sscor computes a robust correlation matrix estimate based on spatial signs, as described in Dürre et al. (2015).
● Data Source:
CranContrib
● Keywords:
● Alias: sscor
●
0 images
|
Shape2SSCM transforms the theoretical shape matrix of an elliptical distribution into the spatial sign covariance matrix.
● Data Source:
CranContrib
● Keywords:
● Alias: Shape2SSCM
●
0 images
|
|
R functions for correlation estimation based on spatial signs. Including spatial sign correlation and two stage spatial sign correlation.
● Data Source:
CranContrib
● Keywords:
● Alias: sscor-package
●
0 images
|
|
Robust one-sample test and confidence interval for the correlation coefficient.
● Data Source:
CranContrib
● Keywords:
● Alias: sscor.test
●
0 images
|
SSCM2Shape transforms the spatial sign covariance matrix of an elliptical distribution into its standardized shape matrix.
● Data Source:
CranContrib
● Keywords:
● Alias: SSCM2Shape
●
0 images
|
evSSCM2evShape transforms the eigenvalues of the SSCM of an elliptical distribution into that of the shape matrix.
● Data Source:
CranContrib
● Keywords:
● Alias: evSSCM2evShape
●
0 images
|
evShape2evSSCM transforms the eigenvalues of the shape matrix of an elliptical distribution into that of the spatial sign covariance matrix.
● Data Source:
CranContrib
● Keywords:
● Alias: evShape2evSSCM
●
0 images
|
providing 
.