bag.fun

robust.boot

pcor.pseudo

psinv.cor

LAPACK.svd

positive.svd

nsmall.svd

psmall.svd

pvt.scor

pvt.invscor

pvt.get.lambda

pvt.estimate.lambda

pvt.check.w

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 and partial covariances.  In addition, it provides 
  functions for fast svd computation, for computing the pseuoinverse,
  for checking the rank and positive definiteness of a matrix, and
  for the computationally fast inversion of the covariance matrix.

corpcor-internal: Internal corpcor Functions

Description

Arguments