Package: corpcor
Version: 1.6.9
Date: 2017-03-31
Title: Efficient Estimation of Covariance and (Partial) Correlation
Author: Juliane Schafer, Rainer Opgen-Rhein, Verena Zuber, Miika Ahdesmaki,
A. Pedro Duarte Silva, and Korbinian Strimmer.
Maintainer: Korbinian Strimmer <strimmerlab@gmail.com>
Depends: R (>= 3.0.2)
Imports: stats
Suggests:
Description: Implements a James-Stein-type shrinkage estimator for
the covariance matrix, with separate shrinkage for variances and correlations.
The details of the method are explained in Schafer and Strimmer (2005)
<DOI:10.2202/1544-6115.1175> and Opgen-Rhein and Strimmer (2007)
<DOI:10.2202/1544-6115.1252>.  The approach is both computationally as well
as statistically very efficient, it is applicable to "small n, large p" data,
and always returns a positive definite and well-conditioned covariance matrix.
In addition to inferring the covariance matrix the package also provides
shrinkage estimators for partial correlations and partial variances.
The inverse of the covariance and correlation matrix
can be efficiently computed, as well as any arbitrary power of the
shrinkage correlation matrix.  Furthermore, functions are available for fast
singular value decomposition, for computing the pseudoinverse, and for
checking the rank and positive definiteness of a matrix.
License: GPL (>= 3)
URL: http://strimmerlab.org/software/corpcor/
Packaged: 2017-03-31 17:06:45 UTC; strimmer
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2017-04-01 06:30:37 UTC

Description: Utility functions for the statistical analysis of corpus frequency data
Packaged: Wed Feb 25 09:15:46 2009; hornik

Packaged: Wed Oct 26 11:08:06 2005; severt

Title: Statistics and data sets for corpus frequency data
Description: Utility functions and data sets for the statistical
analysis of corpus frequency data, used in the SIGIL statistics

Title: Statistics and Data Sets for Corpus Frequency Data
Imports: methods, stats, utils, grDevices
Authors@R: person("Stephanie", "Evert", email="stephanie.evert@fau.de", role=c("cre", "aut"), comment=c(ORCID="0000-0002-4192-2437"))
Description: Utility functions for the statistical analysis of corpus frequency data.
This package is a companion to the open-source course "Statistical Inference:
A Gentle Introduction for Computational Linguists and Similar Creatures" ('SIGIL').
Author: Stephanie Evert [cre, aut] (<https://orcid.org/0000-0002-4192-2437>)