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parcor

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; glmnet; R; lars; spdep; quantreg; perryExamples; CVXR; robustHD; ncvreg; enetLTS; chemometrics; ebreg; horseshoe; selectiveInference; mixOmics
Cited in: 5 Documents
all top 5

Cited by 12 Authors

1 Ahmed, Syed Ejaz
1 Alhamzawi, Rahim
1 Allyas, Intisar Ibrahim
1 Alshaybawee, Taha
1 Amato, Umberto
1 Antoniadis, Anestis
1 De Feis, Italia
1 Fallahpour, Saber
1 Gijbels, Irène
1 Kurnaz, Fatma Sevinç
1 Midi, Habshah BT.
1 Tang, Yiqi

Cited in 5 Serials

1 Statistics & Probability Letters
1 Communications in Statistics. Simulation and Computation
1 Journal of Applied Statistics
1 Journal of Machine Learning Research (JMLR)
1 Statistical Methods and Applications

Cited in 1 Field

5 Statistics (62-XX)

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