parcor (version 0.2-6)

Regularized estimation of partial correlation matrices

Description

The package estimates the matrix of partial correlations based on different regularized regression methods: lasso, adaptive lasso, PLS, and Ridge Regression. In addition, the package provides model selection for lasso, adaptive lasso and Ridge regression based on cross-validation.

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Install

install.packages('parcor')

Monthly Downloads

68

Version

0.2-6

License

GPL (>= 2)

Maintainer

Last Published

September 4th, 2014

Functions in parcor (0.2-6)