Robust Correlation Estimation and Testing Based on Spatial Signs

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 |

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