[SciPy-dev] Possible Error in Kendall's Tau (scipy.stats.stats.kendalltau)

josef.pktd@gmai... josef.pktd@gmai...
Tue Mar 17 17:10:30 CDT 2009


Hollander, M., and D. A. Wolfe. 1999. Nonparametric statistical methods
is supposed to have a discussion on tie handling for kendall's tau,
but I don't have access to it.

Searching some references again, I still get only ambiguous answers,
whether matching ties should be counted or not.

I guess we can stick with the current implementation if it produces
the same result as numerical recipes.
And I like it better if a vector has correlation 1 with itself.

But I found a verification for the calculation of the variance and the pvalue.

Josef


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