Efficient Estimation of Covariance and (Partial) Correlation

Documentation for package `corpcor' version 1.1

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