Package: RSC Type: Package Title: Robust and Sparse Correlation Matrix 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) . Authors@R: c(person("Luca", "Coraggio", role = c("cre", "aut"), email = "luca.coraggio@unina.it"), person("Pietro", "Coretto", role = c("aut"), email = "pcoretto@unisa.it"), person("Angela", "Serra", role = c("aut"), email = "angela.serra@tuni.fi"), person("Roberto", "Tagliaferri", role = c("ctb"), email = "robtag@unisa.it")) Author: Luca Coraggio [cre, aut], Pietro Coretto [aut], Angela Serra [aut], Roberto Tagliaferri [ctb] Maintainer: Luca Coraggio NeedsCompilation: yes Imports: stats, graphics, Matrix, methods, parallel, foreach, doParallel, utils License: GPL (>= 2) Version: 2.0 Date: 2021-10-14 Packaged: 2021-10-14 14:44:39 UTC; luco Repository: CRAN Date/Publication: 2021-10-17 20:00:08 UTC