Implement Kendall's Tau

Open rnowling opened this issue 9 years ago • 2 comments

Implement Kendall's Tau, a measure of ordinal association.

Ping @erikerlandson -- do you have an implementation sitting around you could easily make into a PR? :)

Mar 29 '16 11:03 rnowling

Implemented in math3 :

https://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/org/apache/commons/math3/stat/correlation/package-summary.html

Maybe we can add a note in the statistics package documentation to look at math3 (with a link) for functions missing from Silex? Or provide a wrapper?

Mar 29 '16 12:03 rnowling

The math3 implementation works on doubles, which I'd assume handles most practical cases.

We could consider adding support for generalizations, although I'm not aware of any particular applications at the present: http://erikerlandson.github.io/blog/2015/08/14/generalizing-kendalls-tau/

Mar 29 '16 22:03 erikerlandson