RoCoCo - An R Package Implementing a Robust Rank Correlation Coefficient and a Corresponding Test
Classical 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.Installation
The 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.
Documentation
- User Manual: PDF (403KB; last updated on 2011-10-24)
- Reference Manual: PDF (124KB; last updated on 2011-10-24; generated automatically from package help pages)
Getting started
- 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 package
If you use this package for research that is published later, you are kindly asked to cite it as follows: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.
Change log
- 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


