R Observatory: Metrics for CorShrink version 0.1-6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2019-02-05. Its history is shown below.

Reason: requires archived package 'ashr'

Details below reflect version 0.1-6, its last release before removal.

CorShrink

0.1-6

Adaptive Shrinkage of Correlation and Covariance Matrices

1packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Kushal Dey3 releasesCRAN page ↗GitHub ↗

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 shrinking 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) "False discovery rates: a new deal", DOI:10.1093/biostatistics/kxw041.

Install

R (source archive)pak (dev)

url <- "https://cran.r-project.org/src/contrib/Archive/CorShrink/CorShrink_0.1-6.tar.gz"
pkgFile <- "CorShrink_0.1-6.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (0.1-6) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("kkdey/CorShrink")

Development version from kkdey/CorShrink. Installs pak first if it is not already available.

Health

CRAN checks

CRAN check results are not tracked yet.

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

10

Dependencies · direct

Documentation

READMEYes · 395 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 98%
Return-value docs: 100%
References docs: 50%

Downloads

CorShrink Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.2

Imports (10)

ashr glmnet SQUAREM reshape2methodsMatrixgridExtra corrplot corpcorMASS

LinkingTo (0)

none

Suggests (4)

knitr glasso roxygen2 devtools

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

–indirect (not tracked)

palasso

Code & Tests

Datasets

People & History

People (11)

Other (11)

c(person("Kushal"

Contributor · added in 0.1-6

"Dey"

Contributor

role=c("aut"

Contributor · added in 0.1-6

"cre")

Contributor

email="kkdey@uchicago.edu")

Contributor · added in 0.1-6

person("Matthew"

Contributor · added in 0.1-6

"Stephens"

Contributor

role="aut")

Contributor · added in 0.1-6

Show 3 more other

person("Peter"

Contributor · added in 0.1-6

"Carbonetto"

Contributor · added in 0.1-6

role="ctb"))

Contributor · added in 0.1-6

Listed in earlier versions (9)

"Matthew"

no longer listed · 0.1.1

role = "aut")

no longer listed · 0.1.1

email = "kkdey@uchicago.edu"

no longer listed · 0.1.1

email = "mstephens@uchicago.edu"

no longer listed · 0.1.1

role = c("aut"

no longer listed · 0.1.1

person("Kushal"

no longer listed · 0.1.1

Peter Carbonetto

no longer listed · 0.1-5

Kushal Dey

no longer listed · 0.1-5

Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 3.6.0 released · 2019-04-26
archivedRemoved from CRAN
2019-02-05
requires archived package 'ashr'
0.1-6
2018-07-12 · diff ↗
R
R 3.5.0 released · 2018-04-23
0.1-5
2018-04-10 · diff ↗
unarchivedReturned to CRAN
2018-04-10
archivedRemoved from CRAN
2018-02-20
check problems were not corrected despite reminders Unconditional use of Suggests package(s) from BioC
0.1.1
2017-11-28
R
R 3.4.0 released · 2017-04-21

Package metadata

Total releases: 3
License: GPL (>= 2) OSI
Minimum R: ≥ 3.2
Bundled data: 92 KB / 3 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("CorShrink")

Format

c(person("Kushal", , "Dey", , role=c("aut", , "cre"), , email="kkdey@uchicago.edu"), , person("Matthew", , "Stephens", , role="aut"), , person("Peter", , "Carbonetto", , & role="ctb")), . (n.d.). CorShrink: Adaptive Shrinkage of Correlation and Covariance Matrices (Version 0.1-6) [Computer software]. Retrieved August 23, 2026, from https://CRAN.R-project.org/package=CorShrink

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for CorShrink version 0.1-6 [Data set]. HJJB, LLC. Data release v2026-08-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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