Package: latentcor 2.0.1

latentcor: Fast Computation of Latent Correlations for Mixed Data

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) <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>.

Authors:Mingze Huang [aut, cre], Grace Yoon [aut], Christian M&uuml;ller [aut], Irina Gaynanova [aut]

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Bug tracker:https://github.com/mingzehuang/latentcor/issues

On CRAN:

data-analysisdata-miningdata-processingdata-sciencedata-structuresmachine-learningmixed-typesstatistics

7 exports 16 stars 2.09 score 126 dependencies 1 dependents 46 scripts 866 downloads

Last updated 2 years agofrom:4e47d04a6f. Checks:OK: 4 NOTE: 5. Indexed: yes.

Exports:evaluationgen_dataget_typesinterpolationipollatentcorr_ml_wrapper

Dependencies:abindaskpassassertthatbase64encbslibcacachemcallrcliclustercodetoolscolorspacecpp11crosstalkcubaturecurldata.tabledendextenddigestdoFuturedoRNGdplyreggevaluatefansifarverfastmapfBasicsfMultivarfontawesomeforeachfsfuturefuture.applygclusgenericsgeometryggplot2globalsgluegridExtragssgtableheatmaplyhighrhtmltoolshtmlwidgetshttrisobanditeratorsjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelinproglistenvlpSolvemagicmagrittrMASSMatrixMatrixModelsmemoisemgcvmicrobenchmarkmimemnormtmunsellmvtnormnlmenumDerivopensslparallellypcaPPpermutepillarpkgconfigplotlyplyrprocessxpromisespspurrrqapquantregR6rappdirsRColorBrewerRcppRcppProgressregistryreshape2rlangrmarkdownrngtoolssassscalesseriationsnSparseMspatialstablediststringistringrsurvivalsystibbletidyrtidyselecttimeDatetimeSeriestinytexTSPutf8vctrsveganviridisviridisLitewebshotwithrxfunyaml