New algorithms of the absolute deviation covariance and correlation
D. Falie, Livia David · 2010
Absolute deviation covariance can be computed faster than the classical mathematical relation, and the values obtained using it are slightly different from those calculated with the classic relation. Numerical results obtained with the new absolute deviation correlation coefficient are practically identical to those computed with the Pearson's correlation coefficient. These new algorithms are less sensitive to the outliers, and the presence of outliers can be detected by comparing the values obtained using the new absolute deviation correlation coefficient with those given by the Pearson's correlation coefficient.