corGK: Robust Correlation Estimation Based on the Gnanadesikan...

In robts: Robust Time Series Analysis

Description

Robustly estimates the correlation of two samples based on an Gnanadesikan Kettenring (GK) estimator.

This function is intended for internal usage only and is called by the function acfrob.GK.

Usage

corGK(x, y, scalefn = Qn, ...)

Arguments

x, y	numeric vectors of the same length with the two samples.
scalefn	function which calculates a scale estimator. Its first argument must be a vector of the data. One could for example use one of the functions Qn (the default), Sn, scaleTau2 (all from the package robustbase), mad or (not robust) sd.
...	further arguments passed to the function scalefn.

Details

The definition of this functions can be accessed by typing corGK.

Value

Numeric value with the estimated correlation.

Author(s)

Alexander Dürre, Tobias Liboschik and Jonathan Rathjens

robts documentation built on May 2, 2019, 4:55 p.m.