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:

Reference manual: RSC.pdf

Downloads:

Package source: RSC_2.0.2.tar.gz
Windows binaries: r-devel: RSC_2.0.2.zip, r-release: RSC_2.0.2.zip, r-oldrel: RSC_2.0.2.zip
macOS binaries: r-release (arm64): RSC_2.0.2.tgz, r-oldrel (arm64): RSC_2.0.2.tgz, r-release (x86_64): RSC_2.0.2.tgz, r-oldrel (x86_64): RSC_2.0.2.tgz
Old sources: RSC archive

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