UBod/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.
Getting started
Browse package contents
Package details |
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| Author | Martin Krone [aut], Ulrich Bodenhofer [aut,cre] |
| Maintainer | Ulrich Bodenhofer <ulrich@bodenhofer.com> |
| License | GPL (>=2) |
| Version | 1.1.8 |
| URL | https://github.com/UBod/rococo |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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