RSC: Robust and Sparse Correlation Matrix
Performs robust and sparse correlation matrix estimation. Robustness is achieved based on a simple robust pairwise correlation estimator, while sparsity is obtained based on thresholding. The optimal thresholding is tuned via cross-validation. See Serra, Coretto, Fratello and Tagliaferri (2018) <doi:10.1093/bioinformatics/btx642>.
| Version: | 2.0.5 |
| Imports: | stats, graphics,Matrix, methods, parallel,foreach,doParallel, utils |
| Published: | 2025-09-09 |
| DOI: | 10.32614/CRAN.package.RSC |
| Author: | Luca Coraggio [cre, aut], Pietro Coretto [aut], Angela Serra [aut], Roberto Tagliaferri [ctb] |
| Maintainer: | Luca Coraggio <luca.coraggio at unina.it> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | RSC citation info |
| Materials: | NEWS |
| CRAN checks: | RSC results |
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=RSCto link to this page.