kendallsTau.hh File Reference

Kendall's rank correlation coefficient (Kendall's tau) More...

#include <vector>
#include "npstat/stat/kendallsTau.icc"

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Namespaces
	npstat

Functions
template<class Point >
double	npstat::sampleKendallsTau (const std::vector< Point > &data, unsigned firstDim, unsigned secondDim)
template<class Array >
double	npstat::kendallsTauFromCopula (const Array &copula)

Detailed Description

Kendall'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