软件包:r-cran-corpcor(1.6.9-4)
r-cran-corpcor 的相关链接
Debian 的资源:
下载源码包 r-cran-corpcor:
- [r-cran-corpcor_1.6.9-4.dsc]
- [r-cran-corpcor_1.6.9.orig.tar.gz]
- [r-cran-corpcor_1.6.9-4.debian.tar.xz]
维护小组:
外部的资源:
- 主页 [cran.r-project.org]
相似软件包:
GNU R for Estimation of Covariance and Correlation -- corpcor
GNU R package which implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. The approach is both computationally as well as statistically very efficient, it is applicable to "small n, large p" data, and always returns a positive definite and well-conditioned covariance matrix. In addition to inferring the covariance matrix the package also provides shrinkage estimators for partial correlations and partial variances. The inverse of the covariance and correlation matrix can be efficiently computed, as well as any arbitrary power of the shrinkage correlation matrix. Furthermore, functions are available for fast singular value decomposition, for computing the pseudoinverse, and for checking the rank and positive definiteness of a matrix.
其他与 r-cran-corpcor 有关的软件包
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- dep: r-api-4.0
- 本虚包由这些包填实: r-base-core
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- dep: r-base-core (>= 4.0.0-3)
- GNU R core of statistical computation and graphics system