corrob {groc}

Robust correlation measure

Description

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.

Details

This function uses the covRob function from the robust package.

Value

Value of the robust correlation.

Author(s)

Martin Bilodeau ([e-mail]) and Pierre Lafaye de Micheaux ([e-mail])

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)