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.

Install the latest version of this package by entering the following in R:
AuthorNicole Kraemer, Juliane Schaefer
Date of publication2014-09-04 13:43:28
MaintainerNicole Kraemer <>
LicenseGPL (>= 2)

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