RSC

Robust and Sparse Correlation Matrix

CRAN Package

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.


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  • Imports3 packages