rococo: Robust Rank Correlation Coefficient and Test

Provides the robust gamma rank correlation coefficient as introduced by Bodenhofer, Krone, and Klawonn (2013) <DOI:10.1016/j.ins.2012.11.026> along with a permutation-based rank correlation test. The rank correlation coefficient and the test are explicitly designed for dealing with noisy numerical data.

Package details

AuthorMartin Krone, Ulrich Bodenhofer
MaintainerUlrich Bodenhofer <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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rococo documentation built on Oct. 12, 2018, 5:03 p.m.