Robust Correlation Estimation and Testing Based on Spatial Signs
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Documentation for package ‘sscor’ version 0.2
Help Pages
| sscor-package | Correlation estimation by spatial signs |
| evShape2evSSCM | Calculation of the eigenvalues of the Spatial Sign Covariance Matrix |
| evSSCM2evShape | Calculation of the eigenvalues of the shape matrix |
| Shape2SSCM | Calculation of the Spatial Sign Covariance Matrix |
| SSCM2Shape | Calculation of the shape matrix |
| sscor | Spatial sign correlation |
| sscor.test | Correlation test based on spatial signs |