Compute robust estimates of the correlation between two variables using the Orthogonalized Gnanadesikan-Kettenring pairwise estimator.
Usage
corrob(t, u)
Arguments
t
a numeric vector containing the data for the fisrt variable.
u
a numeric vector containing the data for the second variable.
Value
Value of the robust correlation.
Details
This function uses the covRob function from the robust package.
References
Jiahui Wang, Ruben Zamar, Alfio Marazzi, Victor Yohai, Matias
Salibian-Barrera, Ricardo Maronna, Eric Zivot, David Rocke, Doug
Martin, Martin Maechler and Kjell Konis. (2013). robust: Robust
Library. R package version 0.4-11.
https://CRAN.R-project.org/package=robust