Kendall's tau measure of association.

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Description

This function provides a Monte Carlo approximation to Kendall's tau measure of association.

Usage

1
kendalltau(x, y, nmc = 1e+05)

Arguments

x

a vector.

y

a vector.

nmc

an integer number of Monte Carlo simulations.

Value

A Monte Carlo approximation to Kendall's tau measure of association.

Author(s)

Peter Hoff.

Examples

1
2
mu <- rexp(30)
tensr:::kendalltau(rpois(30, mu), rpois(30, mu))

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