latentcor: Fast Computation of Latent Correlations for Mixed Data
The first stand-alone R package for computation of latent correlation that takes into account all variable types (continuous/binary/ordinal/zero-inflated), comes with an optimized memory footprint, and is computationally efficient, essentially making latent correlation estimation almost as fast as rank-based correlation estimation. The estimation is based on latent copula Gaussian models. For continuous/binary types, see Fan, J., Liu, H., Ning, Y., and Zou, H. (2017). For ternary type, see Quan X., Booth J.G. and Wells M.T. (2018) <arXiv:1809.06255>. For truncated type or zero-inflated type, see Yoon G., Carroll R.J. and Gaynanova I. (2020) <doi:10.1093/biomet/asaa007>. For approximation method of computation, see Yoon G., Müller C.L. and Gaynanova I. (2021) <doi:10.1080/10618600.2021.1882468>. The latter method uses multi-linear interpolation originally implemented in the R package <https://cran.r-project.org/package=chebpol>.
| Version: | 2.0.0 |
| Depends: | R (≥ 3.0.0) |
| Imports: | stats, pcaPP, fMultivar, mnormt, Matrix, MASS, heatmaply, ggplot2, plotly, graphics, geometry, doFuture, foreach, future, doRNG, microbenchmark |
| Suggests: | rmarkdown, markdown, knitr, testthat (≥ 3.0.0), lattice, cubature, plot3D, covr |
| Published: | 2022-08-09 |
| Author: | Mingze Huang 
[aut, cre],
Grace Yoon [aut],
Christian Müller
[aut],
Irina Gaynanova
[aut] |
| Maintainer: | Mingze Huang <mingzehuang at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | latentcor results |
Documentation:
| Reference manual: | latentcor.pdf |
| Vignettes: |
latentcor Mathematical Framework for latentcor |
Downloads:
| Package source: | latentcor_2.0.0.tar.gz |
| Windows binaries: | r-devel: latentcor_2.0.0.zip, r-release: latentcor_2.0.0.zip, r-oldrel: latentcor_2.0.0.zip |
| macOS binaries: | r-release (arm64): latentcor_2.0.0.tgz, r-oldrel (arm64): latentcor_2.0.0.tgz, r-release (x86_64): latentcor_2.0.0.tgz, r-oldrel (x86_64): latentcor_2.0.0.tgz |
| Old sources: | latentcor archive |
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