Robust Correlation Estimation and Testing Based on Spatial Signs
Calculation of the eigenvalues of the Spatial Sign Covariance Matrix
Calculation of the eigenvalues of the shape matrix
Calculation of the Spatial Sign Covariance Matrix
Calculation of the shape matrix
Correlation estimation by spatial signs
Spatial sign correlation
Correlation test based on spatial signs
Provides the spatial sign correlation and the two-stage spatial sign correlation as well as a one-sample test for the correlation coefficient.