RoCoCo - An R Package Implementing a Robust Rank Correlation Coefficient and a Corresponding TestClassical rank correlation measures are designed for ordinal data, but they are not ideally suited for measuring rank correlation for numerical data that are perturbed by noise. We introduced a family of robust rank correlation measures on the basis of Goodman's and Kruskal's gamma, where the classical ordering of real numbers is replaced by some fuzzy ordering with smooth transitions - thereby ensuring that the correlation measure is continuous with respect to the data. The present R package implements this rank correlation measure along with a corresponding statistical test. Moreover, the package also implements the Gaussian rank correlation estimator and a corresponding statistical test.
InstallationThe package is available through CRAN - The Comprehensive R Archive Network (click here to view the archive entry of the package). Therefore, the simplest way to install the package is to enter
install.packages("rococo")into your R session. If, for what reason ever, you prefer to install the package manually, follow the instructions in the user manual.
- User Manual: PDF (349KB; last updated on 2013-01-11)
- Reference Manual: PDF (98KB; last updated on 2013-01-11; generated automatically from package help pages)
- To load the package, enter "library(rococo)" in your R session.
- To view the user manual, enter "vignette("rococo")".
- To do a first example, enter "example(rococo)".
Citing this packageIf you use this package for research that is published later, you are kindly asked to cite it as follows:
U. Bodenhofer, M. Krone, and F. Klawonn (2012). Testing noisy numerical data for monotonic association. Inform. Sci., DOI: 10.1016/j.ins.2012.11.026.
U. Bodenhofer and F. Klawonn (2008). Robust rank correlation coefficients on the basis of fuzzy orderings: initial steps. Mathware Soft Comput. 15(1):5-20.
- Version 1.1.0, released 2013-01-10:
- estimation of p-values now based on relative frequencies
- Gaussian rank correlation estimator and test added
- corresponding adaptations of man pages and vignette
- updated citation
- moved vignette to "vignettes" according to the new guidelines
- Version 1.0.1, released 2011-10-24:
- improved estimation of p-values
- added exact computation of p-values (only for 10 or less samples)
- Version 1.0.0, released 2011-10-03:
- first public release