robcor: Robust Correlations

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Robust pairwise correlations based on estimates of scale, particularly on "FastQn" one-step M-estimate.

Author
Paul Smirnov
Date of publication
2014-01-06 07:19:40
Maintainer
Paul Smirnov <s.paul@mail.ru>
License
GPL (>= 2)
Version
0.1-6

View on CRAN

Man pages

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.

Files in this package

robcor
robcor/NAMESPACE
robcor/R
robcor/R/robar.R
robcor/R/robcor.R
robcor/R/robacf.R
robcor/R/FastQn.R
robcor/R/psdcor.R
robcor/MD5
robcor/DESCRIPTION
robcor/man
robcor/man/FastQn.Rd
robcor/man/robcor.Rd
robcor/man/robacf.Rd
robcor/man/psdcor.Rd
robcor/man/robar.Rd