The percentage bend correlation between two variables
X and
Y is computed as follows:
- Set m = (1-
n) + 0.5. Round m down to the nearest integer.
- Let
for i = 1, ..., n where Mx. is the median of X.
- Sort the Wi in ascending order.
= W(m) (i. e., the mth order statistic). W(m) is the estimate of the (1-
) quantile of W.
- Sort the X values. Compute the number of values of
that are less than -1 and the number that are greater than +1 and store in i1 and i2 respectively. Then compute
- Repeat the above calculations on the Y variable. Store corresponding quantities in
,
, and Vi.
- Define the function
- Compute
Ai =
i (Ui)
Bi =
i (Vi)
- Compute the percentage bend correlation
The value of

is selected between 0 and 0.5. Higher values of

result in a higher breakdown point at the expense of lower efficiency.
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我每天都会发送不等数量的词条,所以诚邀不同统计背景的各路大侠给予评论。
欢迎大家多多跟帖!要数量也要质量哟