[SciPy-dev] Possible Error in Kendall's Tau (scipy.stats.stats.kendalltau)
Wed Mar 18 12:53:04 CDT 2009
On 3/18/2009 6:16 PM, email@example.com wrote:
> You could still have O(C*D) > O(N**2), if the table is sparse, and you
> haven't deleted the empty rows and columns.
Yes. So what is the faster option depends on N and the number of ordinal
categories. But often we have C*D << N**2. If N is a million and 100
categories suffice, it is easy to do the math.
Also, it is possible to estimate tau by Monte Carlo.
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