Package: corpcor
Version: 1.4.3
Date: 2006-07-14
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 variances, 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.strimmerlab.org/software/corpcor/
Packaged: Mon Jul 17 16:56:05 2006; strimmer

Package: corpcor
Version: 1.4.4
Date: 2006-09-17
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 variances, 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.strimmerlab.org/software/corpcor/
Packaged: Sun Sep 17 22:23:17 2006; strimmer