cor.bagged |
Bagged Estimates of Covariance and (Partial) Correlation |
cor.shrink |
Shrinkage Estimates of Covariance and (Partial) Correlation |
cor2pcor |
Compute Partial Correlation from Correlation Matrix - and Vice Versa |
cov.bagged |
Bagged Estimates of Covariance and (Partial) Correlation |
cov.shrink |
Shrinkage Estimates of Covariance and (Partial) Correlation |
fast.svd |
Fast Singular Value Decomposition |
is.positive.definite |
Rank, Condition, and Positive Definiteness of a Matrix |
make.positive.definite |
Rank, Condition, and Positive Definiteness of a Matrix |
pcor.bagged |
Bagged Estimates of Covariance and (Partial) Correlation |
pcor.shrink |
Shrinkage Estimates of Covariance and (Partial) Correlation |
pcor2cor |
Compute Partial Correlation from Correlation Matrix - and Vice Versa |
pseudoinverse |
Pseudoinverse of a Matrix |
rank.condition |
Rank, Condition, and Positive Definiteness of a Matrix |
rebuild.cov |
Rebuild Covariance Matrix from Correlation Matrix |
sm.indexes |
Some Tools for Symmetric Matrices |
sm2vec |
Some Tools for Symmetric Matrices |
varcov |
Variance of the Entries of the Covariance Matrix |
vec2sm |
Some Tools for Symmetric Matrices |