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KendallsTau


Unit:SDL_math2
Class:TCurveFit
Declaration:function KendallsTau (var p: double): double;

The function KendallsTau returns Kendall's rank correlation (t or tau), a measure of the strength of dependence between the x- and y-values entered by the method EnterStatValue. The variable parameter p returns the (two-sided) probability that the calculated correlation coefficient could have been obtained at random (level of significance).

Note, that at least 3 data pairs have to be entered to calculate a valid correlation coefficient.

Hint: The execution time of this routine increases with the square of the number of data points. Thus it is not recommended to calculate Kendall's tau for more than 10000 data points.



Last Update: 2016-Aug-02