[Rd] Fast Kendall's Tau

Duncan Murdoch murdoch.duncan at gmail.com
Tue Jun 26 23:44:42 CEST 2012


On 12-06-25 2:48 PM, Adler, Avraham wrote:
> Hello.
>
> 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>.

You could check the NEWS file, but I don't remember anything being done 
along these lines.  If the code is in a CRAN package, there doesn't seem 
to be any need to move it to base R.

Duncan Murdoch



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