PairedData (version 0.5)

wincor: Winsorized correlation

Description

Compute the Winsorized correlation for paired data x and y. tr is the amount of Winsorization which defaults to .2. (from Wilcox, 2005)

Usage

wincor(x,y,tr=.2)

Arguments

x

First sample

y

Second sample

tr

Percentage of trimming

Value

• The winsorized correlation

References

Wilcox, R.R. (2005). Introduction to robust estimation and hypothesis testing. Academic Press.

See Also

cor

Examples

z<-rnorm(20)
x<-rnorm(20)+z
y<-rnorm(20)+z
wincor(x,y)