sscor: Robust Correlation Estimation and Testing Based on Spatial Signs

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

Author
Alexander Duerre [aut, cre], Daniel Vogel [aut]
Date of publication
2016-01-28 20:45:58
Maintainer
Alexander Duerre <alexander.duerre@tu-dortmund.de>
License
GPL-2 | GPL-3
Version
0.2

View on CRAN

Man pages

evShape2evSSCM
Calculation of the eigenvalues of the Spatial Sign Covariance...
evSSCM2evShape
Calculation of the eigenvalues of the shape matrix
Shape2SSCM
Calculation of the Spatial Sign Covariance Matrix
SSCM2Shape
Calculation of the shape matrix
sscor
Spatial sign correlation
sscor-package
Correlation estimation by spatial signs
sscor.test
Correlation test based on spatial signs

Files in this package

sscor
sscor/inst
sscor/inst/extdata
sscor/inst/extdata/jacobiquad
sscor/NAMESPACE
sscor/R
sscor/R/Shape2SSCM.R
sscor/R/SSCM2Shape.R
sscor/R/sscor.R
sscor/R/sscor.test.R
sscor/R/transformation.R
sscor/R/eigenvaluefunctions.R
sscor/MD5
sscor/DESCRIPTION
sscor/man
sscor/man/sscor.Rd
sscor/man/Shape2SSCM.Rd
sscor/man/sscor-package.Rd
sscor/man/sscor.test.Rd
sscor/man/SSCM2Shape.Rd
sscor/man/evSSCM2evShape.Rd
sscor/man/evShape2evSSCM.Rd