[R] Kendall package tau-a, b, and c

Rui Barradas ruipbarradas at sapo.pt
Mon Aug 20 14:09:18 CEST 2012


Hello,

I've followed your link (thanks) and in the presence of ties the value 
of R's cor.test, method = "kendall", in package stats and kendall_tau_b 
in the link are the same. If you have ties, cor.test will issue a 
warning but that is relative to the p-value only, the reported tau, 
under "sample estimates" is tau-b.

See ?cor.test

Hope this helps,

Rui Barradas

Em 20-08-2012 03:16, Kota Hattori escreveu:
> Hi all,
>
>   
>
> I would like to ask a question related to Kendall package. I ran Kendall
> (x,y) and
>
> saw the results. But I am not sure which tau values R reported. I have
> ties in
>
> my data set, so I want tau-b. Can anybody tell how Kendall package is
>
> calculating tau values? I have looked at the package PDF, but I could
> not find
>
> any useful information. As long as I see from the following
>
> link, there may not be any direct ways to calculate tau-b and tau-c.
>
>   
>
> http://stackoverflow.com/questions/2557863/measures-of-association-in-r-
> kendalls-tau-b-and-tau-c
>
>   
>
> Yours,
>
> Kota
>
>
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