Hi, Berton:
thanks for getting back to me.
I played around cor.rob(). Yes, I can get a robust correlation
coefficient matrix based on mcd or mve outlier detection methods.
I have two further questions:
1) How do I get a p value of the robust r?
2) What I mean by resampling is "leave one out"
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 i
