biwt - Functions to Compute the Biweight Mean Vector and Covariance and Correlation Matrices
The base functions compute multivariate location, scale, and correlation estimates based on Tukey's biweight M-estimator. Using the base function, the computations can be applied to a large number of observations to create either a matrix of biweight distances or biweight correlations.
Last updated
5.01 score 2 dependents 17 scripts 390 downloads