Efficient Estimation of Covariance and (Partial) Correlation


[Package List] [Top]

Documentation for package `corpcor' version 1.3.1

Help Pages

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