[R] faster algorithm for Kendall's tau

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


Hi,

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?

Regards
Ferdinand



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