[SciPy-dev] Possible Error in Kendall's Tau (scipy.stats.stats.kendalltau)
Tue Mar 17 16:16:27 CDT 2009
> The definition given in the reference is:
> t = (P - Q) / SQRT((P + Q + T) * (P + Q + U))
> There are three pair combinations in these lists, namely: (A, B), (A, C)
> and (B, C). It is obvious that _one_ of these combinations has a tie for
> both lists (the (A,B) combination which is (1,1) for both R1 and R2).
> So, since there is one tie in both list we have T = U = 1
Wrong. Since the tie in in x and y, this pair should be ignored. T = U = 0.
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