cor.shrink |
Shrinkage Estimates of Covariance and Correlation |
cor2pcor |
Compute Partial Correlation from Correlation Matrix - and Vice Versa |
cov.shrink |
Shrinkage Estimates of Covariance and Correlation |
cov2pcov |
Compute Partial Correlation from Correlation Matrix - and Vice Versa |
fast.svd |
Fast Singular Value Decomposition |
invcor.shrink |
Fast Computation of the Inverse of the Covariance and Correlation Matrix |
invcov.shrink |
Fast Computation of the Inverse of the Covariance and Correlation Matrix |
is.positive.definite |
Positive Definiteness of a Matrix, Rank and Condition Number |
make.positive.definite |
Positive Definiteness of a Matrix, Rank and Condition Number |
pcor.shrink |
Shrinkage Estimates of Partial Correlation and Partial Covariance |
pcor2cor |
Compute Partial Correlation from Correlation Matrix - and Vice Versa |
pcov.shrink |
Shrinkage Estimates of Partial Correlation and Partial Covariance |
pcov2cov |
Compute Partial Correlation from Correlation Matrix - and Vice Versa |
pseudoinverse |
Pseudoinverse of a Matrix |
rank.condition |
Positive Definiteness of a Matrix, Rank and Condition Number |
rebuild.cov |
Rebuild Covariance Matrix from Correlation Matrix |
sm.indexes |
Some Tools for Symmetric Matrices |
sm2vec |
Some Tools for Symmetric Matrices |
var.shrink |
Shrinkage Estimates of Covariance and Correlation |
vec2sm |
Some Tools for Symmetric Matrices |
weighted.moments |
Weighted Expectations and Variance |
weighted.scale |
Weighted Expectations and Variance |
weighted.var |
Weighted Expectations and Variance |