bag.fun

robust.boot

pcor.pseudo

psinv.cor

LAPACK.svd

positive.svd

nsmall.svd

psmall.svd

internal

corpcor-internal

This package implements a shrinkage estimator to allow
  the efficient inference of large-scale covariance matrices 
  from small sample data.  The resulting estimates are always
  positive definite, more accurate than the empirical estimate,
  well conditioned, computationally inexpensive, and require
  only little a priori modeling.  The package also contains
  similar functions for inferring correlations and partial
  correlations.  In addition, it provides functions for fast svd 
  computation, for computing the pseuoinverse, and 
  for checking the rank and positive definiteness of a matrix.

Korbinian Strimmer

corpcor

Efficient Estimation of Covariance and (Partial) Correlation

corpcor-internal function

Internal corpcor Functions

corpcor-internal: Internal corpcor Functions

Description

Arguments