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radanalyticsio / silex

something to help you spark
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Implement Kendall's Tau #57

Open rnowling opened 8 years ago

rnowling commented 8 years ago

Implement Kendall's Tau, a measure of ordinal association.

Ping @erikerlandson -- do you have an implementation sitting around you could easily make into a PR? :)

rnowling commented 8 years ago

Implemented in math3 :

https://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/org/apache/commons/math3/stat/correlation/package-summary.html

Maybe we can add a note in the statistics package documentation to look at math3 (with a link) for functions missing from Silex? Or provide a wrapper?

erikerlandson commented 8 years ago

The math3 implementation works on doubles, which I'd assume handles most practical cases.

We could consider adding support for generalizations, although I'm not aware of any particular applications at the present: http://erikerlandson.github.io/blog/2015/08/14/generalizing-kendalls-tau/