parcor: 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.

Version: 0.2-2
Depends: MASS, glmnet, ppls, Epi, GeneNet
Published: 2010-01-06
Author: Nicole Kraemer, Juliane Schaefer
Maintainer: Nicole Kraemer <nkraemer at cs.tu-berlin.de>
License: GPL (≥ 2)
In views: gR
CRAN checks: parcor results

Downloads:

Package source: parcor_0.2-2.tar.gz
MacOS X binary: parcor_0.2-2.tgz
Windows binary: parcor_0.2-2.zip
Reference manual: parcor.pdf
Old sources: parcor archive