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matrixCorr: Collection of Correlation and Association Estimators

Compute correlation, association, agreement, and reliability measures for small to high-dimensional datasets through a consistent matrix-oriented interface. Supports classical correlations (Pearson, Spearman, Kendall), distance correlation, partial correlation with regularised estimators, shrinkage correlation for p >= n settings, robust correlations including biweight mid-correlation, percentage-bend, and skipped correlation, latent-variable methods for binary and ordinal data, pairwise and overall intraclass correlation for wide data, repeated-measures correlation, and agreement analyses based on Bland-Altman methods, Lin's concordance correlation coefficient, and repeated-measures intraclass correlation. Implemented with optimized C++ backends using BLAS/OpenMP and memory-aware symmetric updates, and returns standard R objects with print/summary/plot methods plus optional Shiny viewers for matrix inspection. Methods based on Ledoit and Wolf (2004) <doi:10.1016/S0047-259X(03)00096-4>; high-dimensional shrinkage covariance estimation <doi:10.2202/1544-6115.1175>; Lin (1989) <doi:10.2307/2532051>; Wilcox (1994) <doi:10.1007/BF02294395>; Wilcox (2004) <doi:10.1080/0266476032000148821>.

Version: 0.11.1
Imports: Rcpp (≥ 1.1.0), ggplot2 (≥ 3.5.2), Matrix (≥ 1.7.2), cli, rlang
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, MASS, mnormt, shiny, shinyWidgets, viridisLite, testthat (≥ 3.0.0)
Enhances: plotly
Published: 2026-04-18
DOI: 10.32614/CRAN.package.matrixCorr
Author: Thiago de Paula Oliveira ORCID iD [aut, cre]
Maintainer: Thiago de Paula Oliveira <thiago.paula.oliveira at gmail.com>
BugReports: https://github.com/Prof-ThiagoOliveira/matrixCorr/issues
License: MIT + file LICENSE
URL: https://github.com/Prof-ThiagoOliveira/matrixCorr
NeedsCompilation: yes
Materials: README
CRAN checks: matrixCorr results

Documentation:

Reference manual: matrixCorr.html , matrixCorr.pdf
Vignettes: 1. Introduction to matrixCorr (source, R code)
2. Wide Correlation Workflows (source, R code)
3. Robust and High-Dimensional Correlation (source, R code)
4. Latent and Mixed-Scale Correlation (source, R code)
5. Agreement and ICC for Wide Data (source, R code)
6. Repeated-Measures Workflows (source, R code)

Downloads:

Package source: matrixCorr_0.11.1.tar.gz
Windows binaries: r-release: matrixCorr_0.11.1.zip, r-oldrel: matrixCorr_0.11.1.zip
macOS binaries: r-release (arm64): matrixCorr_0.11.1.tgz, r-oldrel (arm64): matrixCorr_0.11.1.tgz, r-release (x86_64): matrixCorr_0.11.1.tgz, r-oldrel (x86_64): matrixCorr_0.11.1.tgz
Old sources: matrixCorr archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=matrixCorr to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.