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, Ph.D. | Attending Biostatistician
Director of Biostatistics Computer-Intensive Support Services
Department of Epidemiology and Biostatistics | MSKCC
307 E 63rd St 3rd Floor | New York, NY 10065
Phone: 646-735-8126 | Fax: 646-735-0010
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