robustcov (version 0.1)

corKendall: Kendall's tau

Description

This routine calculates the Kendall's tau

Usage

corKendall(data)

Arguments

data

the n by p raw data matrix

Value

a matrix with dimension p by p, Kendall's tau

Examples

# NOT RUN {
corKendall(matrix(rnorm(500),100,5)) 
# }