matrixCorr: Collection of Correlation and Association Estimators
Compute correlation and other association matrices from
small to very large datasets with simple, 'cor()'-like functions and sensible
defaults. Includes options for shrinkage and robustness to improve results
in noisy or high-dimensional settings (p >= n), plus convenient print/plot
methods for inspection. Implemented with optimised 'C++' backends using
'BLAS'/'OpenMP' and memory-aware symmetric updates. Works with base matrices
and data frames, returning standard 'R' objects via a consistent S3 interface.
Useful across genomics, agriculture, and machine-learning workflows.
Methods based on Ledoit and Wolf (2004) <doi:10.1016/S0047-259X(03)00096-4>;
Schäfer and Strimmer (2005) <doi:10.2202/1544-6115.1175>;
Lin (1989) <doi:10.2307/2532051>.
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