compute_Kendall_matrix <- function(data_matrix) {
p <- ncol(data_matrix)
Kendall_matrix <- mat.or.vec(p,p)
for (k in 2:p){
for (l in 1:(k-1)){
Kendall_matrix[k,l] = cor.fk( data_matrix[,k], data_matrix[,l])
}
}
Kendall_matrix <- Kendall_matrix + 0.5 * diag(p)
Kendall_matrix <- Kendall_matrix + t(Kendall_matrix)
return(Kendall_matrix)
}
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