corKendall {robustcov} | R Documentation |
Kendall's tau
Description
This routine calculates the Kendall's tau
Usage
corKendall(data)
Arguments
data |
the n by p raw data matrix |
Value
a matrix with dimension p by p, Kendall's tau
Examples
corKendall(matrix(rnorm(500),100,5))
[Package robustcov version 0.1 Index]