QRM (version 0.4-7)

Kendall: Kendall's Rank Correlation

Description

Calculates Kendall's rank correlations. The function is a wrapper to cor().

Usage

Kendall(data, ...)

Arguments

data

matrix or data.frame.

...

ellipsis, arguments are passed down to cor()

Value

• matrix

See Also

cor, Spearman

Examples

S <- equicorr(d = 3, rho = 0.5)
data <- rmnorm(1000, Sigma = S) 
Kendall(data)