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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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Version

Install

install.packages('parcor')

Monthly Downloads

98

Version

0.2-6

License

GPL (>= 2)

Maintainer

Last Published

September 4th, 2014

Functions in parcor (0.2-6)

parcor-package

Parcor: Estimation of partial correlations based on regularized regression.
lm.ridge.univariate

Ridge Regression for a single predictor variable
adalasso

Adaptive Lasso
performance.pcor

Quality of estimated partial correlations
sym2vec

Transform symmetric matrix to vector
adalasso.net

Partial Correlations with (Adaptive) Lasso
pls.net

Partial Correlations with Partial Least Squares
ridge.net

Partial correlations with ridge regression.
ridge.cv

Ridge Regression.
mylars

Cross-validation for Lasso
Beta2parcor

Computation of partial correlation coefficients