[Rd] Kendall's tau code
SeshanV at mskcc.org
SeshanV at mskcc.org
Sun May 1 00:11:47 CEST 2011
Feel free to contact me.
From: Martin Maechler [maechler at stat.math.ethz.ch]
Sent: Saturday, April 30, 2011 5:05 PM
To: Seshan, Venkatraman E./Epidemiology-Biostatistics
Cc: r-devel at r-project.org
Subject: Re: [Rd] Kendall's tau code
>>>>> "S" == SeshanV <SeshanV at mskcc.org>
>>>>> on Sat, 30 Apr 2011 11:20:59 -0400 writes:
> I discovered that the Kendall's tau calculation in R uses
> all pairwise comparisons which is O(n^2) and takes a long time for
> large vectors. I implemented a O(n*log(n)) algorithm based on
> merge-sort. Is this of interest to be included in core R?
Yes, quite a bit of interest!
I know about the O(n^2) "feature" for quite a while, and it is
indeed a considerable problem in copula modelling which has
become an interest of mine in the recent year.
> The code (fortran and R wrapper) is available in my package clinfun v0.9.7
> (not exported in NAMESPACE).
Thank you! Yes, I see you've put them there quite recently.
I see the Fortran code uses modern allocate / deallocate
constructs (that I don't know).
As I think we'd want to use this in the C code which is also
I'll eventually want a C version, not the least because we may
look into dealing with NA 's in the same -- flexible -- way
that they are handled currently via the 'use = "..."'
I may contact you privately for more.
ETH Zurich (and R Core Team).
> Venkatraman E. Seshan, Ph.D. | Attending Biostatistician
> Director of Biostatistics Computer-Intensive Support Services
> Department of Epidemiology and Biostatistics | MSKCC
> 307 E 63rd St 3rd Floor | New York, NY 10065
> Phone: 646-735-8126 | Fax: 646-735-0010
> R-devel at r-project.org mailing list
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