Robust pairwise correlations based on estimates of scale,
particularly on "FastQn" one-step M-estimate.
View on CRAN
FastQn: Robust, Efficient and Fast Scale Estimate
psdcor: Positive Semidefinite Correlation Matrix Correction
robacf: Robust Autocovariance and Autocorrelation Function Estimation
robar: Robust Fit Autoregressive Models to Time Series
robcor: Robust Pairwise Correlations.
Questions? Problems? Suggestions? Tweet to @rdrrHQian@mutexlabs.com.
Please suggest features or report bugs with the GitHub issue tracker.
All documentation is copyright its authors; we didn't write any of that.