Dear R user group,
I'm looking for a robust mesure of correlation in R.
I found a very interesting article by Dr Rich Herrington on
http://www.unt.edu/benchmarks/archives/2001/december01/rss.htm and I'd like
to implement
exaclty this method but my problem is that everything is here developped in
R language and is very slow when the correlation matrix is important.
I'm wondering if someone has maybe developped the same (or equivalent)
method using functions in C like it is currently developped in r for the
covariance and variance.
Thank you for your help.
Xavier
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Ce message et toutes les pieces jointes (ci-apres le "messag...{{dropped}}
Dear R user group,
I'm looking for a robust mesure of correlation in R.
I found a very interesting article by Dr Rich Herrington on
http://www.unt.edu/benchmarks/archives/2001/december01/rss.htm and I'd like
to implement
exaclty this method but my problem is that everything is here developped in
R language and is very slow when the correlation matrix is important.
I'm wondering if someone has maybe developped the same (or equivalent)
method using functions in C like it is currently developped in r for the
covariance and variance.
Thank you for your help.
Xavier
*************************************************************************
Ce message et toutes les pieces jointes (ci-apres le "messag...{{dropped}}