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leave-kojack

Leave-k-out-Jackknife Pearson correlation

In general, Pearson correlation coefficients can be quite error-prone to outliers, thus Jackknifing may be helpful. I could not find any useful implementation for calculating more than leave-1-out Jackknife Pearson correlation coefficients. 'leave-kojack' offers an implementation for Jackknife Pearson correlation with dynamic values of k, i.e. leave-k-out Pearson correlation.

Downloads: 0 This Week

Last Update: 2014-07-15
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