Re: [R] how to test robustness of correlation

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Fri 27 Jan 2006 - 04:05:10 EST

The cor function can do spearman correlation using method = "spearman" .

On 1/25/06, yang.x.qiu@gsk.com <yang.x.qiu@gsk.com> wrote:
> 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
> [[alternative HTML version deleted]]
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jan 27 04:12:52 2006

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