[R] faster algorithm for Kendall's tau

ferdinand principia ferd_principia at yahoo.ca
Tue Jun 28 19:03:06 CEST 2005


Hi,

I need to calculate Kendall's tau for large data
vectors (length > 100'000). 
Is somebody aware of a faster algorithm or package
function than "cor(, method="kendall")"? 
There are ties in the data to be considered (Kendall's
tau-b).

Any suggestions?

Regards
Ferdinand




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