> From: Terry Therneau [mailto:thern...@mayo.edu]
> Sent: Wednesday, June 27, 2012 8:16 AM
> To: r-devel@r-project.org; ad...@smtprelay.mayo.edu; Adler, Avraham
> Subject: Re: Fast Kendall's tau
>
> Note that the survConcordance function, which is equivalent to Kendall's tau,
> also is O(n log n)
> and it does compute a variance. The variance is about 4/5 of the work.
[snip]
> I agree with Brian, especially since the Spearman and Kendall results rarely
> (ever?) disagree
> on their main message for n>50. At the very most, one might add a footnote
> to the the help page for
> cor.test pointing to the faster codes.
>
> Terry T.
Thank you, Terry, for pointing me to survConcordance. As for documentation, I
agree that would probably be optimal in terms of reward for least amount of
work/disruption.
Thank you again,
Avraham Adler
______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
