Displaying 3 results from an estimated 3 matches for "simcha".
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simca
2012 Jun 25
2
Fast Kendall's Tau
Hello.
Has any further action been taken regarding implementing David Simcha's fast Kendall tau code (now found in the package pcaPP as cor.fk) into R-base? It is literally hundreds of times faster, although I am uncertain as to whether he wrote code for testing the significance of the parameter. The last mention I have seen of this was in 2010 <https://stat.ethz.ch/...
2009 Dec 13
2
O(N log N) Kendall Tau
I've noticed that the implementation of Kendall's Tau in R is O(N^2).
The following reference describes how it can be done in O(N log N):
A Computer Method for Calculating Kendall's Tau with Ungrouped Data
William R. Knight
Journal of the American Statistical Association, Vol. 61, No. 314, Part
1 (Jun., 1966), pp. 436-439
http://www.jstor.org/pss/2282833
I'm interested in
2009 Nov 30
1
cor.test(method = spearman, exact = TRUE) not exact (PR#14095)
Full_Name: David Simcha
Version: 2.10
OS: Windows XP Home
Submission from: (NULL) (173.3.208.5)
> a <- c(1:10)
> b <- c(1:10)
> cor.test(a, b, method = "spearman", alternative = "greater", exact = TRUE)
Spearman's rank correlation rho
data: a and b
S = 0, p-value < 2...