R-package sscor: Robust Correlation Estimation and Testing Based on Spatial Signs

Daniel Vogel, Alexander Dürre

Research output: Non-textual formSoftware

Abstract

Provides the spatial sign correlation and the two-stage spatial sign correlation as well as a one-sample test for the correlation coefficient.
Original languageEnglish
Publication statusPublished - 2015

Fingerprint

test

Cite this

R-package sscor : Robust Correlation Estimation and Testing Based on Spatial Signs. Vogel, Daniel (Author); Dürre, Alexander (Author). 2015.

Research output: Non-textual formSoftware

@misc{4e00e4b3340d4ae0b83867269b4eb814,
title = "R-package sscor: Robust Correlation Estimation and Testing Based on Spatial Signs",
abstract = "Provides the spatial sign correlation and the two-stage spatial sign correlation as well as a one-sample test for the correlation coefficient.",
author = "Daniel Vogel and Alexander D{\"u}rre",
year = "2015",
language = "English",

}

TY - ADVS

T1 - R-package sscor

T2 - Robust Correlation Estimation and Testing Based on Spatial Signs

AU - Vogel, Daniel

AU - Dürre, Alexander

PY - 2015

Y1 - 2015

N2 - Provides the spatial sign correlation and the two-stage spatial sign correlation as well as a one-sample test for the correlation coefficient.

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

M3 - Software

ER -