Regularized estimation of partial correlation matrices


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Documentation for package ‘parcor’ version 0.2-6

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parcor-package Parcor: Estimation of partial correlations based on regularized regression.
adalasso Adaptive Lasso
adalasso.net Partial Correlations with (Adaptive) Lasso
Beta2parcor Computation of partial correlation coefficients
lm.ridge.univariate Ridge Regression for a single predictor variable
mylars Cross-validation for Lasso
parcor Parcor: Estimation of partial correlations based on regularized regression.
performance.pcor Quality of estimated partial correlations
pls.net Partial Correlations with Partial Least Squares
ridge.cv Ridge Regression.
ridge.net Partial correlations with ridge regression.
sym2vec Transform symmetric matrix to vector