matrixCorr: Collection of Correlation and Association Estimators
Compute correlation, association, and agreement measures for
small to high-dimensional datasets through a consistent matrix-oriented
interface. Supports classical correlations (Pearson, Spearman, Kendall),
distance correlation, partial correlation with regularised estimators,
shrinkage correlation for p >= n settings, robust correlations including
biweight mid-correlation, percentage-bend, and skipped correlation,
latent-variable methods for binary and ordinal data, repeated-measures
correlation, and agreement analyses based on Bland-Altman methods and
Lin's concordance correlation coefficient, including repeated-measures
extensions. Implemented with optimized C++ backends using BLAS/OpenMP and
memory-aware symmetric updates, and returns standard R objects with
print/summary/plot methods plus optional Shiny viewers for matrix
inspection. Methods based on Ledoit and Wolf (2004)
<doi:10.1016/S0047-259X(03)00096-4>; high-dimensional shrinkage covariance
estimation <doi:10.2202/1544-6115.1175>; Lin (1989)
<doi:10.2307/2532051>; Wilcox (1994) <doi:10.1007/BF02294395>; Wilcox
(2004)
<doi:10.1080/0266476032000148821>.
| Version: |
0.10.0 |
| Imports: |
Rcpp (≥ 1.1.0), ggplot2 (≥ 3.5.2), Matrix (≥ 1.7.2), cli, rlang |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
knitr, rmarkdown, MASS, mnormt, shiny, shinyWidgets, viridisLite, testthat (≥ 3.0.0) |
| Enhances: |
plotly |
| Published: |
2026-04-03 |
| DOI: |
10.32614/CRAN.package.matrixCorr |
| Author: |
Thiago de Paula Oliveira
 [aut, cre] |
| Maintainer: |
Thiago de Paula Oliveira <thiago.paula.oliveira at gmail.com> |
| BugReports: |
https://github.com/Prof-ThiagoOliveira/matrixCorr/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/Prof-ThiagoOliveira/matrixCorr |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
matrixCorr results |
Documentation:
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