From Avraham.Adler at guycarp.com  Wed Jun 27 17:15:48 2012
From: Avraham.Adler at guycarp.com (Adler, Avraham)
Date: Wed, 27 Jun 2012 10:15:48 -0500
Subject: [Rd] Fast Kendall's tau
In-Reply-To: <4FEAF973.1070208@mayo.edu>
References: <mailman.35.1340791210.11223.r-devel@r-project.org>
	<4FEAF973.1070208@mayo.edu>
Message-ID: <93A2161604A30C4ABE14AC35CAFC8422BCA465ED@USDFW11XM32.mercer.com>

> From: Terry Therneau [mailto:therneau at mayo.edu] 
> Sent: Wednesday, June 27, 2012 8:16 AM
> To: r-devel at r-project.org; Adler at smtprelay.mayo.edu; Adler, Avraham
> Subject: Re: Fast Kendall's tau
>
> Note that the survConcordance function, which is equivalent to Kendall's tau, also is O(n log n)
> and it does compute a variance.   The variance is about 4/5 of the work.

[snip]
	
> I agree with Brian, especially since the Spearman and Kendall results rarely (ever?) disagree
> on their main message for n>50.   At the very most, one might add a footnote to the the help page for
> cor.test pointing to the faster codes.
>
> Terry T.


Thank you, Terry, for pointing me to survConcordance. As for documentation, I agree that would probably be optimal in terms of reward for least amount of work/disruption.

Thank you again,

Avraham Adler



[Rd] Fast Kendall's tau
Adler, Avraham