kendalltau {tensr}R Documentation

Kendall's tau measure of association.

Description

This function provides a Monte Carlo approximation to Kendall's tau measure of association.

Usage

kendalltau(x, y, nmc = 1e+05)

Arguments

x

a vector.

y

a vector.

nmc

an integer number of Monte Carlo simulations.

Value

A Monte Carlo approximation to Kendall's tau measure of association.

Author(s)

Peter Hoff.

Examples

mu <- rexp(30)
tensr:::kendalltau(rpois(30, mu), rpois(30, mu))


[Package tensr version 1.0.1 Index]