From SeshanV at mskcc.org  Sat Apr 30 17:20:59 2011
From: SeshanV at mskcc.org (SeshanV at mskcc.org)
Date: Sat, 30 Apr 2011 11:20:59 -0400
Subject: [Rd] Kendall's tau code
Message-ID: <3C5050149D662D4C8E41A0EC71CAE93447EBB30DAE@SMSKPEX7MBX6.MSKCC.ROOT.MSKCC.ORG>

I discovered that  the Kendall's tau calculation in R uses all pairwise comparisons which is O(n^2) and takes a long time for large vectors. I implemented a O(n*log(n)) algorithm based on merge-sort. Is this of interest to be included in core R? The code (fortran and R wrapper) is available in my package clinfun v0.9.7 (not exported in NAMESPACE). 

Thanks,
Venkat

-- 
Venkatraman E. Seshan, Ph.D. | Attending Biostatistician
Director of Biostatistics Computer-Intensive Support Services
Department of Epidemiology and Biostatistics | MSKCC
307 E 63rd St 3rd Floor | New York, NY 10065
Phone: 646-735-8126 | Fax: 646-735-0010

 
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[Rd] Kendall's tau code
SeshanV at mskcc.org