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easystats / correlation

:link: Methods for Correlation Analysis
https://easystats.github.io/correlation/
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robust correlations with 'ranktransform' #15

Closed DominiqueMakowski closed 4 years ago

DominiqueMakowski commented 5 years ago

as shown by @lindeloev, Spearman correlations can be estimated using a rank transformation. Hence, it might be interesting to develop a more flexible framework for robust spearman-like correlations now that we have ranktransform() in effectsize, to make it work with all the correlation types, Bayesian, partial etc.

IndrajeetPatil commented 5 years ago

This is another option for implementing a robust correlation coefficient: https://rdrr.io/cran/WRS2/man/pbcor.html

Code: https://github.com/cran/WRS2/blob/master/R/pbcor.R

This paper presents some evidence for why percentage bend is more robust than Spearman: https://www.frontiersin.org/articles/10.3389/fpsyg.2012.00606/full

DominiqueMakowski commented 4 years ago

Also, this paper https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3397314/ showing the Shepherd's pi correlation. Can add both percent bend and shepherd's pi