R-corpcor-1.6.6-1-rosa2012.1.noarch.rpm


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Description

R-corpcor - Efficient Estimation of Covariance and (Partial) Correlation

Property Value
Distribution ROSA 2012.1
Repository ROSA Contrib Updates x86_64
Package name R-corpcor
Package version 1.6.6
Package release 1-rosa2012.1
Package architecture noarch
Package type rpm
Installed size 143.35 KB
Download size 94.91 KB
Official Mirror mirror.rosalab.ru
This package 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 Sch\"afer and Strimmer (2005)
and Opgen-Rhein and Strimmer (2007).  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.

Alternatives

Package Version Architecture Repository
R-corpcor-1.6.6-1-rosa2012.1.noarch.rpm 1.6.6 noarch ROSA Contrib Updates
R-corpcor - - -

Requires

Name Value
R-core -

Provides

Name Value
R-corpcor == 1.6.6-1:2012.1

Download

Type URL
Binary Package R-corpcor-1.6.6-1-rosa2012.1.noarch.rpm
Source Package R-corpcor-1.6.6-1.src.rpm

Install Howto

  1. Enable ROSA Contrib Updates repository on Install and Remove Software
  2. Update packages list:
    # urpmi.update -a
  3. Install R-corpcor rpm package:
    # urpmi R-corpcor

Files

Path
/usr/share/R/library/corpcor/DESCRIPTION
/usr/share/R/library/corpcor/INDEX
/usr/share/R/library/corpcor/NAMESPACE
/usr/share/R/library/corpcor/NEWS
/usr/share/R/library/corpcor/Meta/Rd.rds
/usr/share/R/library/corpcor/Meta/hsearch.rds
/usr/share/R/library/corpcor/Meta/links.rds
/usr/share/R/library/corpcor/Meta/nsInfo.rds
/usr/share/R/library/corpcor/Meta/package.rds
/usr/share/R/library/corpcor/R/corpcor
/usr/share/R/library/corpcor/R/corpcor.rdb
/usr/share/R/library/corpcor/R/corpcor.rdx
/usr/share/R/library/corpcor/help/AnIndex
/usr/share/R/library/corpcor/help/aliases.rds
/usr/share/R/library/corpcor/help/corpcor.rdb
/usr/share/R/library/corpcor/help/corpcor.rdx
/usr/share/R/library/corpcor/help/paths.rds
/usr/share/R/library/corpcor/html/00Index.html
/usr/share/R/library/corpcor/html/R.css
/usr/share/R/library/corpcor/html/cor2pcor.html
/usr/share/R/library/corpcor/html/corpcor-internal.html
/usr/share/R/library/corpcor/html/corpcor.package.html
/usr/share/R/library/corpcor/html/cov.shrink.html
/usr/share/R/library/corpcor/html/fast.svd.html
/usr/share/R/library/corpcor/html/invcov.shrink.html
/usr/share/R/library/corpcor/html/mpower.html
/usr/share/R/library/corpcor/html/pcor.shrink.html
/usr/share/R/library/corpcor/html/powcor.shrink.html
/usr/share/R/library/corpcor/html/pseudoinverse.html
/usr/share/R/library/corpcor/html/rank.condition.html
/usr/share/R/library/corpcor/html/rebuild.cov.html
/usr/share/R/library/corpcor/html/shrink.intensity.html
/usr/share/R/library/corpcor/html/smtools.html
/usr/share/R/library/corpcor/html/wt.scale.html

Changelog

2014-04-14 - Denis Silakov <denis.silakov@rosalab.ru> 1.6.6-1
+ Revision: 144a193
- Fix files

See Also

Package Description
R-corrgram-1.5-1-rosa2012.1.noarch.rpm Plot a correlogram
R-corrplot-0.73-1-rosa2012.1.noarch.rpm Visualization of a correlation matrix
R-coxme-2.2.3-2-rosa2012.1.x86_64.rpm Mixed Effects Cox Models
R-cran-leaps-2.9-2-rosa2012.1.x86_64.rpm Regression subset for R
R-cubature-1.1.2-2-rosa2012.1.x86_64.rpm Adaptive multivariate integration over hypercubes
R-degreenet-1.2-2-rosa2012.1.x86_64.rpm Models for Skewed Count Distributions Relevant to Networks
R-deldir-0.1.5-1-rosa2012.1.x86_64.rpm Delaunay Triangulation and Dirichlet (Voronoi) Tessellation
R-denstrip-1.5.2-1-rosa2012.1.noarch.rpm Density strips and other methods for compactly illustrating distributions
R-descr-1.0.2-1-rosa2012.1.x86_64.rpm Descriptive statistics
R-dfoptim-2011.8.1-1-rosa2012.1.noarch.rpm Derivative-free Optimization
R-dichromat-2.0_0-1-rosa2012.1.noarch.rpm Color Schemes for Dichromats
R-digest-0.6.4-1-rosa2012.1.x86_64.rpm Create cryptographic hash digests of R objects
R-diptest-0.75.5-1-rosa2012.1.x86_64.rpm Hartigan's dip test statistic for unimodality - corrected code
R-doBy-4.5.10-1-rosa2012.1.x86_64.rpm Groupwise summary statistics, general linear contrasts, population means, etc
R-doMC-1.3.2-1-rosa2012.1.noarch.rpm Foreach parallel adaptor for the multicore package
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