OBSOLETE MULTIVARIATE STATISTICS 程序包 符号

# KendallRankCorrelation

As of Version 9.0, KendallRankCorrelation has been renamed to KendallTau and is part of the built-in Wolfram Language kernel.

KendallRankCorrelation[xlist,ylist]
gives Kendall's rank correlation coefficient for the real-valued vectors xlist and ylist.

## 更多信息更多信息

• To use KendallRankCorrelation, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
• Kendall's rank correlation coefficient is a measure of association based on the relative order of consecutive elements in the two lists.
• Kendall's rank correlation coefficient between and is given by , where is the number of concordant pairs of observations, is the number of discordant pairs, is the number of ties involving only the variable, and is the number of ties involving only the variable.
• A concordant pair of observations and is one such that both and or both and . A discordant pair of observations is one such that and or and .
• The arguments xlist and ylist can be any realvalued vectors of equal length.

## 范例范例打开所有单元关闭所有单元

### 基本范例  (1)基本范例  (1)

 In[1]:=

Kendall's rank correlation for two vectors:

 In[2]:=
 Out[2]=