Corpcor manual

corpcor: Efficient Estimation of Covariance and (Partial) Correlation Implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. We would like to show you a description here but the site won’t allow www.doorway.ru Size: KB.  · cor2pcor: Compute Partial Correlation from Correlation Matrix -- and Vice Versa Description. cor2pcor computes the pairwise partial correlation coefficients from either a correlation or a covariance matrix.. pcor2cor takes either a partial correlation matrix or a partial covariance matrix as input, and computes from it the corresponding correlation matrix.

corpcor page on CRAN. 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 Schäfer and Strimmer () and Opgen-Rhein and Strimmer (). We would like to show you a description here but the site won’t allow us. corpcor Efficient Estimation of Covariance and (Partial) Correlation Implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations.

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