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 x and y 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 x variable, and is the number of ties involving only the y 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 real-valued vectors of equal length.