tau: Kendall's normalized tau
Description
Kendall's normalized tau for time series xValue
- tKendall's normalized tau.
Details
Implicitly assumes a equidistant time series x.References
Kendall M, Gibbons JD (1990) 'Rank correlation methods'. Arnold.
Sneyers R (1990) 'On statistical analysis of series of observations. Technical Note
No 143. Geneva. Switzerland. World Meteorological Society.
Schaber J (2003) 'Phenology in German in the 20th Century: Methods, analyses and models.
Ph.D. Thesis. University of Potsdam. Germany.
http://pub.ub.uni-potsdam.de/2002meta/0022/door.htm