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+\name{rsc}
+
+\alias{rsc}
+
+\title{Robust and Sparse Correlation Matrix Estimator}
+
+\description{
+ Compute the Robust and Sparse Correlation Matrix (RSC) estimator
+ proposed in Serra et al. (2018).
+}
+
+
+\usage{
+ rsc(cv, threshold = "minimum")
+}
+
+
+\arguments{
+ \item{cv}{
+ An S3 object of class \code{"rsc_cv"} (see \code{\link{rsc_cv}}).
+ }
+ \item{threshold}{
+ Threshold parameter to compute the RSC estimate. This
+ is a numeric value taken onto the interval (0,1), or it is
+ equal to \code{"minimum"} or \code{"minimum1se"} for selecting the
+ optimal threshold according to the selection performed in
+ \code{\link{rsc_cv}}.
+ }
+}
+
+
+\details{
+ The setting \code{threshold = "minimum"} or \code{threshold =
+ "minimum1se"} applies thresholding according to the criteria
+ discussed in the \emph{Details} section in \code{\link{rsc_cv}}.
+ When \code{cv} is obtained using \code{\link{rsc_cv}} with
+ \code{cv.type = "random"}, the default settings for \code{\link{rsc}}
+ implements exactly the RSC estimator proposed in Serra et al.,
+ (2018).
+
+ Although \code{threshold = "minimum"} is the default choice, in
+ high-dimensional situations \code{threshold = "minimum1se"} usually
+ provides a more parsimonious representation of the correlation
+ structure. Since the underlying RMAD matrix is passed through the
+ \code{cv} input, any other hand-tuned threshold to the RMAD matrix
+ can be applied without significant additional computational
+ costs. The latter can be done setting \code{threshold} to any value
+ onto the (0,1) interval.
+
+ The software is optimized to handle high-dimensional data sets,
+ therefore, the output RSC matrix is packed into a storage efficient
+ sparse format using the \code{"dsCMatrix"} S4 class from the
+ \code{\link{Matrix}} package. The latter is specifically designed for
+ sparse real symmetric matrices.
+}
+
+
+
+\value{
+ Returns a sparse correlaiton matrix of class \code{"dsCMatrix"}
+ (S4 class object) as defined in the \code{\link{Matrix}} package.
+}
+
+
+
+
+\section{References}{
+ Serra, A., Coretto, P., Fratello, M., and Tagliaferri, R. (2018).
+ Robust and sparsecorrelation matrix estimation for the analysis of
+ high-dimensional genomics data. \emph{Bioinformatics}, 34(4),
+ 625-634. doi:10.1093/bioinformatics/btx642
+}
+
+
+
+\seealso{
+ \code{\link{rsc_cv}}
+}
+
+
+
+
+
+
+
+\examples{
+\donttest{
+## simulate a random sample from a multivariate Cauchy distribution
+## note: example in high-dimension are obtained increasing p
+set.seed(1)
+n <- 100 # sample size
+p <- 10 # dimension
+dat <- matrix(rt(n*p, df = 1), nrow = n, ncol = p)
+colnames(dat) <- paste0("Var", 1:p)
+
+
+## perform 10-fold cross-validation repeated R=10 times
+## note: for multi-core machines experiment with 'ncores'
+set.seed(2)
+a <- rsc_cv(x = dat, R = 10, K = 10)
+a
+
+## obtain the RSC matrix with "minimum" flagged solution
+b <- rsc(cv = a, threshold = "minimum")
+b
+
+## obtain the RSC matrix with "minimum1se" flagged solution
+d <- rsc(cv = a, threshold = "minimum1se")
+d
+
+## since the object 'a' stores the RMAD underlying estimator, we can
+## apply thresholding at any level without re-estimating the RMAD
+## matrix
+e <- rsc(cv = a, threshold = 0.5)
+e
+}
+}
+