MultivariateStatistics`
MultivariateStatistics`
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.
Details and Options
- 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 real‐valued vectors of equal length.
Examples
Wolfram Research (2007), KendallRankCorrelation, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/KendallRankCorrelation.html.
Text
Wolfram Research (2007), KendallRankCorrelation, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/KendallRankCorrelation.html.
CMS
Wolfram Language. 2007. "KendallRankCorrelation." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/KendallRankCorrelation.html.
APA
Wolfram Language. (2007). KendallRankCorrelation. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/KendallRankCorrelation.html