groc (version 1.0.9)

corrob: Robust correlation measure

Description

Compute robust estimates of the correlation between two variables using the Orthogonalized Gnanadesikan-Kettenring pairwise estimator.

Usage

corrob(t, u)

Value

Value of the robust correlation.

Arguments

t

a numeric vector containing the data for the fisrt variable.

u

a numeric vector containing the data for the second variable.

Author

Martin Bilodeau () and Pierre Lafaye de Micheaux ()

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

See Also

covrob, dcov

Examples

data(stackloss)
corrob(stackloss$Air.Flow,stackloss$Water.Temp)