graphpcor
Models for Correlation Matrices Based on Graphs
Description
Implement some models for correlation/covariance matrices including two approaches to model correlation matrices from a graphical structure. One use latent parent variables as proposed in Sterrantino et. al. (2024) <doi:10.1007/s10260-025-00788-y>. The other uses a graph to specify conditional relations between the variables. The graphical structure makes correlation matrices interpretable and avoids the quadratic increase of parameters as a function of the dimension. In the first approach a natural sequence of simpler models along with a complexity penalization is used. The second penalizes deviations from a base model. These can be used as prior for model parameters, considering C code through the 'cgeneric' interface for the 'INLA' package (<https://www.r-inla.org>). This allows one to use these models as building blocks combined and to other latent Gaussian models in order to build complex data models.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | ERROR |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
package dependencies
Package suggested but not available for checking: ‘INLA’
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ERROR 6 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 23, 2026
package dependencies
Package suggested but not available for checking: ‘INLA’