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 contributing an implementation of this algorithm to
R. However, I have a few questions:
1. Would it likely be accepted if well-implemented?
2. cov.c in the main/ directory of the R source tree seems to contain
at least 4 different but nearly identical implementations of Kendall's
Tau: cov_complete1, cov_complete2, cov_na1, and cov_na2. I can't tell
why. The file is very difficult to read because of its lack of
comments, (ab)use of macros and improper indentation. As I will
probably need to modify this file, can some seasoned veteran please
explain what the heck is going on in this file?
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