Displaying 2 results from an estimated 2 matches for "covogk".
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cook
2009 May 26
2
(OT) Does pearson correlation assume bivariate normality of the data?
...oes the data have to be univariate normal in order to correctly
estimate the significance of the correlation?
If the above is true, what are the preferable alternatives for
non-gaussian data (including heavy-tailed normal)? non-parametric
tests (spearman, kendall)? the robust MASS::cov.mcd, rrcov::CovOgk,
robust::covRob()? hypothesis testing via Permutation Tests [4]? is
there a robust cor.test? other robust tests of independence?
Thank you,
Liviu
[1] http://www.nabble.com/Correlation-on-Tick-Data-tp18589474p18595197.html
[2] http://en.wikipedia.org/wiki/Correlation#Sensitivity_to_the_data_distri...
2014 Sep 18
0
"no visible global function definition" using R-Devel check utility
...v <- function(x, method = c("cov", "MCD", "OGK"), alpha = 1/2,
sigmamu = scaleTau2, ...) {
if (method == "cov") {cov(x, ...)}
if (method == " MCD") {robustbase::covMcd(x, alpha = alpha, ...)}
if (method == " OGK") {robustbase::covOGK(x, sigmamu =
substitute(sigmamu), ...)}
}
where robustbase is mentioned under "Suggests:" within the DESCRIPTION file.
This since the function is also usable without having that package
available. R check is now complaining since it cannot find the function
'scaleTau2' defined wi...