[Scipy-tickets] [SciPy] #999: Fast (O(n log(n)) ) implementation of Kendall's Tau

SciPy Trac scipy-tickets@scipy....
Thu Jul 29 19:57:51 CDT 2010

#999: Fast (O(n log(n)) ) implementation of Kendall's Tau
 Reporter:  enzo         |       Owner:  somebody    
     Type:  enhancement  |      Status:  needs_review
 Priority:  normal       |   Milestone:  0.8.0       
Component:  scipy.stats  |     Version:  0.7.0       
 Keywords:  kendall tau  |  
Changes (by dsimcha):

  * status:  new => needs_review


 Here's a C implementation written from scratch by me.  It's a heck of a
 lot faster than even a C implementation of the O(N^2) Kendall Tau.  I
 tested it against a few values from R, and then tested the O(N^2) and O(N
 log N) versions against each other on tons of random data.

 Unfortunately, I don't know how to do the integration work of calling C
 code from Python.  Hopefully this will be trivial enough that this patch
 can be incorporated relatively quickly.

Ticket URL: <http://projects.scipy.org/scipy/ticket/999#comment:4>
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