ridge.net
(Package: parcor) :
Partial correlations with ridge regression.
This function computes the matrix of partial correlations via an estimation of the corresponding regression models via Ridge Regression.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: ridge.net
●
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Beta2parcor
(Package: parcor) :
Computation of partial correlation coefficients
This function computes the matrix of partial correlation coefficients based on the results of the corresponding regression models.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: Beta2parcor
●
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ridge.cv
(Package: parcor) :
Ridge Regression.
This function computes the optimal ridge regression model based on cross-validation.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: ridge.cv
●
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parcor-package
(Package: parcor) :
Parcor: Estimation of partial correlations based on regularized regression.
This package contains different methods to estimate the matrix of partial correlations based on a (n x p) matrix X of observation. For low-dimensional settings (p>n), the matrix of partial correlations can be estimated based on p least-squares regression fits. However, in high-dimensional scenarios (p<n), theses least-squares problems are ill-posed and need to be regularized. This package contains four different regularized regression techniques for the estimation of the partial correlations: lasso, adaptive lasso, ridge regression, and Partial Least Squares. In addition, the package provides model selection for lasso, adaptive lasso and Ridge regression based on cross-validation.
● Data Source:
CranContrib
● Keywords: package
● Alias: parcor, parcor-package
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pls.net
(Package: parcor) :
Partial Correlations with Partial Least Squares
This function computes the matrix of partial correlations via an estimation of the corresponding regression models via Partial Least Squares.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: pls.net
●
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sym2vec
(Package: parcor) :
Transform symmetric matrix to vector
This function transforms the upper triangle (without diagonal) of a matrix A into a vector.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: sym2vec
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adalasso
(Package: parcor) :
Adaptive Lasso
This function computes the lasso and adaptive lasso solution based on k-fold cross-validation. The initial weights for adaptive lasso are computed from a lasso fit.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: adalasso
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adalasso.net
(Package: parcor) :
Partial Correlations with (Adaptive) Lasso
This function computes the matrix of partial correlations based on an estimation of the corresponding regression models via lasso and adaptive lasso respectively.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: adalasso.net
●
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lm.ridge.univariate
(Package: parcor) :
Ridge Regression for a single predictor variable
This function computes the ridge regression coefficients for a mdoel with a single predictor variable.
● Data Source:
CranContrib
● Keywords: univariate
● Alias: lm.ridge.univariate
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performance.pcor
(Package: parcor) :
Quality of estimated partial correlations
This function computed various performance measures of the estimated matrix of partial correlations.
● Data Source:
CranContrib
● Keywords: multivariate
● Alias: performance.pcor
●
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