{"added":"2026-11-11T13:07:23+01:00","apiVersion":1,"behindSince":null,"buildDepends":["archivers/brotli","archivers/libdeflate","archivers/liblz4","archivers/lzo2","archivers/zstd","converters/fribidi","converters/libiconv","databases/gdbm","devel/binutils","devel/cmake-core","devel/dbus","devel/dbus-glib","devel/gettext-runtime","devel/glib20","devel/gmake","devel/icu","devel/jsoncpp","devel/libdaemon","devel/libdatrie","devel/libevent","devel/libffi","devel/libthai","devel/libunistring","devel/libuv","devel/pcre2","devel/py-packaging","devel/readline","dns/libidn","dns/libidn2","dns/libpsl","ftp/curl","graphics/cairo","graphics/graphite2","graphics/jbig2dec","graphics/jbigkit","graphics/jpeg-turbo","graphics/lcms2","graphics/lerc","graphics/openjpeg","graphics/png","graphics/poppler-data","graphics/tiff","lang/gcc14","lang/python312","lang/python315","lang/tcl86","math/R","math/gmp","math/mpc","math/mpdecimal","math/mpfr","net/avahi-app","ports-mgmt/pkg","print/cups","print/freetype2","print/ghostscript10","print/harfbuzz","print/indexinfo","print/libpaper","security/libssh2","security/rhash","sysutils/gnome_subr","textproc/expat2","textproc/libxml2","www/libnghttp2","x11-fonts/fontconfig","x11-fonts/libXft","x11-fonts/libfontenc","x11-fonts/mkfontscale","x11-fonts/urw-base35-fonts","x11-toolkits/libXmu","x11-toolkits/libXt","x11-toolkits/pango","x11-toolkits/tk86","x11/libICE","x11/libSM","x11/libX11","x11/libXScrnSaver","x11/libXau","x11/libXdmcp","x11/libXext","x11/libXrender","x11/libxcb","x11/pixman","x11/xorgproto"],"categories":["math"],"comment":"Efficient estimation of covariance and partial correlation","compare":null,"dependentCount":null,"description":"Implements a James-Stein-type shrinkage estimator for the covariance\nmatrix, with separate shrinkage for variances and correlations. The\napproach is both computationally as well as statistically very efficient,\nit is applicable to \"small n, large p\" data, and always returns a positive\ndefinite and well-conditioned covariance matrix. In addition to inferring\nthe covariance matrix the package also provides shrinkage estimators for\npartial correlations and partial variances. The inverse of the covariance\nand correlation matrix can be efficiently computed, as well as any\narbitrary power of the shrinkage correlation matrix. Furthermore,\nfunctions are available for fast singular value decomposition, for\ncomputing the pseudoinverse, and for checking the rank and positive\ndefiniteness of a matrix.","flavors":[],"html":"https://daemonports.org/math/R-cran-corpcor/","kind":"port","lastUpdate":"2026-11-11T13:07:23+01:00","license":["GPLv3+"],"licenses":["GPL-3.0-or-later"],"maintainer":"longros@FreeBSD.org","name":"R-cran-corpcor","newest":false,"newestVersion":null,"noVulnData":false,"origin":"math/R-cran-corpcor","otherSystems":[],"packages":[{"repo":"FreeBSD:14:latest","versions":["-","-","-","-","1.6.10"]},{"repo":"FreeBSD:14:quarterly","versions":["-","-","n/a","-","-"]},{"repo":"FreeBSD:15:latest","versions":["-","1.6.10","n/a","-","-"]},{"repo":"FreeBSD:15:quarterly","versions":["-","-","n/a","n/a","n/a"]},{"repo":"FreeBSD:16:latest","versions":["-","1.6.10","n/a","n/a","n/a"]},{"repo":"FreeBSD:16:quarterly","versions":["n/a","n/a","n/a","n/a","n/a"]}],"pkgName":"R-cran-corpcor-1.6.10","related":null,"repository":"FreeBSD ports","requiredBy":[],"requiredByCount":0,"runDepends":["archivers/brotli","archivers/libdeflate","archivers/liblz4","archivers/lzo2","archivers/zstd","converters/fribidi","converters/libiconv","databases/gdbm","devel/binutils","devel/cmake-core","devel/dbus","devel/dbus-glib","devel/gettext-runtime","devel/glib20","devel/gmake","devel/icu","devel/jsoncpp","devel/libdaemon","devel/libdatrie","devel/libevent","devel/libffi","devel/libthai","devel/libunistring","devel/libuv","devel/pcre2","devel/py-packaging","devel/readline","dns/libidn","dns/libidn2","dns/libpsl","ftp/curl","graphics/cairo","graphics/graphite2","graphics/jbig2dec","graphics/jbigkit","graphics/jpeg-turbo","graphics/lcms2","graphics/lerc","graphics/openjpeg","graphics/png","graphics/poppler-data","graphics/tiff","lang/gcc14","lang/python312","lang/python315","lang/tcl86","math/R","math/gmp","math/mpc","math/mpdecimal","math/mpfr","net/avahi-app","ports-mgmt/pkg","print/cups","print/freetype2","print/ghostscript10","print/harfbuzz","print/indexinfo","print/libpaper","security/libssh2","security/rhash","sysutils/gnome_subr","textproc/expat2","textproc/libxml2","www/libnghttp2","x11-fonts/fontconfig","x11-fonts/libXft","x11-fonts/libfontenc","x11-fonts/mkfontscale","x11-fonts/urw-base35-fonts","x11-toolkits/libXmu","x11-toolkits/libXt","x11-toolkits/pango","x11-toolkits/tk86","x11/libICE","x11/libSM","x11/libX11","x11/libXScrnSaver","x11/libXau","x11/libXdmcp","x11/libXext","x11/libXrender","x11/libxcb","x11/pixman","x11/xorgproto"],"status":null,"system":"freebsd","systemLabel":"FreeBSD","version":"1.6.10","versions":[{"commit":"063897007938f0197bc65b24f445599f0d5e83bf","date":"2026-11-11","version":"1.6.10"}],"vulnerabilities":null,"www":"https://strimmerlab.github.io/software/corpcor/"}