{
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  "Version": "1.6.10",
  "Date": "2021-09-16",
  "Title": "Efficient Estimation of Covariance and (Partial) Correlation",
  "Author": "Juliane Schafer, Rainer Opgen-Rhein, Verena Zuber, Miika\nAhdesmaki, A. Pedro Duarte Silva, and Korbinian Strimmer.",
  "Maintainer": "Korbinian Strimmer <strimmerlab@gmail.com>",
  "Description": "Implements a James-Stein-type shrinkage estimator for the\ncovariance matrix, with separate shrinkage for variances and\ncorrelations. The details of the method are explained in\nSchafer and Strimmer (2005) <DOI:10.2202/1544-6115.1175> and\nOpgen-Rhein and Strimmer (2007) <DOI:10.2202/1544-6115.1252>.\nThe approach is both computationally as well as statistically\nvery efficient, it is applicable to \"small n, large p\" data,\nand always returns a positive definite and well-conditioned\ncovariance matrix. In addition to inferring the covariance\nmatrix the package also provides shrinkage estimators for\npartial correlations and partial variances. The inverse of the\ncovariance and correlation matrix can be efficiently computed,\nas well as any arbitrary power of the shrinkage correlation\nmatrix.  Furthermore, functions are available for fast singular\nvalue decomposition, for computing the pseudoinverse, and for\nchecking the rank and positive definiteness of a matrix.",
  "License": "GPL (>= 3)",
  "URL": "https://strimmerlab.github.io/software/corpcor/",
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  "_exports": [
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    "cor2pcor",
    "cov.shrink",
    "crossprod.powcor.shrink",
    "decompose.cov",
    "decompose.invcov",
    "estimate.lambda",
    "estimate.lambda.var",
    "fast.svd",
    "invcor.shrink",
    "invcov.shrink",
    "is.positive.definite",
    "make.positive.definite",
    "mpower",
    "pcor.shrink",
    "pcor2cor",
    "powcor.shrink",
    "pseudoinverse",
    "pvar.shrink",
    "rank.condition",
    "rebuild.cov",
    "rebuild.invcov",
    "sm.index",
    "sm2vec",
    "var.shrink",
    "vec2sm",
    "wt.moments",
    "wt.scale",
    "wt.var"
  ],
  "_help": [
    {
      "page": "corpcor.package",
      "title": "The corpcor Package",
      "topics": [
        "corpcor-package"
      ]
    },
    {
      "page": "cor2pcor",
      "title": "Compute Partial Correlation from Correlation Matrix - and Vice Versa",
      "topics": [
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        "pcor2cor"
      ]
    },
    {
      "page": "cov.shrink",
      "title": "Shrinkage Estimates of Covariance and Correlation",
      "topics": [
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        "cov.shrink",
        "var.shrink"
      ]
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      "title": "Fast Singular Value Decomposition",
      "topics": [
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      ]
    },
    {
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      "title": "Fast Computation of the Inverse of the Covariance and Correlation Matrix",
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        "invcov.shrink"
      ]
    },
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      "title": "Compute the Power of a Real Symmetric Matrix",
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    },
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      "title": "Shrinkage Estimates of Partial Correlation and Partial Variance",
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        "pvar.shrink"
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      "title": "Fast Computation of the Power of the Shrinkage Correlation Matrix",
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        "decompose.invcov",
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      "title": "Weighted Expectations and Variances",
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