kendall_total: Kendall kernel for total rankings

In YunlongJiao/kernrank: Kernel Methods for Rank Data

Description

Calculates Kendall kernel between total rankings in time O(nlogn), where ties are dealt with by type-b soft version of Kendall tau correlation.

Usage

kendall_total(x, y)

Arguments

x, y	Vector. If x is numeric, the rank vector converted from x indicate that larger values mean being preferred. NAs are not allowed.

Value

Kendall kernel for total rankings, where ties are dealt with by type-b soft version of Kendall tau correlation.

References

Kendall rank correlation coefficient: https://en.wikipedia.org/wiki/Kendall_rank_correlation_coefficient

Yunlong Jiao, Jean-Philippe Vert. "The Kendall and Mallows Kernels for Permutations." IEEE Transactions on Pattern Analysis and Machine Intelligence (TPAMI), vol. 40, no. 7, pp. 1755-1769, 2018. DOI:10.1109/TPAMI.2017.2719680

Examples

x <- c(1.5, 0.1, 0, -4, 0)
y <- c(0, 0, 0, 3, 0)
kendall_total(x, y)

YunlongJiao/kernrank documentation built on May 10, 2019, 1:13 a.m.