sscor-package: Correlation estimation by spatial signs

Description Details Author(s) References

Description

R functions for correlation estimation based on spatial signs. Including spatial sign correlation and two stage spatial sign correlation.

Details

Package: sscor
Type: Package
Version: 0.1
Date: 2015-4-22
License: GPL-2 | GPL-3

Author(s)

Alexander Dürre, Daniel Vogel

Maintainer: Alexander Dürre <[email protected]>

References

Dürre, A., Vogel, D., Fried, R. (2015): Spatial sign correlation, Journal of Multivariate Analyis, vol. 135, 89–105. arvix 1403.7635

Dürre, A., Vogel, D. (2016): Asymptotics of the two-stage spatial sign correlation, Journal of Multivariate Analyis, vol. 144, 54–67. arxiv 1506.02578

Dürre, A., Tyler, D. E., Vogel, D. (2016): On the eigenvalues of the spatial sign covariance matrix in more than two dimensions, to appear in: Statistics and Probability Letters. arvix 1512.02863


sscor documentation built on May 2, 2019, 2:07 a.m.