Efficient Estimation of Covariance and (Partial) Correlation

Documentation for package `corpcor' version 1.4.1

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
mvr.predict	Multivariate Shrinkage Regression
mvr.shrink	Multivariate Shrinkage Regression
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
var.shrink	Shrinkage Estimates of Covariance and Correlation
wt.moments	Weighted Expectations and Variances
wt.scale	Weighted Expectations and Variances
wt.var	Weighted Expectations and Variances