corpcor: Efficient Estimation of Covariance and (Partial) Correlation

Canonical link: https://rscholar.com/pkg/corpcor

Juliane Schafer • Rainer Opgen-Rhein • Verena Zuber • Miika Ahdesmaki • A. Pedro Duarte Silva, • Korbinian Strimmer. • View description and downloads View dependencies GitHub project

2005 Published

0 Citations

6 Authors

34 Revisions

1.6.10 Version

GPL License

Referenced by ⇅	Year
FPCA2D: Two Dimensional Functional Principal Component Analysis (Version 1.0)	2016
lvm4net: Latent Variable Models for Networks (Version 0.3)	2014
splitFeas: Multi-Set Split Feasibility (Version 0.1.0)	2018
wux: Wegener Center Climate Uncertainty Explorer (Version 2.2-1)	2014
cate: High Dimensional Factor Analysis and Confounder Adjusted Testing and Estimation (Version 1.1.1)	2015
esaBcv: Estimate Number of Latent Factors and Factor Matrix for Factor Analysis (Version 1.2.1.1)	2015
sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation (Version 1.0.0)	2016
BinNor: Simultaneous Generation of Multivariate Binary and Normal Variates (Version 2.3.4)	2011
FADA: Variable Selection for Supervised Classification in High Dimension (Version 1.3.5)	2014
GGMncv: Gaussian Graphical Models with Nonconvex Regularization (Version 2.1.1)	2020
GGMnonreg: Non-Regularized Gaussian Graphical Models (Version 1.0.0)	2021
IRCcheck: Irrepresentable Condition Check (Version 1.0.0)	2021
MetaHD: A Multivariate Meta-Analysis Model for High-Dimensional Metabolomics Data (Version 0.1.3)	2024
NMF: Algorithms and Framework for Nonnegative Matrix Factorization (NMF) (Version 0.28)	2009
OrdNor: Concurrent Generation of Ordinal and Normal Data with Given Correlation Matrix and Marginal Distributions (Version 2.2.3)	2013
PoisBinOrdNor: Data Generation with Poisson, Binary, Ordinal and Normal Components (Version 1.6.3)	2015
PoisNor: Simultaneous Generation of Multivariate Data with Poisson and Normal Marginals (Version 1.3.3)	2014
PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios (Version 2.1.0)	2015
REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables (Version 2.4.10)	2015
SEMdeep: Structural Equation Modeling with Deep Neural Network and Machine Learning Algorithms (Version 1.1.1)	2024
SEMgraph: Network Analysis and Causal Inference Through Structural Equation Modeling (Version 1.2.4)	2021
SimTimeVar: Simulate Longitudinal Dataset with Time-Varying Correlated Covariates (Version 1.0.0)	2017
SuperCell: Simplification of scRNA-Seq Data by Merging Together Similar Cells (Version 1.1)	2024
TPCselect: Variable Selection via Threshold Partial Correlation (Version 0.8.3)	2022
VARcpDetectOnline: Sequential Change Point Detection for High-Dimensional VAR Models (Version 0.2.0)	2025
WLogit: Variable Selection in High-Dimensional Logistic Regression Models using a Whitening Approach (Version 2.1)	2022
bipartite: Visualising Bipartite Networks and Calculating Some (Ecological) Indices (Version 2.23)	2007
cape: Combined Analysis of Pleiotropy and Epistasis for Diversity Outbred Mice (Version 3.1.2)	2013
dnapath: Differential Network Analysis using Gene Pathways (Version 0.7.6)	2020
fspe: Estimating the Number of Factors in EFA with Out-of-Sample Prediction Errors (Version 0.1.2)	2021
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mvMORPH: Multivariate Comparative Tools for Fitting Evolutionary Models to Morphometric Data (Version 1.2.1)	2013
phantSEM: Create Phantom Variables in Structural Equation Models for Sensitivity Analyses (Version 1.0.1)	2023
qgraph: Graph Plotting Methods, Psychometric Data Visualization and Graphical Model Estimation (Version 1.9.8)	2011
sae.prop: Small Area Estimation using Fay-Herriot Models with Additive Logistic Transformation (Version 0.1.2)	2022
segMGarch: Multiple Change-Point Detection for High-Dimensional GARCH Processes (Version 1.3)	2018
semPlot: Path Diagrams and Visual Analysis of Various SEM Packages' Output (Version 1.1.7)	2013
ttScreening: Genome-Wide DNA Methylation Sites Screening by Use of Training and Testing Samples (Version 1.7)	2013
vampyr: Factor Analysis Controlling the Effects of Response Bias (Version 1.1.1)	2020
varTestnlme: Variance Components Testing for Linear and Nonlinear Mixed Effects Models (Version 1.3.5)	2020
BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks (Version 0.3.3)	2008
SLBDD: Statistical Learning for Big Dependent Data (Version 0.0.4)	2021
GhostKnockoff: The Knockoff Inference Using Summary Statistics (Version 0.1.0)	2021
AZIAD: Analyzing Zero-Inflated and Zero-Altered Data (Version 0.0.3)	2022
BNrich: Pathway Enrichment Analysis Based on Bayesian Network (Version 0.1.1)	2020
BayesDecon: Density Deconvolution Using Bayesian Semiparametric Methods (Version 0.1.4)	2026
BinNonNor: Data Generation with Binary and Continuous Non-Normal Components (Version 1.5.3)	2014
BinNor Variates: (Version )	0
BinOrdNonNor: Concurrent Generation of Binary, Ordinal and Continuous Data (Version 1.5.2)	2015
COMBAT: A Combined Association Test for Genes using Summary Statistics (Version 0.0.4)	2017
CopulaCenR: Copula-Based Regression Models for Multivariate Censored Data (Version 1.2.4)	2019
EDISON: Network Reconstruction and Changepoint Detection (Version 1.1.2)	2012
ERP: Significance Analysis of Event-Related Potentials Data (Version 2.2)	2014
FADA Dimension: (Version )	0
FRB: Fast and Robust Bootstrap (Version 2.0-1)	2009
FRCC: Fast Regularized Canonical Correlation Analysis (Version 1.1.0)	2012
GDILM.ME: Spatial Modeling of Infectious Diseases with Co-Variate Error (Version 1.2.1)	2024
GLSME: Generalized Least Squares with Measurement Error (Version 1.0.5)	2014
GWpcor: Geographically Weighted Partial Correlation Coefficient (Version 0.1.8)	2020
GeneNet: Modeling and Inferring Gene Networks (Version 1.2.17)	2006
GeneScape: Simulation of Single Cell RNA-Seq Data with Complex Structure (Version 1.0)	2023
GeometricMorphometricsMix: Heterogeneous Methods for Shape and Other Multidimensional Data (Version 0.6.0.1)	2026
HDShOP: High-Dimensional Shrinkage Optimal Portfolios (Version 0.1.7)	2021
HSPOR: Hidden Smooth Polynomial Regression for Rupture Detection (Version 1.1.9)	2019
Hotelling: Hotelling's T^2 Test and Variants (Version 1.0-8)	2012
LongDecompHE: Longitudinal Decomposition of Health Expectancy by Age and Cause (Version 0.1.0)	2025
MCMCglmm: MCMC Generalised Linear Mixed Models (Version 2.36)	2009
MECfda: Scalar-on-Function Regression with Measurement Error Correction (Version 0.2.1)	2024
MM4LMM: Inference of Linear Mixed Models Through MM Algorithm (Version 3.0.3)	2018
MetaIntegration: Ensemble Meta-Prediction Framework (Version 0.1.2)	2020
ModStatR: Statistical Modelling in Action with R (Version 1.4.1)	2019
MultiOrd: Generation of Multivariate Ordinal Variates (Version 2.4.4)	2012
MultiVarMI: Multiple Imputation for Multivariate Data (Version 1.0)	2018
NMF (NMF): (Version )	0
NetOrigin: Origin Estimation for Propagation Processes on Complex Networks (Version 1.1-7)	2016
OUwie: Analysis of Evolutionary Rates in an OU Framework (Version 2.10)	2011
PCGII: Partial Correlation Graph with Information Incorporation (Version 1.1.2)	2024
PCRA: Companion to Portfolio Construction and Risk Analysis (Version 1.2)	2023
PoisBinNonNor: Data Generation with Poisson, Binary and Continuous Components (Version 1.3.3)	2015
PoisBinOrd: Data Generation with Poisson, Binary and Ordinal Components (Version 1.4.3)	2015
PoisBinOrdNonNor: Generation of Up to Four Different Types of Variables (Version 1.5.3)	2015
PoisBinOrdNor Components: (Version )	0
PoisNonNor: Simultaneous Generation of Count and Continuous Data (Version 1.6.3)	2015
Qtools: Utilities for Quantiles (Version 1.6.0)	2016
REN: Regularization Ensemble for Robust Portfolio Optimization (Version 0.1.0)	2024
RMTL: Regularized Multi-Task Learning (Version 0.9.9)	2019
RNGforGPD: Random Number Generation for Generalized Poisson Distribution (Version 1.1.0)	2018
S4DM: Small Sample Size Species Distribution Modeling (Version 0.0.1)	2025
SAMtool: Stock Assessment Methods Toolkit (Version 1.9.1)	2021
SCCS: The Self-Controlled Case Series Method (Version 1.7)	2018
SimTimeVar Covariates: (Version )	0
StabilizedRegression: Stabilizing Regression and Variable Selection (Version 1.1)	2020
SuperCell Cells: (Version )	0
VARcpDetectOnline Models: (Version )	0
VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models (Version 0.3.3)	2019
abcel: Empirical Likelihood-Based Approximate Bayesian Computation (Version 1.0)	2025
bigmds: Multidimensional Scaling for Big Data (Version 3.0.0)	2021
biospear: Biomarker Selection in Penalized Regression Models (Version 1.0.2)	2017
bipartite Indices: (Version )	0
bootnet: Bootstrap Methods for Various Network Estimation Routines (Version 1.6)	2015
boral: Bayesian Ordination and Regression AnaLysis (Version 2.0.3)	2014
carSurv: Correlation-Adjusted Regression Survival (CARS) Scores (Version 1.0.0)	2018
care: High-Dimensional Regression and CAR Score Variable Selection (Version 1.1.11)	2010
ccar3: Canonical Correlation Analysis via Reduced Rank Regression (Version 0.1.0)	2025
clustrd: Methods for Joint Dimension Reduction and Clustering (Version 1.4.0)	2013
corHMM: Hidden Markov Models of Character Evolution (Version 2.8)	2013
covequal: Test for Equality of Covariance Matrices (Version 0.1.0)	2017
ctsem: Continuous Time Structural Equation Modelling (Version 3.10.5)	2015
deepgmm: Deep Gaussian Mixture Models (Version 0.2.1)	2019
dependentsimr: Simulate Omics-Scale Data with Dependency (Version 1.0.0.0)	2025
fMRIscrub: Scrubbing and Other Data Cleaning Routines for fMRI (Version 0.14.5)	2021
fMRItools: Routines for Common fMRI Processing Tasks (Version 0.7.2)	2022
facmodTS: Time Series Factor Models for Asset Returns (Version 1.0)	2023
flap: Forecast Linear Augmented Projection (Version 0.2.0)	2024
flassomsm Penalties: (Version )	0
graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models (Version 0.3.4)	2019
gsDesign2: Group Sequential Design with Non-Constant Effect (Version 1.1.7)	2023
gwpcormapper: Geographically Weighted Partial Correlation Mapper (Version 0.1.3)	2021
hfr: Estimate Hierarchical Feature Regression Models (Version 0.7.1)	2022
iTOP: Inferring the Topology of Omics Data (Version 1.0.2)	2018
idm: Incremental Decomposition Methods (Version 1.8.3)	2015
jackstraw: Statistical Inference for Unsupervised Learning (Version 1.3.17)	2014
knockoff: The Knockoff Filter for Controlled Variable Selection (Version 0.3.6)	2014
leakyIV: Leaky Instrumental Variables (Version 0.0.1)	2024
leapp: Latent Effect Adjustment After Primary Projection (Version 1.3)	2012
list Experiment: (Version )	0
longitudinal: Analysis of Multiple Time Course Data (Version 1.1.13)	2006
lvnet: Latent Variable Network Modeling (Version 0.3.5)	2016
mars: Meta Analysis and Research Synthesis (Version 0.2.2)	2025
mglasso: Multiscale Graphical Lasso (Version 0.1.2)	2022
miRtest: Combined miRNA- And mRNA-Testing (Version 2.2)	2011
mlVAR: Multi-Level Vector Autoregression (Version 0.5.2)	2015
modnets: Modeling Moderated Networks (Version 0.9.0)	2021
multivarious: Extensible Data Structures for Multivariate Analysis (Version 0.3.1)	2024
mvgam: Multivariate (Dynamic) Generalized Additive Models (Version 1.1.594)	2024
netassoc: Inference of Species Associations from Co-Occurrence Data (Version 0.7.2)	2015
netgsa: Network-Based Gene Set Analysis (Version 4.0.7)	2014
omixVizR: A Toolkit for Omics Data Visualization (Version 1.4.0)	2025
parma: Portfolio Allocation and Risk Management Applications (Version 1.7)	2013
pcalg: Methods for Graphical Models and Causal Inference (Version 2.7-12)	2006
pcev: Principal Component of Explained Variance (Version 2.2.2)	2016
penalizedSVM: Feature Selection SVM using Penalty Functions (Version 1.2.0)	2009
perARMA: Periodic Time Series Analysis (Version 1.7)	2013
picante: Integrating Phylogenies and Ecology (Version 1.8.2)	2008
pivmet: Pivotal Methods for Bayesian Relabelling and k-Means Clustering (Version 0.6.0)	2018
psychonetrics: Structural Equation Modeling and Confirmatory Network Analysis (Version 0.13.2)	2019
qgg: Statistical Tools for Quantitative Genetic Analyses (Version 1.1.6)	2019
qtlhot: Inference for QTL Hotspots (Version 1.2.10)	2012
r4ss: R Code for Stock Synthesis (Version 1.44.0)	2009
ratematrix: Bayesian Estimation of the Evolutionary Rate Matrix (Version 1.2.5)	2018
relaimpo: Relative Importance of Regressors in Linear Models (Version 2.2-7)	2005
rmgarch: Multivariate GARCH Models (Version 1.4-2)	2013
sda: Shrinkage Discriminant Analysis and CAT Score Variable Selection (Version 1.3.9)	2008
seedCCA: Seeded Canonical Correlation Analysis (Version 3.1)	2017
segMGarch Processes: (Version )	0
semPlot Output: (Version )	0
sharp: Stability-enHanced Approaches using Resampling Procedures (Version 1.4.8)	2022
sparsediscrim: Sparse and Regularized Discriminant Analysis (Version 0.3.0)	2013
spduration: Split-Population Duration (Cure) Regression (Version 0.17.3)	2015
st: Shrinkage t Statistic and Correlation-Adjusted t-Score (Version 1.2.7)	2006
subselect: Selecting Variable Subsets (Version 0.16.0)	2002
synthReturn: Synthetic Matching Method for Returns (Version 1.0.0)	2025
tinyVAST: Multivariate Spatio-Temporal Models using Structural Equations (Version 1.4.0)	2025
whitening: Whitening and High-Dimensional Canonical Correlation Analysis (Version 1.4.0)	2018
xLLiM: High Dimensional Locally-Linear Mapping (Version 2.3)	2016

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