Man pages for AEBilgrau/correlateR
Fast correlations and covariances
| arbitraryOrderCorrelation | Partial correlations |
| cen | Centering matrix |
| corcov | Covariance and correlation |
| corFamily | Marginal correlation matrix |
| correlateR-package | correlateR |
| cov2cor | Convert covariance matrix to correlation |
| covFamily | Marginal covariance matrix |
| createData | Create toy data |
| createRCMData | Simulate data from RCM |
| drcm | Density of the RCM model |
| firstOrderPartialCorrelation | Compute first order partial correlations |
| fisher.test.cor | Fisher's correlation test |
| fit.rcm | Fit using the EM algorithm |
| pool | Pooled covariance from list of scatter matrices |
| rcm_em_step_arma | The RCM EM-step |
| rcm_get_nu | Estimate degrees of freedom |
| rcm_loglik_arma | The RCM log-likelihood function |
| RCMmisc | RCM miscellaneous functions |
| rwishart | Wishart and inverse-Wishart distributions |
| scatter | Compute the scatter matrix |
| Scov | Shrinkage covariance estimation |
| soft | The soft thresholding function |
| test.diff.cor | Test for difference in correlation |
| test.diff.cor.single | Test for difference in correlation |
| test.xcor | Test for correlation between multiple variables samples |
