Displaying 20 results from an estimated 10000 matches similar to: "Kendall's tau"
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
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
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
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
2004 Mar 03
1
cor(..., method="spearman") or cor(..., method="kendall") (PR#6641)
Dear R maintainers,
R is great. Now that I have that out of the way, I believe I have
encountered a bug, or at least an inconsistency, in how Spearman and
Kendall rank correlations are handled. Specifically, cor() and
cor.test() do not produce the same answer when the data contain NAs.
cor() treats the NAs as data, while cor.test() eliminates them. The
option
use="complete.obs" has
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,
2009 Mar 13
1
cor.test(x,y)
Hi,
I am not sure which kind of test is applied to the data if you use
cor.test(x, y) ?
Is it an unpaired t-Test?
Regards
--
View this message in context: http://www.nabble.com/cor.test%28x%2Cy%29-tp22492993p22492993.html
Sent from the R help mailing list archive at Nabble.com.
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
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
2004 Oct 14
1
correlating between two vectors of numbers
Hi, R!
Question1:
I am trying to correlate two vectors of numbers (two columns of microarray
signal values) by using the non-parametric Spearman's rank correlation
coefficient rho:
> cor.test(V2.Signal,V3.Signal,method="spearman")
but I get the error message:
Error in if (q > (n^3 - n)/6) pspearman(q - 1, n, lower.tail = FALSE) else
pspearman(q, :
missing value
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",
2013 Feb 28
1
PCA with spearman and kendall correlations
Hello,
I would like to do a PCA with dudi.pca or PCA, but also with the use of Spearman or Kendall correlations
Is it possible ?
Otherwise, how can I do, according to you ?
Thanking you in advance
Eric Bourgade
RTE
France
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2003 Jan 23
1
spearman rank correlation
hello help,
i''ve searched through the manual pages and the only reference i can find to spearman rank correlation is cor.test, which only seems to give the significance value of the correlation.
is there any way to get the actual value of rho?
david.
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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 Jan 02
2
strange behavior of cor() with pairwise.complete.obs
Hi all,
I'm not quite sure if this is a feature or a bug or if I just fail to understand
the documentation:
If I use cor() with pairwise.complete.obs and method=pearson, the result is a
scalar:
->cor(c(1,2,3),c(3,4,6),use="pairwise.complete.obs",method="pearson")
[1] 0.9819805
The documentation says that
" '"pairwise.complete.obs"' only
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,
2003 Nov 07
2
Bug in cor.test - Spearman
Greetings.
There seems to be a problem with the P-value computation in the
cor.test with method="spearman". In R1.8.0 (MS Windows) I
seem to be getting intermittently nonsense P-values, but the rho's
are OK. I can get this reproducibly with the toy example attached
where the first use is OK and subsequent calls with the same data
give nonsense. (I have also seen the problem
2003 Oct 22
6
Something strange in cor.test in R-1.8.0 (PR#4718)
Full_Name: Ian Wilson
Version: R-1.8.0
OS: Windows (but own compilation)
Submission from: (NULL) (139.133.7.38)
the p-value is incorrect for cor.test using method "spearman" in R-1.8.0. This
was not the case in R-1.7.1.
Version R-1.8.0 on Windows
> cor.test(rnorm(50),rnorm(50),method="spearman")
Spearman's rank correlation rho
data: rnorm(50) and rnorm(50)
S
2003 Jun 17
2
outlier
Hi,
I want to calculate the R-squared between two variables. Can you advice me how to identify and remove the outliers before performing R-squared calculation?
Thanks,
Kan
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