Displaying 20 results from an estimated 3000 matches similar to: "kendall tau correlation test for ties: Potential error (PR#8076)"
2006 May 24
0
the computation of exact p-value for the nonparametric cor-test with ties
Hello,
I wuold like to propose my modifications of the original cor.test to you : I
tried to calcolate the correct p-value for Spearman and Kendall's test with
ties.
Let me know what you think.
Thanks you for your time.
Antonietta di Salvatore
test <- function(x, ...) UseMethod("test")
test.default <-
function(x, y, alternative = c("two.sided",
2012 Aug 20
1
Kendall package tau-a, b, and c
Hi all,
I would like to ask a question related to Kendall package. I ran Kendall
(x,y) and
saw the results. But I am not sure which tau values R reported. I have
ties in
my data set, so I want tau-b. Can anybody tell how Kendall package is
calculating tau values? I have looked at the package PDF, but I could
not find
any useful information. As long as I see from the following
link, there
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
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
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)
2008 Nov 21
1
Bug in Kendall for n<4?
> library(Kendall)
> Kendall(1:3,1:3)
WARNING: Error exit, tauk2. IFAULT = 12 <<<<<<
tau = 1, 2-sided pvalue =1
I believe Kendall tau is well-defined for this case and the reported
value is correct; isn't it a bug to give a warning? (And if, e.g.,
the pvalue is not well-defined in this case, wouldn't it be better to
return NA or NaN or something?) Also,
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
2005 Jun 28
1
faster algorithm for Kendall's tau
Hi,
I need to calculate Kendall's tau for large data
vectors (length > 100'000).
Is somebody aware of a faster algorithm or package
function than "cor(, method="kendall")"?
There are ties in the data to be considered (Kendall's
tau-b).
Any suggestions?
Regards
Ferdinand
2008 May 05
0
kendall tau a,b,c
hi,
i have 2 lists of ranks for which i'd like to compute kendall tau.
there are ties in the ranks which (to the best of my knowledge) means i
cant use tau a but rather b or c.
how does R handle that? are ties automatically detected (using
corr.test()) and is tau b/c computed instead of tau a?
also kendall does not work when values in list 1 do not occur in list 2
(and vice versa) - how does
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
2007 Sep 06
3
kendall test
Hello,
I thougth that there is a function which does the kendall test in R,
I writed on the console apropos("kendall") and I didn't found anything can you tell me how could I do to use the kendall test?
Thanks.
_____________________________________________________________________________
l
[[alternative HTML version deleted]]
2011 Mar 21
1
Kendall v MannKendall Functions
Hi,
I am running a correlation analysis on a temporal dataset. I was wondering
if you would receive the same tau and p values running the function:
MannKendall(x), where x is the dependant variable that changes with time
as you would running:
Kendall(d,x), where x is the exact same dataset as the x entered into
MannKendall and d is the date on which the observation was made (assuming
that
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
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
2009 Oct 20
1
kendall.global
Hi every body:
I need some help with kendall.global. The example in the manual seems not working well, and cannot used with my data, always the same error.
data(mite)
> mite.hel <- decostand(mite, "hel")
>
> # Reproduce the results shown in Table 2 of Legendre (2005), a single group
> mite.small <- mite.hel[c(4,9,14,22,31,34,45,53,61,69),c(13:15,23)]
>
2011 Sep 02
1
Mann Kendall Test for Trend
Hi there,
I'm trying to apply the Mann Kendall test for trend analysis of a time
series. I have downloaded and installed the package Kendall and
subsequently loaded it into the software.
My time series is a .txt file with 2 columns - column 1 is the year (1985 -
2009) and column 2 is the corresponding entry variable.
According to the R guidelines, the call should be:
MannKendall(x)
2004 May 13
1
Bootstrapping kendall cor
Dear R-helpers,
I'm fighting with the following problem :
I want to do bootstrapping on a Kendall correlation with the following code
:
> cor.function <- function(data,i) cor(data[i, 1], data[i,
2],method="kendall")
> boot.ci <- boot.ci(boot.cor <- boot(cbind(x,y),cor.function,
R=1000),conf=c(0.95,0.99))
However, I've got problems because I've got ties
2012 Apr 17
2
Installing Kendall Package
I know this is a dumb question but I'm pulling out what little hair I have
left. I download the package and got the following:
trying URL '
http://ftp.ussg.iu.edu/CRAN/bin/windows/contrib/2.14/Kendall_2.2.zip'
Content type 'application/zip' length 52732 bytes (51 Kb)
opened URL
downloaded 51 Kb
package ‘Kendall’ successfully unpacked and MD5 sums checked
The downloaded
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,
2023 Dec 01
2
Mann Kendall mutation package?
Hello - does anyone know whether there are any packages for Mann-Kendall
mutation tests in R available? The only one I could find online is this
MK_mut_test: Mann-Kendall mutation test in Sibada/sibadaR: Sibada's
accumulated R scripts for next probably use to avoid reinventing the wheel.
(rdrr.io) <https://rdrr.io/github/Sibada/sibadaR/man/MK_mut_test.html> but
there doesn't seem to