I'm trying lmrob, cor.mve and cor.mcd in R for robust correlation of two number series (of the same length) A and B. I get different results if I put A~B or A,B than if I put B~A, or B,A. Might someone guide me as to why? thanks
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lmrobfits a regression model which is not the same as correlation. I would expectlm(A~B)to be different fromlm(B~A). In which package iscor.mveandcor.mcd? – Andrie May 3 '11 at 7:48cov.mveandcov.mcdin packageMASS? – Andrie May 3 '11 at 8:01