swMATH ID: 14647
Software Authors: Kraemer, N., Schaefer, J.
Description: parcor: regularized estimation of partial correlation matrices. R Package. 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.
Homepage: https://cran.r-project.org/web/packages/parcor/index.html
Source Code:  https://github.com/cran/parcor
Dependencies: R
Related Software: robustbase; R; glmnet; lars; spdep; quantreg; perryExamples; CVXR; robustHD; ncvreg; enetLTS; chemometrics; ebreg; horseshoe; selectiveInference; mixOmics
Cited in: 5 Publications

Citations by Year