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| cor.shrink | Shrinkage Estimates of Covariance and Correlation |
| cor2pcor | Compute Partial Correlation from Correlation Matrix - and Vice Versa |
| cov.shrink | Shrinkage Estimates of Covariance and Correlation |
| cov2pcov | Compute Partial Correlation from Correlation Matrix - and Vice Versa |
| fast.svd | Fast Singular Value Decomposition |
| invcor.shrink | Fast Computation of the Inverse of the Covariance and Correlation Matrix |
| invcov.shrink | Fast Computation of the Inverse of the Covariance and Correlation Matrix |
| is.positive.definite | Positive Definiteness of a Matrix, Rank and Condition Number |
| make.positive.definite | Positive Definiteness of a Matrix, Rank and Condition Number |
| pcor.shrink | Shrinkage Estimates of Partial Correlation and Partial Covariance |
| pcor2cor | Compute Partial Correlation from Correlation Matrix - and Vice Versa |
| pcov.shrink | Shrinkage Estimates of Partial Correlation and Partial Covariance |
| pcov2cov | Compute Partial Correlation from Correlation Matrix - and Vice Versa |
| pseudoinverse | Pseudoinverse of a Matrix |
| rank.condition | Positive Definiteness of a Matrix, Rank and Condition Number |
| rebuild.cov | Rebuild Covariance Matrix from Correlation Matrix |
| sm.indexes | Some Tools for Symmetric Matrices |
| sm2vec | Some Tools for Symmetric Matrices |
| var.shrink | Shrinkage Estimates of Covariance and Correlation |
| vec2sm | Some Tools for Symmetric Matrices |
| weighted.moments | Weighted Expectations and Variance |
| weighted.scale | Weighted Expectations and Variance |
| weighted.var | Weighted Expectations and Variance |