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skipped correlation

2 messages · qinjiaolong, R. Michael Weylandt

#
library(sos)
findFun("scor")

will get you going in the right direction but I'm not sure I see a
"scor" function (I presume you're looking for the robust correlation
metric). Do you have a citation for such a function? For a work
around, robust::covRob gives robust covariance which possibly could be
scaled down to correlation.

Best,
Michael
On Thu, Jul 5, 2012 at 8:49 AM, qinjiaolong <qinjiaolong at 126.com> wrote: