math/R-cran-corpcor: New port: Efficient estimation of covariance and partial correlation Implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. The approach is both computationally as well as statistically very efficient, it is applicable to "small n, large p" data, and always returns a positive definite and well-conditioned covariance matrix. In addition to inferring the covariance matrix the package also provides shrinkage estimators for partial correlations and partial variances. The inverse of the covariance and correlation matrix can be efficiently computed, as well as any arbitrary power of the shrinkage correlation matrix. Furthermore, functions are available for fast singular value decomposition, for computing the pseudoinverse, and for checking the rank and positive definiteness of a matrix. PR: 296812 Approved by: jrm (mentor) Differential Revision: https://reviews.freebsd.org/D612590638970079
Port details
math/R-cran-corpcor 1.6.10
Efficient estimation of covariance and partial correlation
Port info
- Maintainer
- longros@FreeBSD.org
- Packages
- latest: 1.6.10
- Upstream
- up to date
- Last update
- to 1.6.10 · 0638970079
- Quarterly
- not in the 2026Q4 packages
- WWW
- https://strimmerlab.github.io/software/corpcor/
- CPE
- not set in the port, and none could be determined, and that does not mean none exists
- Links
- cgit · VuXML · Report wrong data
UPDATING
No entry in UPDATING affects this port.
Entries come from UPDATING in the ports tree. They are matched to a port through the AFFECTS line, which is free text, so an entry that names no port (“users of python”) or a port that no longer exists is not shown anywhere.
Install
- Package
# pkg install R-cran-corpcorinstalls 1.6.10 fromlatest- Port
# cd /usr/ports/math/R-cran-corpcor && make install clean- Size
- 114 KiB download · 125 KiB installed
- License
- GPLv3+
Packages by version and architecture
latest
| FreeBSD version | amd64 | aarch64 | i386 |
|---|---|---|---|
| FreeBSD 16 | ✗ | ✗ | – |
| FreeBSD 15 | ✗ | ✗ | – |
| FreeBSD 14 | ✗ | ✗ | 1.6.10 |
quarterly (2026Q4)
| FreeBSD version | amd64 | aarch64 | i386 |
|---|---|---|---|
| FreeBSD 15 | ✗ | ✗ | – |
| FreeBSD 14 | ✗ | ✗ | ✗ |
version as in the ports tree (latest) or the most common one (quarterly) · different version · ✗ not built · – no packages for this platform. Package sets that have not been rebuilt for 60 days are left out.
Dependencies
Depends on 1
- math/R 4.6.2
Run and library dependencies of the package on latest. Build dependencies are not in the package index.
Required by 0
No package on latest depends on it.
Packages on latest that depend on it directly.
Unaddressed and VuXML only (0)
No unaddressed CVE and nothing reported by
pkg audit for the packaged version 1.6.10.Fixed (0)
No VuXML entries for this package.
Problem reports (1) · open in Bugzilla, most recently changed first
| PR | Summary | Status | Changed |
|---|---|---|---|
| 296812 | [NEW PORT] math/R-cran-corpcor: Efficient estimation of covariance and partial correlation | New | 2026-11-11 |