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

Almer S. Tigelaar almer@gnome....
Wed Mar 18 10:59:00 CDT 2009

Hi Josef,

On Wed, 2009-03-18 at 11:12 -0400, josef.pktd@gmail.com wrote:
> I'm giving up, this takes too much time:

Okay, we can simply conclude that there are some conflicting
interpretations of Kendall's Tau-b. Both, I believe, are defensible. In
such cases one is best off choosing just one approach and making clear
what it is.

So, I would simply say in the function documentation precisely the
definition that you use (also for ties) and your motivation relating to
the correlation interpretation (which is indeed pretty convincing).
You can use my template Kendall tau-b definition from this post for

Then at least there will be no misunderstanding about what the function
is supposed (and will) do. If people then disagree (and want to use the
other interpretation) then they can copy the function and adjust it to
their wishes. 

Thanks for your rigorous testing and general effort on this. I
appreciate it, very useful for what I am working on.

With kind regards,

Almer S. Tigelaar
University of Twente

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