Displaying 20 results from an estimated 400 matches similar to: "faster algorithm for Kendall's tau"
2006 Sep 12
1
Kendall's tau-c
Hello,
I can't find a package which calculates Kendall's tau-c. There is the
package Kendall, but it only calcuates Kendall's tau-b.
Here is the example from
ttp://www2.chass.ncsu.edu/garson/pa765/assocordinal.htm.
cityriots <- data.frame(citysize=c(1,1,2,2,3,3),
riotsize=c(1,2,1,2,1,2), weight=c(4,2,2,3,0,4))
cityriots <- data.frame(lapply(cityriots,function(x)
2005 Aug 13
1
R/S-Plus/SAS yield different results for Kendall-tau and Spearman nonparametric regression
Colleagues,
I ran some nonparametric regressions in R (run in RedHat Linux), then
a colleague repeated the analyses in SAS. When we obtained different
results, I tested S-Plus (same Linux box). And, got yet different
results. I replicated the results with a small dataset:
DATA:
37.5
23
37.5
13
25
16
25
12
100
15
12.5
19
50
20
100
13
100
10
100
10
100
16
50
10
87.5
2008 Apr 22
1
Comparing kendall's tau values?
I have 3 variables relating to the successful introductions of species
to 95 different areas: introduction frequency; number of successes pre
1906; number of successes post 1906
The data are not normal, nor homo-skedatic, so I am using non-parametric
statistics.
I have calculated Kendall's tau between both introduction & successes
pre 1906 (tau=0.3903) and introduction & successes
2011 Apr 30
1
Kendall's tau code
I discovered that the Kendall's tau calculation in R uses all pairwise comparisons which is O(n^2) and takes a long time for large vectors. I implemented a O(n*log(n)) algorithm based on merge-sort. Is this of interest to be included in core R? The code (fortran and R wrapper) is available in my package clinfun v0.9.7 (not exported in NAMESPACE).
Thanks,
Venkat
--
Venkatraman E. Seshan,
2003 Apr 07
1
kendall's tau-b computation (PR#2742)
Full_Name: Dan Field
Version: 1.6.2
OS: N/A
Submission from: (NULL) (209.115.168.187)
In kendall.c (library is ctest), the limits for the first loop in routine
kendall_tau run from 0 through n-1, and the inner loop runs from 0 through i-1.
This causes the each pair at index i to be compared with itself; my
understanding is that there should only be n*(n-1)/2 pairs under consideration
for
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
2010 Feb 08
2
Incorrect Kendall's tau for ordered variables (PR#14207)
Full_Name: Marek Ancukiewicz
Version: 2.10.1
OS: Linux
Submission from: (NULL) (74.0.49.2)
Both cor() and cor.test() incorrectly handle ordered variables with
method="kendall", cor() incorrectly handles ordered variables for
method="spearman" (method="person" always works correctly, while
method="spearman" works for cor.test, but not for cor()).
In
2011 May 16
2
about spearman and kendal correlation coefficient calculation in "cor"
Hi,
I have the following two measurements stored in mat:
> print(mat)
[,1] [,2]
[1,] -14.80976 -265.786
[2,] -14.92417 -54.724
[3,] -13.92087 -58.912
[4,] -9.11503 -115.580
[5,] -17.05970 -278.749
[6,] -25.23313 -219.513
[7,] -19.62465 -497.873
[8,] -13.92087 -659.486
[9,] -14.24629 -131.680
[10,] -20.81758 -604.961
[11,] -15.32194 -18.735
To calculate the ranking
2023 Nov 07
1
Concordance and Kendall's tau in copula
Dear
I estimate a sample selection model using the Clayton copula and Burr
and Gaussian marginal. I need to derive ther Kendall'sw tau from the
concordance coefficient by integration. I came across a way to do that
in R long time ago but cannot find it again. Can somewone tell me what
to read and what to use? Thank you.
Steven Yen
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
2002 Apr 25
3
Kendall's tau
A search of the archives did not reveal an answer:
For basic tests of association, where one has no a priori knowledge of the
form of the relation or of the distributions of the variables, rank
correlation seems like a good start. Why is cor.test() with Kendall and
Spearman options relegated to the ctest package, rather than in the base
package? Does this suggest that the developers consider
2009 Jan 28
3
for/if loop
Hi, it's my first time to write a loop with R for my homework. This loop is
part of the function. I wanna assign values for hll according to panel
[ii,1]=pp. I didn't get any error message in this part. but then when I
further calculate another stuff with hll, the function can't return. I think
it must be some problem in my loop. Probably something stupid or easy. But I
tried to look
2018 Mar 16
3
Discrepancy: R sum() VS C or Fortran sum
Hi all,
I found a discrepancy between the sum() in R and either a sum done in C
or Fortran for vector of just 5 elements. The difference is very small,
but this is a very small part of a much larger numerical problem in
which first and second derivatives are computed numerically. This is
part of a numerical method course I am teaching in which I want to
compare speeds of R versus Fortran (We
2010 Aug 09
3
Logistic Regression in R (SAS -like output)
Hello useRs,
I have a problem at hand which I'd think is fairly common amongst
groups were R is being adopted for Analytics in place of SAS.
Users would like to obtain results for logistic regression in R that
they have become accustomed to in SAS.
Towards this end, I was able to propose the Design package in R which
contains many functions to extract the various metrics that SAS
reports.
2018 Mar 16
1
Discrepancy: R sum() VS C or Fortran sum
My simple functions were to compare the result with the gfortran
compiler sum() function. I thought that the Fortran sum could not be
less precise than R. I was wrong. I am impressed. The R sum does in fact
match the result if we use the Kahan algorithm.
P.
I am glad to see that R sum() is more accurate than the gfortran
compiler sum.
On 16/03/18 11:37 AM, luke-tierney at uiowa.edu wrote:
2006 Sep 13
2
kendall's w
Hi,
I try to calculate Kendall's W coefficient and I have a bizarre error.
little.app.mat<-matrix(c(1,3,4,2,6,5,2,4,3,1,5,6,3,2,5,1,5,4),nrow=3,byrow=TRUE)
print(kendall.w(little.app.mat[-1,]))
>>> Kendall's W for ordinal data
>>> W = 0.7753623Error in if (is.na(x$p.table)) { : argument is of
length zero
2006 Feb 07
2
AppDB
How does one go about getting a newer version of an application added to the
AppDB in order to provide reports as to what does and does not work with that
version of the application when run via Wine? In particular I'd like to add my
observations regarding v4.31 of Pegasus Mail but it is not one of the listed
versions.
--
Jim
2006 Jul 27
6
Any interest in "merge" and "by" implementations specifically for sorted data?
Hi Developers,
I am looking for another new project to help me get more up to speed
on R and to learn something outside of R internals. One recent R
issue I have run into is finding a fast implementations of the
equivalent to the following SAS code:
/* MDPC is an integer sort key made from two integer columns */
MDPC = (MD * 100000) + PCO;
/* sort the dataset by the key */
PROC SORT;
2005 Aug 18
2
kendall tau correlation test for ties: Potential error (PR#8076)
Full_Name: Dirk Koschuetzki
Version: 2.1.1
OS: source code
Submission from: (NULL) (194.94.136.34)
Hello,
>From the source code (R-2.1.1, file: .../R-2.1.1/src/library/stats/R/)
******************************
cor.test.default <-
function(x, y, alternative = c("two.sided", "less", "greater"),
method = c("pearson", "kendall",
2010 Sep 14
1
Using McNemar's test to detect shifts in response from pre- to post-treatment
Hello Everyone,
I've been asked to check if there is a significant difference in the following:
Pre Post
Group A 15/19 14/19
Group B 14/19 10/19
My sense is that I need to perform McNemar's test on these data because responses are correlated within patient from the pre-test to the post-test.
The question is how to do this. I'm a SAS user