kendallsTau.hh File Reference Kendall's rank correlation coefficient (Kendall's tau) More... #include <vector> #include "npstat/stat/kendallsTau.icc" Go to the source code of this file.
Detailed DescriptionKendall's rank correlation coefficient (Kendall's tau) Calculation of the Kendall's tau measure of association of two variables. Here, tau can be estimated either from a sample of points or from an empirical copula. Author: I. Volobouev April 2012 Generated by 1.9.1 |