Regularized estimation of partial correlation matrices

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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("parcor")

0.2-6 by Nicole Kraemer, 5 years ago


Browse source code at https://github.com/cran/parcor


Authors: Nicole Kraemer , Juliane Schaefer


Documentation:   PDF Manual  


Task views: gRaphical Models in R


GPL (>= 2) license


Depends on MASS, glmnet, ppls, Epi, GeneNet


Imported by BigSEM, MTE, QTL.gCIMapping, QTL.gCIMapping.GUI, bootnet.

Suggested by CorReg.


See at CRAN