The project summary page you can find here.
This project is developped under the CeCILL license (open-source).
You can download last stable version on the CRAN
Or install the devel version on R-forge or directly in R: install.packages("CorReg", repos="http://R-Forge.R-project.org")
To know more about the underlying mathematical method : read the preprint
Or the associated Phd Thesis