Thank you for your response. The first part of my question was meant to
ask "how do I actually find the source code?" I tried to find that,
without success.
As for my comfort with a method that gives variable answers, I've
experimented by running 100 cases and take the average. When I've done
that on six different datasets from my real data with cor and
method=kendall, the mean tau from 100 jittering cases has been 5% to 10%
lower than for the one call without jittering. Given the many ties and
zeroes in my data, I'm inclined to think the mean value with jittering
is likely to be a better statistic. But I don't know.
David
On 3/7/2014 10:25 AM, Greg Snow wrote:
You could run the cor function on a small dataset where you know the
values of tau-a and/or tau-b (either because you hand computed them,
or found an example on the internet showing the difference), that
would give some good evidence as to which is used.
Or you could look at the source code, R is open source afterall.
On the jittering question: are you comfortable with a method that
would give a different answer every time you run it?
On Thu, Mar 6, 2014 at 9:41 PM, David Parkhurst <parkh...@imap.iu.edu> wrote:
How can I find out whether the cor function with method="Kendall" computes
Kendall's tau-a or tau-b. I understand that tau-b deals better with ties,
and I'm wanting to look for correlation in two variables that have lots of
ties (especially lots of zeroes for one of them). The information provided
by ?cor does not specify which is computed.
And a question: am I better off to jitter the variables before computing
tau, given the many ties?
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
