parcor-package {parcor} | R Documentation |
This package contains different methods to estimate the matrix of partial correlations based on a (n x p) matrix X. For p>n, the matrix of partial correlations can be estimated based on p least-squares regression fits. However, for 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.
Package: | parcor |
Type: | Package |
Version: | 0.1 |
Date: | 2009-04-22 |
License: | GPL2 or newer |
LazyLoad: | yes |
Nicole Kraemer, Juliane Schaefer
Maintainer: Nicole Kraemer <nkraemer@cs.tu-berlin.de>
N. Kraemer, J. Schaefer, A.-L. Boulesteix (2009) "Regularized Estimation of Large-Scale Gene Regulatory Networks with Gaussian Graphical Models", preprint
http://ml.cs.tu-berlin.de/~nkraemer/publications.html