Fast algorithms for the calculation of Kendall's \(\tau\) (Q2488379)
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English | Fast algorithms for the calculation of Kendall's \(\tau\) |
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Fast algorithms for the calculation of Kendall's \(\tau\) (English)
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24 May 2006
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Algorithms are proposed for calculation of Kendall's rank correlation with the mean time of calculation \(O(n\log n)\) (\(n\) being the sample size). A simpler version of the algorithm calculates \(\tau\) in the case when the observations have no ties (duplications). A more complicated algorithm for the data with ties is also presented. The algorithms are based on fast sorting and balanced binary trees.
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Kendall's rank correlation
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ties
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sorting
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balanced binary tree
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