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: | 0.7.2 |
| Imports: | Rcpp (≥ 1.1.0),ggplot2 (≥ 3.5.2),Matrix (≥ 1.7.2),cli,rlang |
| LinkingTo: | cpp11,Rcpp,RcppArmadillo |
| Suggests: | knitr,rmarkdown,MASS,viridisLite,testthat (≥ 3.0.0) |
| Published: | 2025-12-03 |
| 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 + fileLICENSE |
| URL: | https://github.com/Prof-ThiagoOliveira/matrixCorr |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | matrixCorr results |
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