KendalTauCoefficient
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Function Description
Returns the Kendal’s
Tau 
between two series, 
and 
.
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.
NAVIGATION LINKS
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Output type / Parameter details
Output type: Double
| Parameter Name | Variable Type | Description |
| InputArray1 | Double() | First series |
| InputArray2 | Double() | Second series |
Links to:
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Interactively run function
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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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