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sscor (version 0.2.1)

Robust Correlation Estimation and Testing Based on Spatial Signs

Description

Provides the spatial sign correlation and the two-stage spatial sign correlation as well as a one-sample test for the correlation coefficient.

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Version

Install

install.packages('sscor')

Monthly Downloads

130

Version

0.2.1

License

GPL-2 | GPL-3

Maintainer

Alexander Duerre

Last Published

April 29th, 2025

Functions in sscor (0.2.1)

sscor.test

Correlation test based on spatial signs
evShape2evSSCM

Calculation of the eigenvalues of the Spatial Sign Covariance Matrix
SSCM2Shape

Calculation of the shape matrix
sscor-package

Correlation estimation by spatial signs
sscor

Spatial sign correlation
evSSCM2evShape

Calculation of the eigenvalues of the shape matrix
Shape2SSCM

Calculation of the Spatial Sign Covariance Matrix