[Rd] Fast Kendall's tau

Adler, Avraham Avraham.Adler at guycarp.com
Wed Jun 27 17:15:48 CEST 2012

> From: Terry Therneau [mailto:therneau at mayo.edu] 
> Sent: Wednesday, June 27, 2012 8:16 AM
> To: r-devel at r-project.org; Adler at 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.

> 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

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