From murdoch.duncan at gmail.com  Tue Jun 26 23:44:42 2012
From: murdoch.duncan at gmail.com (Duncan Murdoch)
Date: Tue, 26 Jun 2012 17:44:42 -0400
Subject: [Rd] Fast Kendall's Tau
In-Reply-To: <93A2161604A30C4ABE14AC35CAFC8422BC03453F@USDFW11XM32.mercer.com>
References: <93A2161604A30C4ABE14AC35CAFC8422BC03453F@USDFW11XM32.mercer.com>
Message-ID: <4FEA2D4A.8090700@gmail.com>

On 12-06-25 2:48 PM, Adler, Avraham wrote:
> Hello.
>
> Has any further action been taken regarding implementing David Simcha's fast Kendall tau code (now found in the package pcaPP as cor.fk) into R-base? It is literally hundreds of times faster, although I am uncertain as to whether he wrote code for testing the significance of the parameter. The last mention I have seen of this was in 2010<https://stat.ethz.ch/pipermail/r-devel/2010-February/056745.html>.

You could check the NEWS file, but I don't remember anything being done 
along these lines.  If the code is in a CRAN package, there doesn't seem 
to be any need to move it to base R.

Duncan Murdoch



[Rd] Fast Kendall's Tau
Duncan Murdoch