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: |
0.2-3 |
| Depends: |
MASS, glmnet, ppls, Epi, GeneNet |
| Published: |
2012-07-26 |
| Author: |
Nicole Kraemer, Juliane Schaefer |
| Maintainer: |
Nicole Kraemer <kraemer at ma.tum.de> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| In views: |
gR |
| CRAN checks: |
parcor results |
Downloads: