Sorry for the late reply. I've been extremely busy, out of town, etc.
lately. I wrote the core algorithm for this function back in 2010, but did
not make any attempt to integrate it into R-base, for several reasons:
1. I was having difficulty figuring out what all the missing value options
(whi
f the core devs' help with the integration. The details of the
algorithm and how to use it are explained in the comments inside kendall.c.
Please let me know what else I can do to help get this improvement
folded into R.
--David Simcha
/* This file contains code to calculate Kendall's Tau i
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
