rococo: RObust rank COrrelation COefficient and test. The rococo package provides a robust gamma rank correlation coefficient along with a permutation-based rank correlation test. The rank correlation coefficient and the test are explicitly designed for dealing with noisy numerical data.
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References in zbMATH (referenced in 1 article , 1 standard article )
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- Bodenhofer, Ulrich; Krone, Martin; Klawonn, Frank: Testing noisy numerical data for monotonic association (2013)