| covSpearmanU {robustcov} | R Documentation |
SpearmanU estimator for *covariance*
Description
This routine calculates the SpearmanU, the pairwise covariance matrix estimator proposed in Oellererand Croux
Usage
covSpearmanU(data)
Arguments
data |
the n by p raw data matrix |
Value
a matrix with dimension p by p of spearmanU correlation
Examples
covSpearmanU(matrix(rnorm(500),100,5))
[Package robustcov version 0.1 Index]