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RSC  

Robust and Sparse Correlation Matrix
View on CRAN: Click here


Download and install RSC package within the R console
Install from CRAN:
install.packages("RSC")

Install from Github:
library("remotes")
install_github("cran/RSC")

Install by package version:
library("remotes")
install_version("RSC", "2.0.4")



Attach the package and use:
library("RSC")
Maintained by
Luca Coraggio
[Scholar Profile | Author Map]
First Published: 2020-07-04
Latest Update: 2023-04-17
Description:
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) .
How to cite:
Luca Coraggio (2020). RSC: Robust and Sparse Correlation Matrix. R package version 2.0.4, https://cran.r-project.org/web/packages/RSC. Accessed 07 Apr. 2025.
Previous versions and publish date:
1.0 (2020-07-04 12:50), 1.2 (2020-07-24 16:00), 2.0.1 (2021-10-21 15:10), 2.0.2 (2022-06-20 19:10), 2.0 (2021-10-17 22:00)
Other packages that cited RSC R package
View RSC citation profile
Other R packages that RSC depends, imports, suggests or enhances
Complete documentation for RSC
Functions, R codes and Examples using the RSC R package
Some associated functions: plot.cv_rsc . rmad . rsc . rsc_cv . 
Some associated R codes: check_inputs.R . cv_loss.R . plot_print_methods.R . rmad.R . rsc.R . rsc_cv.R . zzz.R .  Full RSC package functions and examples
Downloads during the last 30 days
03/0803/1003/1103/1203/1303/1403/1503/1603/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/3003/3104/0104/0204/0404/05Downloads for RSC246810121416TrendBars

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