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 <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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parcor documentation built on May 29, 2017, 11:54 a.m.