Robust Correlation in R

Could you have outliers in your data? If so, robust correlations can provide an estimate of a correlation coefficient that is not biased by outliers. This video shows you how to use four different robust correlation coefficients in R:
- Spearman's rho
- Kendall's tau
- Percentage bend correlation
- Winsorized correlation

Companion webpage:

Playlist with other robust statistical methods for R:

Here are two papers about the percentage bend correlation and the winsorized correlation:

And here a comparison (on Stack Exchange) between Spearman's rho and Kendall's tau:

This comparison of different methods (including one not part of the video, skipped correlations) cautions against using Pearson's and Spearman's correlation alone:

[ogollafredrickotieno]

Hello Sir, can you share the dataset you are using. Thanks