corpcor

Package: corpcor
Version: 1.6.8
Date: 2015-07-08
Title: Efficient Estimation of Covariance and (Partial) Correlation
Author: Juliane Sch"afer, Rainer Opgen-Rhein, Verena Zuber, Miika Ahdesm"aki,
A. Pedro Duarte Silva, and Korbinian Strimmer.
Maintainer: Korbinian Strimmer <strimmerlab@gmail.com>
Depends: R (>= 3.0.2)
Imports: stats
Suggests:
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 Sch"afer 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.
License: GPL (>= 3)
URL: http://strimmerlab.org/software/corpcor/
Packaged: 2015-07-08 09:00:02 UTC; strimmer
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-07-08 13:21:51

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'corpcor' ...
** package 'corpcor' successfully unpacked and MD5 sums checked
** R
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'corpcor'
    finding HTML links ... done
    cor2pcor                                html  
    corpcor-internal                        html  
    corpcor.package                         html  
    cov.shrink                              html  
    fast.svd                                html  
    invcov.shrink                           html  
    mpower                                  html  
    pcor.shrink                             html  
    powcor.shrink                           html  
    pseudoinverse                           html  
    rank.condition                          html  
    rebuild.cov                             html  
    shrink.intensity                        html  
    smtools                                 html  
    wt.scale                                html  
** building package indices
** testing if installed package can be loaded
* DONE (corpcor)
Making 'packages.html' ... done