parcor: Regularized estimation of partial correlation matrices

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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 <kraemer_r_packages@yahoo.de>
License
GPL (>= 2)
Version
0.2-6

View on CRAN

Man pages

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

Files in this package

parcor
parcor/inst
parcor/inst/CITATION
parcor/inst/ChangeLog
parcor/NAMESPACE
parcor/R
parcor/R/ridge.net.R
parcor/R/adalasso.net.R
parcor/R/performance.pcor.R
parcor/R/ridge.cv.R
parcor/R/sym2vec.R
parcor/R/pls.net.R
parcor/R/mylars.R
parcor/R/lm.ridge.univariate.R
parcor/R/adalasso.R
parcor/R/Beta2parcor.R
parcor/MD5
parcor/DESCRIPTION
parcor/man
parcor/man/ridge.net.Rd
parcor/man/Beta2parcor.Rd
parcor/man/ridge.cv.Rd
parcor/man/parcor-package.Rd
parcor/man/pls.net.Rd
parcor/man/sym2vec.Rd
parcor/man/adalasso.Rd
parcor/man/adalasso.net.Rd
parcor/man/lm.ridge.univariate.Rd
parcor/man/performance.pcor.Rd
parcor/man/mylars.Rd