[R] how to test robustness of correlation

From: <yang.x.qiu_at_gsk.com>
Date: Thu 26 Jan 2006 - 07:37:15 EST


Hi, there:

As you all know, correlation is not a very robust procedure. Sometimes correlation could be driven by a few outliers. There are a few ways to improve the robustness of correlation (pearson correlation), either by outlier removal procedure, or resampling technique.

I am wondering if there is any R package or R code that have incorporated outlier removal or resampling procedure in calculating correlation coefficient.

Your help is greatly appreciated.

Thanks.
Yang

Yang Qiu
Integrated Data Analysis
Cheminformatics@RTP
GlaxoSmithKline

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