matrixCorr: Collection of Correlation and Association Estimators

Compute correlation and other association matrices from small to very large datasets with simple, 'cor()'-like functions and sensible defaults. Includes options for shrinkage and robustness to improve results in noisy or high-dimensional settings (p >= n), plus convenient print/plot methods for inspection. Implemented with optimised 'C++' backends using 'BLAS'/'OpenMP' and memory-aware symmetric updates. Works with base matrices and data frames, returning standard 'R' objects via a consistent S3 interface. Useful across genomics, agriculture, and machine-learning workflows. Methods based on Ledoit and Wolf (2004) <doi:10.1016/S0047-259X(03)00096-4>; Schäfer and Strimmer (2005) <doi:10.2202/1544-6115.1175>; Lin (1989) <doi:10.2307/2532051>.

install.packages("matrixCorr")

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