Efficient Estimation of Covariance and (Partial) Correlation


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Documentation for package `corpcor' version 1.1

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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