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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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