rpc: Ridge Partial Correlation

Computes the ridge partial correlation coefficients in a high or ultra-high dimensional linear regression problem. An extended Bayesian information criterion is also implemented for variable selection. Users provide the matrix of covariates as a usual dense matrix or a sparse matrix stored in a compressed sparse column format. Detail of the method is given in the manual.

Version: 2.0.3
Imports: Rcpp (≥ 1.0.11), Matrix
LinkingTo: Rcpp
Suggests: MatrixExtra
Published: 2025-03-22
DOI: 10.32614/CRAN.package.rpc
Author: Somak Dutta [aut, cre, cph], An Nguyen [aut, ctb], Run Wang [ctb], Vivekananda Roy [ctb]
Maintainer: Somak Dutta <somakd at iastate.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: rpc results

Documentation:

Reference manual: rpc.pdf

Downloads:

Package source: rpc_2.0.3.tar.gz
Windows binaries: r-devel: rpc_2.0.3.zip, r-release: rpc_2.0.3.zip, r-oldrel: rpc_2.0.3.zip
macOS binaries: r-devel (arm64): rpc_2.0.3.tgz, r-release (arm64): rpc_2.0.3.tgz, r-oldrel (arm64): rpc_2.0.3.tgz, r-devel (x86_64): rpc_2.0.3.tgz, r-release (x86_64): rpc_2.0.3.tgz, r-oldrel (x86_64): rpc_2.0.3.tgz

Linking:

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