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graphpcor  

Models for Correlation Matrices Based on Graphs
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("graphpcor", "0.1.15")



Attach the package and use:
library("graphpcor")
Maintained by
Elias Krainski
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-05-03
Latest Update: 2025-04-27
Description:
Implement some models for correlation/covariance matrices including two approaches to model correlation matrices from a graphical structure. One use latent parent variables as proposed in Sterrantino et. al. (2024) <doi:10.48550/arXiv.2312.06289>. The other uses a graph to specify conditional relations between the variables. The graphical structure makes correlation matrices interpretable and avoids the quadratic increase of parameters as a function of the dimension. In the first approach a natural sequence of simpler models along with a complexity penalization is used. The second penalizes deviations from a base model. These can be used as prior for model parameters, considering C code through the 'cgeneric' interface for the 'INLA' package (<https://www.r-inla.org>). This allows one to use these models as building blocks combined and to other latent Gaussian models in order to build complex data models.
How to cite:
Elias Krainski (2025). graphpcor: Models for Correlation Matrices Based on Graphs. R package version 0.1.15, https://cran.r-project.org/web/packages/graphpcor. Accessed 07 Mar. 2026.
Previous versions and publish date:
0.1.11 (2025-04-19 14:42), 0.1.12 (2025-04-28 01:20), 0.1.15 (2026-01-15 09:40)
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Full graphpcor package functions and examples
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