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 <kraemer_r_packages@yahoo.de>
LicenseGPL (>= 2)
Version0.2-6

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