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+#' Stability Score
+#'
+#' Computing entry wise stability score for selection
+#'
+#' @param X The data matrix to operate on
+#' @param K Number of k-folds (default 25)
+#' @param subsample_fraction Hold out fraction (default 0.7)
+#'
+#' @return Score array
+#' @export
+stability_score <- function(X, K = 25, subsample_fraction = 0.7){
+ n <- nrow(X)
+ p <- ncol(X)
+ rho <- vector('list', K)
+ for(r in seq_len(K)){
+ idx <- sample(n, size = floor(subsample_fraction * n))
+ rho[[r]] <- cor(X[idx, ])
+ }
+ R <- simplify2array(rho)
+ theta <- acos(pmax(pmin(R, 1), -1))
+ delta <- theta - pi/2
+ delta_sd <- apply(delta, c(1, 2), sd)
+ delta_sd <- pmax(delta_sd, quantile(delta_sd[upper.tri(delta_sd)], 0.05))
+ score <- 1 / delta_sd
+ score / median(score[upper.tri(score)])
+}