Kendall's tau-b estimate

Calculates the Kendall's tau-b.

Usage

ktau(x, y)

Arguments

x

first variable

y

second variable

Value

ktau returns Kendall's tau-b.

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")
#> [1] 0.4956963
  clinfun:::ktau(x,y)  
#> [1] 0.4956963