biweight_midcorrelation: Biweight Midcorrelation

View source: R/biweight_midcorrelation.R

biweight_midcorrelationR Documentation

Biweight Midcorrelation

Description

This function computes the biweight midcorrelation between two numeric vectors. The biweight midcorrelation is a robust measure of correlation that is less sensitive to outliers than the traditional Pearson's correlation coefficient.

Usage

biweight_midcorrelation(x, y)

Arguments

x

A numeric vector.

y

A numeric vector of the same length as x.

Details

The biweight midcorrelation is calculated using the biweight midvariances and biweight midcovariance, as described by Wilcox (1994).

Value

The biweight midcorrelation between x and y.

Author(s)

Christian L. Goueguel

References

  • Wilcox, R. R. (1994). The Biweight Midcorrelation: A Robust Correlation Technique for Two Samples. Journal of Statistical Computation and Simulation, 48(2):103-110.

Examples

set.seed(11230)
x <- rnorm(100)
y <- 2 * x + rnorm(100)
biweight_midcorrelation(x, y)


ChristianGoueguel/specProc documentation built on Nov. 9, 2024, 3:23 p.m.