Nothing
r.pb<-function(X,Y,beta=0.2){
n<-nrow(as.matrix(X))
prc<-function(V){
W.i<-abs(V-median(V))
W.pi<-sort(W.i)
m<-floor((1-beta)*n)
w.hat<-W.pi[m]
i<-(V-median(V))/w.hat
i.1<-length(i[i<(-1)])
i.2<-length(i[i>1])
S.i<-ifelse(i>1|i<(-1),0,V)
theta.hat<-(w.hat*(i.2-i.1)+sum(S.i))/(n-i.1-i.2)
U.i<-(V-theta.hat)/w.hat
U.i
}
U<-prc(X)
V<-prc(Y)
A<-sapply(U,function(x){max(-1,min(1,x))})
B<-sapply(V,function(x){max(-1,min(1,x))})
R<-sum(A*B)/sqrt(sum(A^2)*sum(B^2))
TS<-R*sqrt((n-2)/(1-R^2))
P<-pt(abs(TS),df=n-2,lower.tail=FALSE)*2
res<-data.frame(r.bp=R,TS=TS,P=P)
names(res)<-c("r.bp","t*","P(T>t*)")
res
}
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