R Observatory: Metrics for corpcor version 1.6.10

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

corpcor

1.6.10

Efficient Estimation of Covariance and (Partial) Correlation

143packages depend

596.9Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by Korbinian StrimmerFirst published 2005-08-2035 releasesCRAN page ↗

Implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. The details of the method are explained in Schafer and Strimmer (2005) DOI:10.2202/1544-6115.1175 and Opgen-Rhein and Strimmer (2007) DOI:10.2202/1544-6115.1252. The approach is both computationally as well as statistically very efficient, it is applicable to "small n, large p" data, and always returns a positive definite and well-conditioned covariance matrix. In addition to inferring the covariance matrix the package also provides shrinkage estimators for partial correlations and partial variances. The inverse of the covariance and correlation matrix can be efficiently computed, as well as any arbitrary power of the shrinkage correlation matrix. Furthermore, functions are available for fast singular value decomposition, for computing the pseudoinverse, and for checking the rank and positive definiteness of a matrix.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("corpcor", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-corpcor

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-corpcor

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-corpcor

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 52 s · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

1

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 47%

Downloads

596.9K

CRAN downloads in the past year

Rank #535 · ~1.6K/day · ~49.7K/mo

Releases R versions

Daily download trend is not available in this view yet.

38.8K30 days

136.6K90 days

596.9K1 year

Compare downloads with other packages →

Also on7.2K r2u113 autocran20.5K conda_forge171 bioconda59 c2d4u

Repository

GitHub ↗ strimmerlab/software

Repository practices

Upstream repositoryBeta

Repository github.com/strimmerlab/software is linked, but repository-practices checks have not run for it yet.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.0.2

Imports (1)

stats

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

143direct

134indirect

and 95 more packages.

Code & Tests

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (10)

Juliane Schaefer

no longer listed · 1.0.0 to 1.6.2

Korbinian Strimmer.

no longer listed · 1.0.0 to 1.3.1

Rainer Opgen-Rhein

no longer listed · 1.4.0 to 1.6.10

and Korbinian Strimmer.

no longer listed · 1.4.0 to 1.6.10

A. Pedro Duarte Silva

no longer listed · 1.6.0 to 1.6.10

Verena Zuber

no longer listed · 1.6.0 to 1.6.10

Miika Ahdesm\"aki

no longer listed · 1.6.3 to 1.6.8

Juliane Sch\"afer

no longer listed · 1.6.3 to 1.6.8

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
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R 4.5.0 released · 2025-04-11
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R 4.4.0 released · 2024-04-24
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R 4.3.0 released · 2023-04-21
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R 4.2.0 released · 2022-04-22
1.6.10Latest
2021-09-16 · current release · diff ↗
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R 4.1.0 released · 2021-05-18
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R 4.0.0 released · 2020-04-24
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R 3.6.0 released · 2019-04-26
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R 3.5.0 released · 2018-04-23
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R 3.4.0 released · 2017-04-21
1.6.9
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R 3.3.0 released · 2016-05-03
1.6.8
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R 3.2.0 released · 2015-04-16
1.6.7
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Show 48 earlier events

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R 3.1.0 released · 2014-04-10
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R 2.15.0 released · 2012-03-30
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R 2.8.0 released · 2008-10-20
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R 2.7.0 released · 2008-04-22
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R 2.6.0 released · 2007-10-03
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R 2.4.0 released · 2006-10-03
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R 2.3.0 released · 2006-04-24
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R 2.2.0 released · 2005-10-06
1.1
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1.0.0
2005-08-20
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R 2.1.0 released · 2005-04-18

Package metadata

First published: 2005-08-20
Total releases: 35 / 21 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 3.0.2
Download size: 22 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

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Run in R for the authors' preferred citation:

citation("corpcor")

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Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for corpcor version 1.6.10 [Data set]. HJJB, LLC. Data release v2026-08-16. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-16, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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