ci.kendalltau: Confidence interval for a Kendall tau-a correlation
Description
Computes a Fisher confidence interval for a population Kendal tau-a correlation.
This function is useful for Kendall tau-a correlations less than about .8. (Note:
under bivariate normality, a Kendall tau-a correlation of .8 corresponds to a
Pearson correlation of about .95.) An estimate of the Kendall tau-a correlation
can be obtained from the (see cor.test function with method = "kendall".