From ripley at stats.ox.ac.uk  Wed Jun 27 07:24:12 2012
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Wed, 27 Jun 2012 06:24:12 +0100
Subject: [Rd] Fast Kendall's Tau
In-Reply-To: <4FEA2D4A.8090700@gmail.com>
References: <93A2161604A30C4ABE14AC35CAFC8422BC03453F@USDFW11XM32.mercer.com>
	<4FEA2D4A.8090700@gmail.com>
Message-ID: <4FEA98FC.5090802@stats.ox.ac.uk>

On 26/06/2012 22:44, Duncan Murdoch wrote:
> 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.

In addition, this is something very specialized, and the code in R is 
fast enough for all but the most unusual instances of that specialized 
task.  example(cor.fk) shows the R implementation takes well under a 
second for 2000 cases (a far higher value than is usual).

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



[Rd] Fast Kendall's Tau
Prof Brian Ripley