Kendall: Kendall's Rank Correlation
In QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts
Kendall R Documentation
Kendall's Rank Correlation
Description
Calculates Kendall's rank correlations. The function is a wrapper to
cor().
Usage
Kendall(data, ...)
Arguments
data
matrix or data.frame.
...
ellipsis, arguments are passed down to cor()
Value
matrix
See Also
cor, Spearman
Examples
S <- equicorr(d = 3, rho = 0.5)
data <- rmnorm(1000, Sigma = S)
Kendall(data)
QRM documentation built on April 12, 2025, 1:15 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| Kendall | R Documentation |
Kendall's Rank Correlation
Description
Calculates Kendall's rank correlations. The function is a wrapper to
cor().
Usage
Kendall(data, ...)
Arguments
data |
|
... |
ellipsis, arguments are passed down to |
Value
matrix
See Also
cor, Spearman
Examples
S <- equicorr(d = 3, rho = 0.5)
data <- rmnorm(1000, Sigma = S)
Kendall(data)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.