Models for Correlation Matrices Based on Graphs
Overview
Implement some models for correlation/covariance matrices including two approaches to model correlation matrices from a graphical structure. One use latent parent variables as proposed in Sterrantino et. al. (2024) doi:10.1007/s10260-025-00788-y. The other uses a graph to specify conditional relations between the variables. The graphical structure makes correlation matrices interpretable and avoids the quadratic increase of parameters as a function of the dimension. In the first approach a natural sequence of simpler models along with a complexity penalization is used. The second penalizes deviations from a base model. These can be used as prior for model parameters, considering C code through the 'cgeneric' interface for the 'INLA' package (https://www.r-inla.org). This allows one to use these models as building blocks combined and to other latent Gaussian models in order to build complex data models.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK6 OK2026-05-08
- ERROR6 OK, 1 ERROR2026-03-24
Documentation
- Help pages
- 18
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 44%
- Documented parameters
- 100%
- Return-value docs
- 78%
- Help pages citing references
- 17%
Also includes 8 demo scripts (run with demo())
Downloads
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- unarchivedReturned to CRAN2026-05-07
- 0.1.25Latest
- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2026-04-23requires archived package 'INLAtools'
- unarchivedReturned to CRAN2026-03-23
- 0.1.24
- archivedRemoved from CRAN2026-01-29issues were not corrected in time
- 0.1.152026-01-15 · diff ↗ ·
removed 13 exports
Lprec, cgeneric, cgeneric_graphpcor, cgeneric_treepcor, graph, initial, is.zero, mu, prec, prior, rcorrel, rgeneric, theta2correladded 3 exports
basecor, basepcor, cholcor - 0.1.122025-04-27 · diff ↗
- 0.1.112025-04-19
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2025-04-19
- Total releases
- 5 / 1 yrs
- License
- GPL (>= 2) OSI
- Additional repositories
- inla.r-inla-download.org
- Minimum R
- ≥ 4.3
- Download size
- 550 KB
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