https://github.com/kkdey/CorShrink
Tip revision: a9f6ba0a81ed86cd3dbe785b0a239107cb80b0c3 authored by Kushal K Dey on 23 January 2019, 20:31:32 UTC
Added a dosym option to return specifically a symmetric correlation matrix
Added a dosym option to return specifically a symmetric correlation matrix
Tip revision: a9f6ba0
DESCRIPTION
Package: CorShrink
Type: Package
Encoding: UTF-8
Title: Adaptive Shrinkage of Correlation and Covariance Matrices
Version: 0.1-6
Date: 2018-07-12
Author: c(person("Kushal","Dey",role=c("aut","cre"), email="kkdey@uchicago.edu"),
person("Matthew","Stephens",role="aut"),
person("Peter","Carbonetto",role="ctb"))
Maintainer: Kushal Dey <kkdey@uchicago.edu>
Description: Performs adaptive shrinkage of correlation and covariance
matrices using a mixture model prior over the Fisher z-transformation of the
correlations. It allows separate shrinkage intensity for each cell of the
correlation matrix. Can also we flexibly extended to correlation like
quantities such as cosine similarities in word2vec models and to partial
correlations in conditional graph estimation. For details on methods, refer
to Stephens (2017) <doi:https://doi.org/10.1093/biostatistics/kxw041>.
Depends:
R (>= 3.2),
Imports:
ashr,
glmnet,
SQUAREM,
CVXR,
reshape2,
methods,
Matrix,
gridExtra,
corrplot,
corpcor,
MASS
Suggests:
knitr,
glasso,
roxygen2,
devtools
URL: https://github.com/kkdey/CorShrink
BugReports: http://github.com/kkdey/CorShrink/issues
License: GPL (>= 2)
NeedsCompilation: no
LazyData: true
VignetteBuilder: knitr
RoxygenNote: 6.1.1