Package license: GPL (>= 3)
Feedstock license: BSD 3-Clause
Summary: Implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. The details of the method are explained in Schafer and Strimmer (2005) DOI:10.2202/1544-6115.1175 and Opgen-Rhein and Strimmer (2007) DOI:10.2202/1544-6115.1252. The approach is both computationally as well as statistically very efficient, it is applicable to "small n, large p" data, and always returns a positive definite and well-conditioned covariance matrix. In addition to inferring the covariance matrix the package also provides shrinkage estimators for partial correlations and partial variances. The inverse of the covariance and correlation matrix can be efficiently computed, as well as any arbitrary power of the shrinkage correlation matrix. Furthermore, functions are available for fast singular value decomposition, for computing the pseudoinverse, and for checking the rank and positive definiteness of a matrix.
Current build status
Current release info
r-corpcor from the
conda-forge channel can be achieved by adding
conda-forge to your channels with:
conda config --add channels conda-forge
conda-forge channel has been enabled,
r-corpcor can be installed with:
conda install r-corpcor
It is possible to list all of the versions of
r-corpcor available on your platform with:
conda search r-corpcor --channel conda-forge
conda-forge is a community-led conda channel of installable packages. In order to provide high-quality builds, the process has been automated into the conda-forge GitHub organization. The conda-forge organization contains one repository for each of the installable packages. Such a repository is known as a feedstock.
A feedstock is made up of a conda recipe (the instructions on what and how to build the package) and the necessary configurations for automatic building using freely available continuous integration services. Thanks to the awesome service provided by CircleCI, AppVeyor and TravisCI it is possible to build and upload installable packages to the conda-forge Anaconda-Cloud channel for Linux, Windows and OSX respectively.
To manage the continuous integration and simplify feedstock maintenance
conda-smithy has been developed.
conda-forge.yml within this repository, it is possible to re-render all of
this feedstock's supporting files (e.g. the CI configuration files) with
conda smithy rerender.
For more information please check the conda-forge documentation.
feedstock - the conda recipe (raw material), supporting scripts and CI configuration.
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Its primary use is in the construction of the CI
and simplify the management of many feedstocks.
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If you would like to improve the r-corpcor recipe or build a new
package version, please fork this repository and submit a PR. Upon submission,
your changes will be run on the appropriate platforms to give the reviewer an
opportunity to confirm that the changes result in a successful build. Once
merged, the recipe will be re-built and uploaded automatically to the
conda-forge channel, whereupon the built conda packages will be available for
everybody to install and use from the
Note that all branches in the conda-forge/r-corpcor-feedstock are
immediately built and any created packages are uploaded, so PRs should be based
on branches in forks and branches in the main repository should only be used to
build distinct package versions.
In order to produce a uniquely identifiable distribution: