tau {ircor} | R Documentation |
Kendall \tau
Rank Correlation Coefficients
Description
tau
is the rank correlation coefficient by Kendall, where neither vector can contain tied
items. tau_a
and tau_b
are the versions developed to cope with ties under the
scenarios of accuracy and agreement, respectively. See the references for details.
Usage
tau(x, y)
tau_a(x, y)
tau_b(x, y)
Arguments
x |
a numeric vector. In |
y |
a numeric vector of the same length as |
Value
The correlation coefficient.
References
M.G. Kendall (1970). Rank Correlation Methods. Charles Griffin & Company Limited.
See Also
tauAP
for AP correlation coefficients.
Examples
# No ties
x <- c(0.67, 0.45, 0.29, 0.12, 0.57, 0.24, 0.94, 0.75, 0.08, 0.54)
y <- c(0.48, 0.68, 0.32, 0.09, 0.06, 0.61, 0.87, 0.22, 0.44, 0.84)
tau(x, y)
tau_a(x,y) # same as tau
tau_b(x,y) # same as tau
# Ties in y
y <- round(y, 1)
tau_a(x, y)
tau_b(x, y)
# Ties in x too
x <- round(x, 1)
tau_b(x, y)
[Package ircor version 1.0 Index]