matrixCorr: Collection of Correlation and Association Estimators
Compute correlation and other association matrices from
small to high-dimensional datasets with relative simple functions and
sensible defaults. Includes options for shrinkage and robustness to improve
results in noisy or high-dimensional settings (p >= n), plus convenient
print/plot methods for inspection. Implemented with optimised C++ backends
using BLAS/OpenMP and memory-aware symmetric updates. Works with base
matrices and data frames, returning standard R objects via a consistent S3
interface. Useful across genomics, agriculture, and machine-learning
workflows. Supports Pearson, Spearman, Kendall, distance correlation,
partial correlation, and robust biweight mid-correlation; Bland–Altman
analyses and Lin's concordance correlation coefficient (including
repeated-measures extensions). Methods based on Ledoit and Wolf (2004)
<doi:10.1016/S0047-259X(03)00096-4>; Schäfer and Strimmer (2005)
<doi:10.2202/1544-6115.1175>; Lin (1989) <doi:10.2307/2532051>.
| Version: |
0.8.4 |
| Imports: |
Rcpp (≥ 1.1.0), ggplot2 (≥ 3.5.2), Matrix (≥ 1.7.2), cli, rlang |
| LinkingTo: |
cpp11, Rcpp, RcppArmadillo |
| Suggests: |
knitr, rmarkdown, MASS, plotly, shiny, shinyWidgets, viridisLite, testthat (≥ 3.0.0) |
| Published: |
2026-03-03 |
| 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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