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: |
2.0.4 |
| Imports: |
stats, graphics, Matrix, methods, parallel, foreach, doParallel, utils |
| Published: |
2023-04-17 |
| 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:
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