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Implement Kendall's Tau #57

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rnowling opened this issue Mar 29, 2016 · 2 comments
Open

Implement Kendall's Tau #57

rnowling opened this issue Mar 29, 2016 · 2 comments

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@rnowling
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Implement Kendall's Tau, a measure of ordinal association.

Ping @erikerlandson -- do you have an implementation sitting around you could easily make into a PR? :)

@rnowling
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Implemented in math3 :

https://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/org/apache/commons/math3/stat/correlation/package-summary.html

Maybe we can add a note in the statistics package documentation to look at math3 (with a link) for functions missing from Silex? Or provide a wrapper?

@erikerlandson
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The math3 implementation works on doubles, which I'd assume handles most practical cases.

We could consider adding support for generalizations, although I'm not aware of any particular applications at the present:
http://erikerlandson.github.io/blog/2015/08/14/generalizing-kendalls-tau/

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