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
On Tue, 2005-06-28 at 13:03 -0400, ferdinand principia wrote:
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
Sorry,
I should specifiy in more detail what my data looks
like. The data vectors (simulations) are mostly
composed of floats (for which it's pretty unlikely to
produce ties), but there are integer values to be
found as well (up to 10% of vector elements).
As I undestand, Marc's algo is not
