R/bicov.R

bicov <-
function(x,y){
#
# compute biweight midcovariance of x and y
#
mx<-median(x)
my<-median(y)
ux<-abs((x-mx)/(9*qnorm(.75)*mad(x)))
uy<-abs((y-my)/(9*qnorm(.75)*mad(y)))
aval<-ifelse(ux<=1,1,0)
bval<-ifelse(uy<=1,1,0)
top<-sum(aval*(x-mx)*(1-ux^2)^2*bval*(y-my)*(1-uy^2)^2)
top<-length(x)*top
botx<-sum(aval*(1-ux^2)*(1-5*ux^2))
boty<-sum(bval*(1-uy^2)*(1-5*uy^2))
bi<-top/(botx*boty)
bi
}
musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.