ktau function

Kendall's tau-b estimate

Calculates the Kendall's tau-b.

ktau(x, y)

Arguments

• x: first variable
• y: second variable

Returns

ktau returns Kendall's tau-b.

Details

ktau computes the same quantity as cor(x, y, method="kendall"). It uses a faster algorithm than pairwise comparisons used by cor.

Examples

set.seed(1234)
  x <- rnorm(10000); y <- x+rnorm(10000)
  cor(x, y, method="k")
  clinfun:::ktau(x,y)