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.
|Author||Nicole Kraemer, Juliane Schaefer|
|Date of publication||2014-09-04 13:43:28|
|Maintainer||Nicole Kraemer <email@example.com>|
|License||GPL (>= 2)|
adalasso: Adaptive Lasso
adalasso.net: Partial Correlations with (Adaptive) Lasso
Beta2parcor: Computation of partial correlation coefficients
lm.ridge.univariate: Ridge Regression for a single predictor variable
mylars: Cross-validation for Lasso
parcor-package: Parcor: Estimation of partial correlations based on...
performance.pcor: Quality of estimated partial correlations
pls.net: Partial Correlations with Partial Least Squares
ridge.cv: Ridge Regression.
ridge.net: Partial correlations with ridge regression.
sym2vec: Transform symmetric matrix to vector