Efficient estimation of covariance and (partial) correlation
This package implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. Furthermore, functions are available for fast singular value decomposition, for computing the pseudoinverse, and for checking the rank and positive definiteness of a matrix.
| System | Target | Derivation | Build status |
|---|---|---|---|
| x86_64-linux | /gnu/store/kndd8i7j5f1phi78ksky2n4sjz3nnsnr-r-corpcor-1.6.9.drv | ||
| mips64el-linux | /gnu/store/arpykd08lpvn1yqs6cj6k3gs8a12rxcd-r-corpcor-1.6.9.drv | ||
| i686-linux | /gnu/store/g9dhpdnra6q6nw50zdf2vhhwj02135b6-r-corpcor-1.6.9.drv | ||
| i586-gnu | /gnu/store/3740w66igdd85jhldrjx8fv5cwwmh9wz-r-corpcor-1.6.9.drv | ||
| armhf-linux | /gnu/store/lqbs38nr2hzhyrsp2lr7icpgzlcsc7bb-r-corpcor-1.6.9.drv | ||
| aarch64-linux | /gnu/store/vyjpqdjsi7qvg91zw94y1z5cc2f0iq4d-r-corpcor-1.6.9.drv |
| Linter | Message | Location |
|---|---|---|
| No lint warnings ✓ | ||