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]]
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. > 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 at RTP > GlaxoSmithKline > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at 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 >
The cor function can do spearman correlation using method = "spearman" . On 1/25/06, yang.x.qiu at gsk.com <yang.x.qiu at 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 at RTP > GlaxoSmithKline > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at 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 >