套件：r-cran-corpcor（1.6.10-2）
r-cran-corpcor 的相關連結
Debian 的資源：
下載原始碼套件 r-cran-corpcor：
- [r-cran-corpcor_1.6.10-2.dsc]
- [r-cran-corpcor_1.6.10.orig.tar.gz]
- [r-cran-corpcor_1.6.10-2.debian.tar.xz]
維護者：
外部的資源：
- 主頁 [cran.r-project.org]
相似套件：
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.