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.


Reference manual

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0.2-6 by Nicole Kraemer, 5 years ago

Browse source code at

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