fastWKendall: an efficient algorithm for weighted Kendall correlation

DOI10.1007/S00180-017-0775-6MaRDI QIDQ1729314zbMATH OpenOpenAlexWikidataFDO

Authors Jie Lin, Donald Adjeroh, Binghua Jiang, Yue Jiang

Publication date 27 February 2019

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-017-0775-6

zbMATH Keywords

cluster analysisnonparametric statisticssequence analysissimilarity analysissequence similarity measurement

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Software, source code, etc. for problems pertaining to statistics (62-04) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• A NEW MEASURE OF RANK CORRELATION
• A new weighted rank coefficient of concordance
• A weighted Kendall's tau statistic
• Combining dissimilarity matrices by using rank correlations
• Fast algorithms for the calculation of Kendall's \(\tau\)
• Measures of Association for Cross Classifications
• New weighted rank correlation coefficients sensitive to agreement on top and bottom rankings
• On comparing two sequences of numbers and its applications to clustering analysis
• The weighted rank correlation coefficient \(r_{W2}\) in the case of ties

Cited in

(2)

• Fast algorithms for the calculation of Kendall's \(\tau\)
• fastWKendall

Describes a project that uses

Uses Software

• R

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