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.

AuthorNicole Kraemer, Juliane Schaefer
Date of publication2014-09-04 13:43:28
MaintainerNicole Kraemer <>
LicenseGPL (>= 2)

View on CRAN

Questions? Problems? Suggestions? or email at

All documentation is copyright its authors; we didn't write any of that.