R: Efficient Estimation of Covariance and (Partial) Correlation

# Efficient Estimation of Covariance and (Partial) Correlation

## Documentation for package ‘corpcor’ version 1.6.9

- DESCRIPTION file.
- Package NEWS.

## Help Pages

corpcor-package | The corpcor Package
cor.shrink | Shrinkage Estimates of Covariance and Correlation
cor2pcor | Compute Partial Correlation from Correlation Matrix - and Vice Versa
cov.shrink | Shrinkage Estimates of Covariance and Correlation
crossprod.powcor.shrink | Fast Computation of the Power of the Shrinkage Correlation Matrix
decompose.cov | Rebuild and Decompose the (Inverse) Covariance Matrix
decompose.invcov | Rebuild and Decompose the (Inverse) Covariance Matrix
estimate.lambda | Estimation of Shrinkage Intensities
estimate.lambda.var | Estimation of Shrinkage Intensities
fast.svd | Fast Singular Value Decomposition
invcor.shrink | Fast Computation of the Inverse of the Covariance and Correlation Matrix
invcov.shrink | Fast Computation of the Inverse of the Covariance and Correlation Matrix
is.positive.definite | Positive Definiteness of a Matrix, Rank and Condition Number
make.positive.definite | Positive Definiteness of a Matrix, Rank and Condition Number
mpower | Compute the Power of a Real Symmetric Matrix
pcor.shrink | Shrinkage Estimates of Partial Correlation and Partial Variance
pcor2cor | Compute Partial Correlation from Correlation Matrix - and Vice Versa
powcor.shrink | Fast Computation of the Power of the Shrinkage Correlation Matrix
pseudoinverse | Pseudoinverse of a Matrix
pvar.shrink | Shrinkage Estimates of Partial Correlation and Partial Variance
rank.condition | Positive Definiteness of a Matrix, Rank and Condition Number
rebuild.cov | Rebuild and Decompose the (Inverse) Covariance Matrix
rebuild.invcov | Rebuild and Decompose the (Inverse) Covariance Matrix
sm.index | Some Tools for Handling Symmetric Matrices
sm2vec | Some Tools for Handling Symmetric Matrices
var.shrink | Shrinkage Estimates of Covariance and Correlation
vec2sm | Some Tools for Handling Symmetric Matrices
wt.moments | Weighted Expectations and Variances
wt.scale | Weighted Expectations and Variances
wt.var | Weighted Expectations and Variances