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matrixCorr  

Collection of Correlation and Association Estimators
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("matrixCorr", "0.8.3")



Attach the package and use:
library("matrixCorr")
Maintained by
Thiago de Paula Oliveira
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-08-26
Latest Update: 2025-08-26
Description:
Compute correlation and other association matrices from small to very large datasets with simple, 'cor()'-like functions and sensible defaults. Includes options for shrinkage and robustness to improve results in noisy or high-dimensional settings (p >= n), plus convenient print/plot methods for inspection. Implemented with optimised 'C++' backends using 'BLAS'/'OpenMP' and memory-aware symmetric updates. Works with base matrices and data frames, returning standard 'R' objects via a consistent S3 interface. Useful across genomics, agriculture, and machine-learning workflows. Methods based on Ledoit and Wolf (2004) <doi:10.1016/S0047-259X(03)00096-4>; Schäfer and Strimmer (2005) <doi:10.2202/1544-6115.1175>; Lin (1989) <doi:10.2307/2532051>.
How to cite:
Thiago de Paula Oliveira (2025). matrixCorr: Collection of Correlation and Association Estimators. R package version 0.8.3, https://cran.r-project.org/web/packages/matrixCorr. Accessed 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 06:28), 0.3.1 (2025-08-26 16:20), 0.5.1 (2025-09-22 20:40), 0.6.2 (2025-11-15 12:50), 0.7.2 (2025-12-03 16:10), 0.8.3 (2025-12-22 19:30), 0.8.4 (2026-03-03 10:30), 0.8.5 (2026-03-21 02:20), 0.10.0 (2026-04-03 19:30), 0.11.1 (2026-04-18 18:40)
Other packages that cited matrixCorr R package
View matrixCorr citation profile
Other R packages that matrixCorr depends, imports, suggests or enhances
Complete documentation for matrixCorr
Functions, R codes and Examples using the matrixCorr R package
Full matrixCorr package functions and examples
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