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 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
