[SciPy-dev] Possible Error in Kendall's Tau (scipy.stats.stats.kendalltau)
Almer S. Tigelaar
Wed Mar 18 15:18:01 CDT 2009
On Wed, 2009-03-18 at 12:35 -0400, firstname.lastname@example.org wrote:
> I think, there should be a clear theoretical foundation and
> interpretation and not just twisting the tie handling a bit.
True. Honestly, my expectation before running my [1,1,2] [1,1,2] example
was also (expressed in unit tests) that this should yield a +1.0
correlation. I started to investigate this further when I noticed it was
not so (for my own implementation).
I do think the correlation argument is pretty convincing both
intuitively and semantically. On identical lists, the correlation should
be +1.0. This is not so for example for the Kendall tau-c variant, which
gets closer to +1.0 as the number of items to rank increases, for which
I can still not give an entirely satisfactory explanation.
With kind regards,
Almer S. Tigelaar.
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