rococo

MaRDI QIDQ148097CRANFDO

Authors Ulrich Bodenhofer, Martin Krone

Last update 22 September 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.1.7, PACKAGES.rds, 1.0.0, 1.0.1, 1.1.0, 1.1.1, 1.1.2, 1.1.3, 1.1.4, 1.1.5, 1.1.8, 1.1.9, 1.1.10

Description

Provides the robust gamma rank correlation coefficient as introduced by Bodenhofer, Krone, and Klawonn (2013) <doi:10.1016/j.ins.2012.11.026> along with a permutation-based rank correlation test. The rank correlation coefficient and the test are explicitly designed for dealing with noisy numerical data.

Cites work

• Testing noisy numerical data for monotonic association

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