Robust Correlation Estimation and Testing Based on Spatial Signs

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


Reference manual

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install.packages("sscor")

0.2.1 by Alexander Duerre, a year ago


Browse source code at https://github.com/cran/sscor


Authors: Alexander Duerre [aut, cre] , Daniel Vogel [aut]


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Depends on pcaPP, robustbase, mvtnorm


See at CRAN