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: |
2.0.2 |
Imports: |
stats, graphics, Matrix, methods, parallel, foreach, doParallel, utils |
Published: |
2022-06-20 |
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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