parcor: Regularized estimation of partial correlation matrices

The package estimates the matrix of partial correlations based on different regularized regression methods: lasso, adaptive lasso, PLS, and Ridge Regression. In addition, the package provides model selection for lasso, adaptive lasso and Ridge regression based on cross-validation.

Package details

AuthorNicole Kraemer, Juliane Schaefer
MaintainerNicole Kraemer <kraemer_r_packages@yahoo.de>
LicenseGPL (>= 2)
Version0.2-6
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("parcor")

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parcor documentation built on May 1, 2019, 9:10 p.m.