tau: Kendall rank correlation coefficient

In amvallone/estdaR: Exploratory Spatio-Temporal Data Analysis in R

Kendall rank correlation coefficient

Description

Compute the Kendall's tau rank correlation coefficient index

Usage

tau(x, y)

Arguments

x	rank variable
y	rank variable.

Details

Kendall’s Tau is a non-parametric measure of relationships between columns of ranked data. The implemtation is based on Rey(2014),

Value

a vector coantaning

• The Tau statistic value

• The tau's p value

• The number of concordant pairs

• The number of Discordant pairs

• The number of extra x pairs. An extra x pair is a pair which sgn(x_i - x_j)=0

• The number of extra y pairs. An extra y pair is a pair which sgn(y_i - y_j)=0

Examples

a<-c(12,2,1,12,2)
b<-c(1,4,7,1,0)
cor(a,b,method="kendall")
tau(a,b)

amvallone/estdaR documentation built on March 30, 2024, 9:38 p.m.