RSC (Q93490)
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Robust and Sparse Correlation Matrix
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | RSC |
Robust and Sparse Correlation Matrix |
Statements
expanded from: GPL (≥ 2) (English)
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9 September 2025
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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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