DESCRIPTION

Package: CorShrink
Type: Package
Encoding: UTF-8
Title: Adaptive Shrinkage of Correlation and Covariance Matrices
Version: 0.1-6
Date: 2018-07-12
Author: c(person("Kushal","Dey",role=c("aut","cre"), email="kkdey@uchicago.edu"),
          person("Matthew","Stephens",role="aut"),
	        person("Peter","Carbonetto",role="ctb"))
Maintainer: Kushal Dey <kkdey@uchicago.edu>
Description: Performs adaptive shrinkage of correlation and covariance
    matrices using a mixture model prior over the Fisher z-transformation of the
    correlations. It allows separate shrinkage intensity for each cell of the 
    correlation matrix. Can also we flexibly  extended to correlation like 
    quantities such as cosine similarities in word2vec models and to partial 
    correlations in conditional graph estimation. For details on methods, refer
    to Stephens (2017) <doi:https://doi.org/10.1093/biostatistics/kxw041>.
Depends:
    R (>= 3.2),
Imports:
    ashr,
    glmnet,
    SQUAREM,
    CVXR,
    reshape2,
    methods,
    Matrix,
    gridExtra,
    corrplot,
    corpcor,
    MASS
Suggests:
    knitr,
    glasso,
    roxygen2,
    devtools
URL: https://github.com/kkdey/CorShrink
BugReports: http://github.com/kkdey/CorShrink/issues
License: GPL (>= 2)
NeedsCompilation: no
LazyData: true
VignetteBuilder: knitr
RoxygenNote: 6.1.1