From Avraham.Adler at guycarp.com  Mon Jun 25 20:48:45 2012
From: Avraham.Adler at guycarp.com (Adler, Avraham)
Date: Mon, 25 Jun 2012 13:48:45 -0500
Subject: [Rd] Fast Kendall's Tau
Message-ID: <93A2161604A30C4ABE14AC35CAFC8422BC03453F@USDFW11XM32.mercer.com>

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>. 

Thank you,

--Avraham Adler



[Rd] Fast Kendall's Tau
Adler, Avraham