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matrixCorr

Collection of Correlation and Association Estimators

v0.10.0 · Apr 3, 2026 · MIT + file LICENSE

Description

Compute correlation, association, and agreement measures for small to high-dimensional datasets through a consistent matrix-oriented interface. Supports classical correlations (Pearson, Spearman, Kendall), distance correlation, partial correlation with regularised estimators, shrinkage correlation for p >= n settings, robust correlations including biweight mid-correlation, percentage-bend, and skipped correlation, latent-variable methods for binary and ordinal data, repeated-measures correlation, and agreement analyses based on Bland-Altman methods and Lin's concordance correlation coefficient, including repeated-measures extensions. Implemented with optimized C++ backends using BLAS/OpenMP and memory-aware symmetric updates, and returns standard R objects with print/summary/plot methods plus optional Shiny viewers for matrix inspection. Methods based on Ledoit and Wolf (2004) <doi:10.1016/S0047-259X(03)00096-4>; high-dimensional shrinkage covariance estimation <doi:10.2202/1544-6115.1175>; Lin (1989) <doi:10.2307/2532051>; Wilcox (1994) <doi:10.1007/BF02294395>; Wilcox (2004) <doi:10.1080/0266476032000148821>.

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CRAN Check Status

4 NOTE
10 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (4 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

compiled code

File ‘matrixCorr/libs/matrixCorr.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 11.2Mb
  sub-directories of 1Mb or more:
    libs  10.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 12.2Mb
  sub-directories of 1Mb or more:
    libs  11.7Mb
NOTE r-patched-linux-x86_64

compiled code

File ‘matrixCorr/libs/matrixCorr.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.

Check History

NOTE 7 OK · 7 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 2, 2026
NOTE r-devel-linux-x86_64-debian-clang

compiled code

File ‘matrixCorr/libs/matrixCorr.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-linux-x86_64-debian-gcc

compiled code

File ‘matrixCorr/libs/matrixCorr.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘matrixCorr/libs/matrixCorr.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-windows-x86_64

compiled code

File 'matrixCorr/libs/x64/matrixCorr.dll':
  Found non-API call to R: 'R_UnboundValue'

Compiled code should not call non-API entry points in R.

See 'Writing portable packages' in the 'Writing R Extensions' manual,
and section 'Moving into C API compliance' for issues with the use of
non-API entry points.
NOTE r-patched-linux-x86_64

compiled code

File ‘matrixCorr/libs/matrixCorr.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 11.2Mb
  sub-directories of 1Mb or more:
    libs  10.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 12.2Mb
  sub-directories of 1Mb or more:
    libs  11.7Mb
ERROR 8 OK · 5 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 1, 2026
NOTE r-devel-linux-x86_64-debian-clang

compiled code

File ‘matrixCorr/libs/matrixCorr.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
ERROR r-devel-linux-x86_64-debian-gcc

compiled code

File ‘matrixCorr/libs/matrixCorr.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘matrixCorr/libs/matrixCorr.so’:
  Found non-API call to R: ‘R_UnboundValue’

Compiled code should not call non-API entry points in R.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual,
and section ‘Moving into C API compliance’ for issues with the use of
non-API entry points.
NOTE r-devel-windows-x86_64

compiled code

File 'matrixCorr/libs/x64/matrixCorr.dll':
  Found non-API call to R: 'R_UnboundValue'

Compiled code should not call non-API entry points in R.

See 'Writing portable packages' in the 'Writing R Extensions' manual,
and section 'Moving into C API compliance' for issues with the use of
non-API entry points.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 11.2Mb
  sub-directories of 1Mb or more:
    libs  10.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 12.2Mb
  sub-directories of 1Mb or more:
    libs  11.7Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 26, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 11.2Mb
  sub-directories of 1Mb or more:
    libs  10.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 12.2Mb
  sub-directories of 1Mb or more:
    libs  11.7Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 20, 2026
ERROR r-devel-windows-x86_64

tests

Running 'testthat.R' [14s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
  > library(testthat)
  > library(matrixCorr)
  > 
  > test_check("matrixCorr")
  Saving _problems/test_biweight_mid_corr-158.R
  [ FAIL 1 | WARN 0 | SKIP 5 |
...[truncated]...
000 -0.026803296 -0.0530535353 -0.0505096147  0.021450492          NaN  0.0300665451  0.0796128869  0.002154069 -0.024504844  0.031736932
  and 10 more ...
  
  
  [ FAIL 1 | WARN 0 | SKIP 5 | PASS 416 ]
  Error:
  ! Test failures.
  Execution halted
NOTE r-oldrel-macos-arm64

installed package size

installed size is 11.2Mb
  sub-directories of 1Mb or more:
    libs  10.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 12.2Mb
  sub-directories of 1Mb or more:
    libs  11.7Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 11.2Mb
  sub-directories of 1Mb or more:
    libs  10.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 12.3Mb
  sub-directories of 1Mb or more:
    libs  11.7Mb

Dependency Network

Dependencies Reverse dependencies Rcpp ggplot2 Matrix cli rlang matrixCorr

Version History

updated 0.10.0 ← 0.8.5 diff Apr 3, 2026
updated 0.8.5 ← 0.8.4 diff Mar 20, 2026
new 0.8.4 Mar 10, 2026
updated 0.8.4 ← 0.8.3 diff Mar 2, 2026
updated 0.8.3 ← 0.7.2 diff Dec 21, 2025
updated 0.7.2 ← 0.6.2 diff Dec 2, 2025
updated 0.6.2 ← 0.5.1 diff Nov 14, 2025
updated 0.5.1 ← 0.3.1 diff Sep 21, 2025
new 0.3.1 Aug 25, 2025