matrixCorr: Collection of Correlation, Agreement, and Reliability 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, Chatterjee's rank correlation), distance correlation, partial correlation with regularised estimators, shrinkage correlation for p >= n settings, robust correlations including biweight mid-correlation, percentage-bend, Winsorized, and skipped correlation, latent-variable methods for binary and ordinal data, pairwise and overall intraclass correlation for wide data, repeated-measures correlation, and agreement/reliability analyses based on Cohen's kappa, weighted kappa, multi-rater kappa, Gwet's AC1/AC2, Krippendorff's alpha, Bland-Altman methods, Lin's concordance correlation coefficient, Poisson GLMM concordance for count data, and repeated-measures intraclass/concordance 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>; Hayes and Krippendorff (2007) <doi:10.1080/19312450709336664>; weighted repeated-measures correlation by Kondo et al. (2025) <doi:10.1002/sim.70046>.

Version: 0.12.2
Depends: R (≥ 4.4.0)
Imports: Rcpp (≥ 1.1.0), ggplot2 (≥ 3.5.2), Matrix (≥ 1.7.2), cli, generics, rlang
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, MASS, mnormt, shiny, shinyWidgets, viridisLite, testthat (≥ 3.0.0)
Enhances: plotly
Published: 2026-05-31
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: GPL (≥ 3)
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_0.12.2.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available
Old sources: matrixCorr archive

Linking:

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