mloss.org parcor Regularized estimation of partial correlation matriceshttp://mloss.orgUpdates and additions to parcor Regularized estimation of partial correlation matricesenFri, 12 Jun 2009 21:47:25 -0000parcor Regularized estimation of partial correlation matrices 0.1http://mloss.org/software/view/186/<html><p>This package contains different methods to estimate the matrix of partial correlations based on a (n x p) matrix X. For p>n, the matrix of partial correlations can be estimated based on p least-squares
regression fits. However, for p<n, theses least-squares problems are ill-posed and need to be regularized. This package contains four different regularized regression techniques for the estimation of the partial correlations: lasso, adaptive lasso, ridge regression, and partial least squares.
</p></html>nicole kraemer, juliane schaeferTue, 05 May 2009 16:49:47 -0000http://mloss.org/software/rss/comments/186http://mloss.org/software/view/186/regressiongraphical modelssparse learning<b>Comment by Kelly Brown on 2009-06-12 21:47</b>http://mloss.org/comments/cr/14/186/#c370<p>The best information i have found exactly here. Keep going Thank you
</p>Kelly BrownFri, 12 Jun 2009 21:47:25 -0000http://mloss.org/comments/cr/14/186/#c370