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robcor (version 0.1-6)

Robust Correlations

Description

Robust pairwise correlations based on estimates of scale, particularly on "FastQn" one-step M-estimate.

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Version

Install

install.packages('robcor')

Monthly Downloads

377

Version

0.1-6

License

GPL (>= 2)

Maintainer

Paul Smirnov

Last Published

January 6th, 2014

Functions in robcor (0.1-6)

robacf

Robust Autocovariance and Autocorrelation Function Estimation
FastQn

Robust, Efficient and Fast Scale Estimate
robcor

Robust Pairwise Correlations.
psdcor

Positive Semidefinite Correlation Matrix Correction
robar

Robust Fit Autoregressive Models to Time Series