R Observatory: Metrics for generalCorr version 1.2.6

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

generalCorr

1.2.6

Generalized Correlations, Causal Paths and Portfolio Selection

1packages depend

4.1Kdownloads / year

–test coverage

0/13checks pass

Overview

About

Maintained by H. D. VinodFirst published 2016-05-0226 releasesCRAN page ↗

Function gmcmtx0() computes a more reliable (general) correlation matrix. Since causal paths from data are important for all sciences, the package provides many sophisticated functions. causeSummBlk() and causeSum2Blk() give easy-to-interpret causal paths. Let Z denote control variables and compare two flipped kernel regressions: X=f(Y, Z)+e1 and Y=g(X, Z)+e2. Our criterion Cr1 says that if |e1*Y|>|e2*X| then variation in X is more "exogenous or independent" than in Y, and the causal path is X to Y. Criterion Cr2 requires |e2|<|e1|. These inequalities between many absolute values are quantified by four orders of stochastic dominance. Our third criterion Cr3, for the causal path X to Y, requires new generalized partial correlations to satisfy |r*(x|y,z)|< |r*(y|x,z)|. The function parcorVec() reports generalized partials between the first variable and all others. The package provides several R functions including get0outliers() for outlier detection, bigfp() for numerical integration by the trapezoidal rule, stochdom2() for stochastic dominance, pillar3D() for 3D charts, canonRho() for generalized canonical correlations, depMeas() measures nonlinear dependence, and causeSummary(mtx) reports summary of causal paths among matrix columns. Portfolio selection: decileVote(), momentVote(), dif4mtx(), exactSdMtx() can rank several stocks. Functions whose names begin with 'boot' provide bootstrap statistical inference, including a new bootGcRsq() test for "Granger-causality" allowing nonlinear relations. A new tool for evaluation of out-of-sample portfolio performance is outOFsamp(). Panel data implementation is now included. See eight vignettes of the package for theory, examples, and usage tips. See Vinod (2019) \doi{10.1080/03610918.2015.1122048}.

Install

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

install.packages("generalCorr", 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-generalcorr

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-generalCorr

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-generalCorr

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

Health

CRAN checks

13NOTE

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64
NOTE r-oldrel-macos-arm64
NOTE r-oldrel-macos-x86_64
NOTE r-oldrel-windows-x86_64
NOTE r-patched-linux-x86_64
NOTE r-release-linux-x86_64
NOTE r-release-macos-arm64
NOTE r-release-macos-x86_64
NOTE r-release-windows-x86_64

Slowest check: 4.7 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

5

Dependencies · direct

Check history

NOTE2026-06-09
0 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
0 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 52%
Documented parameters: 100%
Return-value docs: 100%
References docs: 50%

Downloads

4.1K

CRAN downloads in the past year

Rank #8,312 · ~11/day · ~342/mo

Releases R versions

Daily download trend is not available in this view yet.

28130 days

1.1K90 days

4.1K1 year

Compare downloads with other packages →

Also on153 r2u7 autocran45 c2d4u

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (6)

R >= 3.0.0np xtable meboot psychlattice

Imports (0)

none

LinkingTo (0)

none

Suggests (1)

R.rsp

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

practicalSigni

Code & Tests

Datasets

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (3)

NY.

no longer listed · 1.0.0 to 1.2.6

Fordham University

no longer listed · 1.0.0 to 1.2.6

Prof. H. D. Vinod

no longer listed · 1.0.0 to 1.2.6

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.2.6Latest
2023-10-09 · current release · diff ↗
1.2.5
2023-10-08 · diff ↗
1.2.4
2023-08-16 · diff ↗
1.2.3
2023-05-01 · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.2.2
2022-01-03 · diff ↗
1.2.1
2021-12-08 · diff ↗
1.2.0
2021-11-10 · diff ↗
1.1.9
2021-10-18 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.1.8
2020-12-02 · diff ↗
1.1.7
2020-11-29 · diff ↗

Show 22 earlier events

1.1.6
2020-11-21 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.1.5
2019-10-30 · diff ↗
1.1.3
2019-10-07 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.1.2
2018-07-12 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.1.1
2018-01-24 · diff ↗
1.1.0
2018-01-05 · diff ↗
1.0.9
2017-10-04 · diff ↗
1.0.8
2017-09-11 · diff ↗
1.0.7
2017-09-02 · diff ↗
1.0.6
2017-07-22 · diff ↗
1.0.5
2017-06-16 · diff ↗
1.0.4
2017-06-08 · diff ↗
R
R 3.4.0 released · 2017-04-21
1.0.3
2016-06-28 · diff ↗
1.0.2
2016-06-04 · diff ↗
1.0.1
2016-05-21 · diff ↗
R
R 3.3.0 released · 2016-05-03
1.0.0
2016-05-02
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2016-05-02
Total releases: 26 / 10 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.0.0
Bundled data: 91 KB / 37 files
Download size: 2.3 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Causal Inference

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citation("generalCorr")

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Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for generalCorr version 1.2.6 [Data set]. HJJB, LLC. Data release v2026-08-24. https://doi.org/10.5281/zenodo.21843040

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