Usage Notes

This chapter is concerned with measures of correlation for bivariate data as follows:

• The usual multivariate measures of correlation and covariance for continuous random variables are produced by function covariances.
• For data grouped by some auxiliary variable, function pooledCovariances can be used to compute the pooled covariance matrix along with the means for each group.
• Partial correlations or covariances are computed by partialCovariances.
• Function robustCovariances computes robust M-estimates of the mean and covariance matrix from a matrix of observations.