Package: corpcor
Version: 1.3.1
Date: 2006-04-01
Title: Efficient Estimation of Covariance and (Partial) Correlation
Author: Juliane Schaefer and Korbinian Strimmer.
Maintainer: Korbinian Strimmer <korbinian.strimmer@lmu.de>
Depends: R (>= 2.0.0)
Suggests:
Description: This package implements a shrinkage estimator to allow
the efficient inference of large-scale covariance matrices
from small sample data.  The resulting estimates are always
positive definite, much more accurate than the empirical estimate,
well conditioned, computationally inexpensive, and require
only little a priori modeling.  The package also contains
similar functions for inferring variances, correlations and partial
correlations and partial covariances.  In addition, it provides
functions for fast svd computation, for computing the pseuoinverse,
for checking the rank and positive definiteness of a matrix, and
for the computationally fast inversion of the covariance
and correlation matrix.
License: GPL version 2 or newer
URL: http://www.statistik.lmu.de/~strimmer/software/corpcor/
Packaged: Sat Apr  1 00:39:31 2006; strimmer

Package: corpcor
Version: 1.4.0
Date: 2006-04-15
Title: Efficient Estimation of Covariance and (Partial) Correlation
Author: Juliane Schaefer, Rainer Opgen-Rhein, and Korbinian Strimmer.
Maintainer: Korbinian Strimmer <korbinian.strimmer@lmu.de>
Depends: R (>= 2.0.0)
Suggests:
Description: This package implements an analytic shrinkage approach
for inferring the covariance matrix.  The estimator is statistically
highly accurate and efficient, applicable to "small n, large p" data,
and always returns a positive definite and well-conditioned matrix.
Nevertheless, this method requires only little a priori modeling and is
computationally cheap. In addition to covariance estimation the
package contains similar functions for inferring variances, correlations,
partial correlations, partial covariances, and regression coefficients.
Furthermore, it provides  functions for fast SVD computation, for computing
the pseudoinverse, for checking the rank and positive definiteness of a
matrix, and for the computationally fast inversion of the covariance
and correlation matrix.
License: GPL version 2 or newer
URL: http://www.statistik.lmu.de/~strimmer/software/corpcor/
Packaged: Sat Apr 15 21:00:22 2006; strimmer