.6.10, https://cran.r-project.org/web/packages/corpcor
Previous versions and publish date:
1.0.0 (2005-08-20 23:36), 1.1.1 (2005-11-26 21:51), 1.1.2 (2005-12-12 13:24), 1.1 (2005-09-30 19:19), 1.2.0 (2006-03-10 09:53), 1.3.0 (2006-03-29 09:08), 1.3.1 (2006-04-03 09:15), 1.4.0 (2006-04-18 11:56), 1.4.1 (2006-04-26 09:57), 1.4.2 (2006-06-06 16:00), 1.4.3 (2006-07-17 18:27), 1.4.4 (2006-09-18 10:38), 1.4.5 (2007-04-11 10:21), 1.4.6 (2007-10-20 09:05), 1.4.7 (2007-10-21 16:19), 1.4.8 (2008-11-17 12:04), 1.5.0 (2008-12-01 21:13), 1.5.1 (2008-12-23 09:02), 1.5.2 (2009-01-26 09:52), 1.5.3 (2009-10-11 16:38), 1.5.4 (2009-12-16 09:09), 1.5.5 (2010-01-14 13:05), 1.5.6 (2010-03-10 16:00), 1.5.7 (2010-08-07 09:36), 1.6.0 (2011-06-27 20:11), 1.6.1 (2012-01-20 07:49), 1.6.2 (2012-01-22 09:06), 1.6.3 (2012-05-09 06:06), 1.6.4 (2012-09-02 20:38), 1.6.5 (2013-03-27 06:49), 1.6.6 (2013-05-15 10:50), 1.6.7 (2014-09-29 18:30), 1.6.8 (2015-07-08 13:21), 1.6.9 (2017-04-01 08:30)
Other packages that cited corpcor R package
View corpcor citation profile
Other R packages that corpcor depends, imports, suggests or enhances
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

critpath  
Setting the Critical Path in Project Management
Solving the problem of project management using CPM (Critical Path Method), PERT (Program Evaluation ...
Download / Learn more Package Citations See dependency  
rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
Download / Learn more Package Citations See dependency  
mistral  
Methods in Structural Reliability
Various reliability analysis methods for rare event inference (computing failure probability and qua ...
Download / Learn more Package Citations See dependency  
steepness  
Testing Steepness of Dominance Hierarchies
The steepness package computes steepness as a property of dominance hierarchies. Steepness is define ...
Download / Learn more Package Citations See dependency  
ftaproxim  
Fault Tree Analysis Based on Proxel Simulation
Calculation and plotting of instantaneous unavailabilities of basic events along with the top event ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns