[R] how to test robustness of correlation
gunter.berton at gene.com
Wed Jan 25 21:57:47 CET 2006
check out cov.rob() in MASS (among others, I'm sure). The procedure is far
more sophisticated than "outlier removal" or resampling (??). References are
given in the docs.
-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
"The business of the statistician is to catalyze the scientific learning
process." - George E. P. Box
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of
> yang.x.qiu at gsk.com
> Sent: Wednesday, January 25, 2006 12:37 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] how to test robustness of correlation
> Hi, there:
> As you all know, correlation is not a very robust procedure.
> 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
> outlier removal or resampling procedure in calculating correlation
> Your help is greatly appreciated.
> Yang Qiu
> Integrated Data Analysis
> Cheminformatics at RTP
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