Package: corpcor
Version: 1.0.0
Date: 2005-08-10
Title: Efficient Estimation of Covariance and (Partial) Correlation
Author: Juliane Schaefer <schaefer@stat.uni-muenchen.de> and
Korbinian Strimmer <korbinian.strimmer@lmu.de>.
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, 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 correlations and partial
correlations.  In addition, it provides functions for fast svd
computation, for computing the pseuoinverse, and
for checking the rank and positive definiteness of a matrix.
License: GPL version 2 or newer
URL: http://www.statistik.lmu.de/~strimmer/software/corpcor/
Packaged: Sat Aug 13 20:30:08 2005; strimmer

Package: corpcor
Version: 1.1.1
Date: 2005-11-26
Title: Efficient Estimation of Covariance and (Partial) Correlation
Author: Juliane Schaefer <schaefer@stat.uni-muenchen.de> and
Korbinian Strimmer <korbinian.strimmer@lmu.de>.
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, 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 correlations and partial
correlations.  In addition, it provides functions for fast svd
computation, for computing the pseuoinverse, and
for checking the rank and positive definiteness of a matrix.
License: GPL version 2 or newer
URL: http://www.statistik.lmu.de/~strimmer/software/corpcor/
Packaged: Sat Nov 26 17:22:04 2005; strimmer