[R] faster algorithm for Kendall's tau

From: ferdinand principia <ferd_principia_at_yahoo.ca>
Date: Wed 29 Jun 2005 - 03:03:06 EST


I need to calculate Kendall's tau for large data vectors (length > 100'000).
Is somebody aware of a faster algorithm or package function than "cor(, method="kendall")"? There are ties in the data to be considered (Kendall's tau-b).

Any suggestions?


R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jun 29 03:14:25 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:33:06 EST