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sscor (version 0.2)

Robust Correlation Estimation and Testing Based on Spatial Signs

Description

Provides the spatial sign correlation and the two-stage spatial sign correlation as well as a one-sample test for the correlation coefficient.

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Version

Install

install.packages('sscor')

Monthly Downloads

107

Version

0.2

License

GPL-2 | GPL-3

Maintainer

Alexander Duerre

Last Published

January 28th, 2016

Functions in sscor (0.2)

sscor

Spatial sign correlation
evShape2evSSCM

Calculation of the eigenvalues of the Spatial Sign Covariance Matrix
sscor-package

Correlation estimation by spatial signs
SSCM2Shape

Calculation of the shape matrix
evSSCM2evShape

Calculation of the eigenvalues of the shape matrix
sscor.test

Correlation test based on spatial signs
Shape2SSCM

Calculation of the Spatial Sign Covariance Matrix