>>>>> "SM" == Stavros Macrakis <[EMAIL PROTECTED]> >>>>> on Fri, 21 Nov 2008 14:44:37 -0500 writes:
>> library(Kendall) Kendall(1:3,1:3) SM> WARNING: Error exit, tauk2. IFAULT = 12 <<<<<< tau = 1, SM> 2-sided pvalue =1 SM> I believe Kendall tau is well-defined for this case and SM> the reported value is correct; isn't it a bug to give a SM> warning? (And if, e.g., the pvalue is not well-defined SM> in this case, wouldn't it be better to return NA or NaN SM> or something?) Also, shouldn't the error code be given SM> in plain English -- or at least the meaning of "IFAULT = SM> 12" documented on the help page? The real question is *WHY* there needs to be a separate package 'Kendall' when R itself does everything you want and does not show any problems ? cor() cov() cor.test() all have a method = "kendall" and seem to work alright, even for n=2 > cor(1:3, c(3,1,2), method="kendall") [1] -0.3333333 > cov(1:3, c(3,1,2), method="kendall") [1] -2 > cor(1:3, 1:3, method="kendall") [1] 1 > cor.test(1:3, 1:3, method="kendall") Kendall's rank correlation tau data: 1:3 and 1:3 T = 3, p-value = 0.3333 alternative hypothesis: true tau is not equal to 0 sample estimates: tau 1 Questions about the 'Kendall' package should typically first go to its author ... But those on cor(), cor.test() etc do belong here. Best regards, Martin Maechler, ETH Zurich SM> A somewhat less clear case is Kendall(1:2,1:2), which SM> gives the same error. Though the usual formula for SM> Kendall tau has a zero in the denominator in this case, SM> I'd think the correct generalization is 1 if the two SM> elements are in the same order, and -1 if they are not SM> (the only possibilities). But perhaps I don't fully SM> understand the interpretation of this statistic. SM> -s SM> ______________________________________________ SM> R-help@r-project.org mailing list SM> https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do SM> read the posting guide SM> http://www.R-project.org/posting-guide.html and provide SM> 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.