[Rd] Fast Kendall's Tau

Adler, Avraham Avraham.Adler at guycarp.com
Mon Jun 25 20:48:45 CEST 2012


Has any further action been taken regarding implementing David Simcha's fast Kendall tau code (now found in the package pcaPP as cor.fk) into R-base? It is literally hundreds of times faster, although I am uncertain as to whether he wrote code for testing the significance of the parameter. The last mention I have seen of this was in 2010 <https://stat.ethz.ch/pipermail/r-devel/2010-February/056745.html>. 

Thank you,

--Avraham Adler

More information about the R-devel mailing list