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
> From: Terry Therneau [mailto:thern...@mayo.edu]
> Sent: Wednesday, June 27, 2012 8:16 AM
> To: r-devel@r-project.org; ad...@smtprelay.mayo.edu; Adler, Avraham
> Subject: Re: Fast Kendall's tau
>
> Note that the survConcordance function, which is equivalent to Kendall's tau,
> also is O(n log n)
> -Original Message-
> From: Prof Brian Ripley [mailto:rip...@stats.ox.ac.uk]
> Sent: Wednesday, June 27, 2012 1:24 AM
> To: Duncan Murdoch
> Cc: Adler, Avraham; r-devel@r-project.org
> Subject: Re: [Rd] Fast Kendall's Tau
>
> On 26/06/2012 22:44, Duncan Murdo
Note that the survConcordance function, which is equivalent to Kendall's
tau, also is O(n log n) and it does compute a variance. The variance
is about 4/5 of the work.
Using R 2.15.0 on an older Linux box:
> require(survival)
> require(pcaPP)
> tfun <- function(n) {
+ x <- 1:n + runif(n
On 26/06/2012 22:44, Duncan Murdoch wrote:
On 12-06-25 2:48 PM, Adler, Avraham wrote:
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
On 12-06-25 2:48 PM, Adler, Avraham wrote:
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
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 paramete
