Balík: r-cran-corpcor (1.6.10-1)
Odkazy pre r-cran-corpcor
Zdroje Trisquel:
Stiahnuť zdrojový balík r-cran-corpcor:
- [r-cran-corpcor_1.6.10-1.dsc]
- [r-cran-corpcor_1.6.10.orig.tar.gz]
- [r-cran-corpcor_1.6.10-1.debian.tar.xz]
Správca:
Original Maintainers:
- Debian R Packages Maintainers
- Joost van Baal-Ilić
Externé zdroje:
- Domovská stránka [cran.r-project.org]
Podobné balíky:
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.
Ostatné balíky súvisiace s balíkom r-cran-corpcor
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- dep: r-api-4.0
- virtuálny balík poskytovaný balíkom r-base-core
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- dep: r-base-core (>= 4.1.1-2)
- GNU R core of statistical computation and graphics system
Stiahnuť r-cran-corpcor
Architektúra | Veľkosť balíka | Nainštalovaná veľkosť | Súbory |
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all | 111.6 kB | 150 kB | [zoznam súborov] |