clinfun (version 1.1.5)

ktau: Kendall's tau-b estimate

Description

Calculates the Kendall's tau-b.

Usage

ktau(x, y)

Value

ktau returns Kendall's tau-b.

Arguments

x

first variable

y

second variable

Details

ktau computes the same quantity as cor(x, y, method="kendall"). It uses a faster algorithm than pairwise comparisons used by cor.

Examples

  set.seed(1234)
  x <- rnorm(10000); y <- x+rnorm(10000)
  cor(x, y, method="k")
  clinfun:::ktau(x,y)