CorShrink: Adaptive Shrinkage of Correlation Vectors and Matrices

Performs adaptive shrinkage of correlation and covariance matrices using a mixture model prior over the Fisher z-transformation of the correlations, Stephens (2016) <doi:10.1093/biostatistics/kxw041> with the method flexible in choosing a separate shrinkage intensity for each cell of the correlation or covariance matrices: it is particularly efficient in handling missing data in the data matrix.

Version: 0.1.1
Depends: R (≥ 3.2)
Imports: ashr, SQUAREM, reshape2, Matrix
Suggests: knitr, BiocStyle, corpcor, glasso, Biobase, roxygen2, RColorBrewer, devtools, xtable
Published: 2017-11-28
Author: person("Kushal", "Dey", email = "", role = c("aut","cre"), "Matthew", "Stephens", email = "", role = "aut")
Maintainer: Kushal Dey <kkdey at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: CorShrink citation info
CRAN checks: CorShrink results


Reference manual: CorShrink.pdf
Vignettes: Vignette Title
Package source: CorShrink_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: CorShrink_0.1.1.tgz
OS X Mavericks binaries: r-oldrel: CorShrink_0.1.1.tgz


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