Fast Computation of Latent Correlations for Mixed Data
Overview
The first stand-alone R package for computation of latent correlation that takes into account all variable types (continuous/binary/ordinal/zero-inflated), comes with an optimized memory footprint, and is computationally efficient, essentially making latent correlation estimation almost as fast as rank-based correlation estimation. The estimation is based on latent copula Gaussian models. For continuous/binary types, see Fan, J., Liu, H., Ning, Y., and Zou, H. (2017). For ternary type, see Quan X., Booth J.G. and Wells M.T. (2018) doi:10.48550/arXiv.1809.06255. For truncated type or zero-inflated type, see Yoon G., Carroll R.J. and Gaynanova I. (2020) doi:10.1093/biomet/asaa007. For approximation method of computation, see Yoon G., Müller C.L. and Gaynanova I. (2021) doi:10.1080/10618600.2021.1882468. The latter method uses multi-linear interpolation originally implemented in the R package https://cran.r-project.org/package=chebpol.
Install
Health
NOTERd contentsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Rd files without \usage: ‘interpolant.Rd’ \arguments should not be documented without \usage.
- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 1 NOTE2026-07-11
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-04-10
- ERROR13 OK, 1 ERROR2026-04-09
Show 1 earlier changeHide 1 earlier change
- OK14 OK2026-03-10
Documentation
- Help pages
- 9 (1 internal)
- Examples that run
- 80%4 run in a plain check · 1 never run
- Exported functions with examples
- 71%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 22%
Downloads
Dependencies
Installing latentcor adds 115 packages (55 with compiled code, 96 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
People & History
Previously maintained by Mingze Huang (1.0.0 to 2.0.1).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 2.0.2Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 2.0.1
- 2.0.0
- unarchivedReturned to CRAN2022-06-07
- 1.2.12022-06-07 · diff ↗
- archivedRemoved from CRAN2022-05-07requires archived package 'chebpol'
- RR 4.2.0 released · 2022-04-22
- 1.2.02021-10-31 · diff ↗
- 1.1.0
- 1.0.02021-08-26
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2021-08-26
- Total releases
- 7 / 5 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.0.0
- Download size
- 2.9 MB
Cite
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Run in R for the authors' preferred citation:
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