KendalTauCoefficients
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Function Description
Returns an array of 
elements corresponding
to the elements of the matrix, 
, formed by Kendal tau coefficients for
each pairing of 
series that are
provided to the function as an array of 
elements, where the
first 
elements correspond to
the terms in the first series, the next elements to the
corresponding terms in the second series etc.
If 
are a set of joint
observations from two random variables 
and 
then
pairs 
and 
are
said to be ‘concordant’ if both 
and 
(or if both 
and 
). They are said to be
‘discordant’ if and or if and . Then the elements of
the matrix are as follows, where each entry separately considers all possible
pairs of 
for 
, 
and
N.B. There are various possible approaches to ties. The one
implemented here reduces the denominator so that we still have 
and
in the presence of ties, 
can take either
extreme value in some circumstances.
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Output type / Parameter details
Output type: Double()
| Parameter Name | Variable Type | Description |
| InputArray | Double() | Input array of m series each with n elements |
| m | Double | Number of series |
| n | Double | Number of elements in series |
Links to:
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Interactively run function
-
Interactive instructions
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Example calculation
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Output type / Parameter details
-
Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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