matrixCorr-package

matrixCorr

RcppExports

Correlation and agreement estimators with a consistent S3 interface.

internal

Compute correlation, association, and agreement measures for
small to high-dimensional datasets through a consistent matrix-oriented
interface. Supports classical correlations (Pearson, Spearman, Kendall),
distance correlation, partial correlation with regularised estimators,
shrinkage correlation for p >= n settings, robust correlations including
biweight mid-correlation, percentage-bend, and skipped correlation,
latent-variable methods for binary and ordinal data, repeated-measures
correlation, and agreement analyses based on Bland-Altman methods and
Lin's concordance correlation coefficient, including repeated-measures
extensions. Implemented with optimized C++ backends using BLAS/OpenMP and
memory-aware symmetric updates, and returns standard R objects with
print/summary/plot methods plus optional Shiny viewers for matrix
inspection. Methods based on Ledoit and Wolf (2004)
<doi:10.1016/S0047-259X(03)00096-4>; high-dimensional shrinkage covariance
estimation <doi:10.2202/1544-6115.1175>; Lin (1989)
<doi:10.2307/2532051>; Wilcox (1994) <doi:10.1007/BF02294395>; Wilcox
(2004)
<doi:10.1080/0266476032000148821>.

Thiago de Paula Oliveira

Collection of Correlation and Association Estimators

matrixCorr-package function

Maintainer: Thiago de Paula Oliveira <a href="/link/thiago.paula.oliveira%40gmail.com?package=matrixCorr&version=0.10.0" data-mini-rdoc="matrixCorr::thiago.paula.oliveira@gmail.com">thiago.paula.oliveira@gmail.com</a> (<a href="https://orcid.org/0000-0002-4555-2584">ORCID</a>)

Author

matrixCorr — matrixCorr-package

Maintainer: Thiago de Paula Oliveira <a href='mailto:thiago.paula.oliveira@gmail.com'>thiago.paula.oliveira@gmail.com</a> (<a href='https://orcid.org/0000-0002-4555-2584'>ORCID</a>)

matrixCorr-package: matrixCorr

Description

Arguments

Author

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