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

Daniel Vogel; Alexander Dürre

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

Daniel Vogel, Alexander Dürre

Fakultät Statistik, Technische Universität Dortmund

Research output: Non-textual form › Software

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 language	English
Publication status	Published - 2015

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@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 -

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

Abstract

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