Description
Covariance and partial correlation matrices can be estimated efficiently in R. It is useful for high-dimensional statistics, shrinkage estimators, and analyses with many related variables.
FICHA · AUR
r-corpcor
Efficient Estimation of Covariance and (Partial) Correlation
- R covariance library
- LIBRARY
- R
- Dependency only
official+codex · reviewed · Jun 4, 2026 description in
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