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

Sturla Molden sturla@molden...
Wed Mar 18 15:42:12 CDT 2009


> I got a (number of cells)**2 version for the contingency table for
> Kendall's tau-a, that's as far as I could go without loops. I don't
> see how you could get O(C*D) and not O((C*D)**2) since you still need
> to compare all pairs of cells, so my impression is that the relevant
> comparison is between C*D and N.

You are right.  We have to compare C*D with N.

I was thinking about how to best use the contigency-table for tau-b. I
don't really see how it can be done without some loops. It may be easier
to do this in Fortran.

Sturla Molden





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