Stats.KendallTau<T> Method

Returns Kendall's tau-b correlation coefficient between two sets of values.

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public static double KendallTau<T>(
	IList<T> data1,
	IList<T> data2
)
where T : Object, IComparable<T>

Parameters

data1  IList<T>
A Double array.
data2  IList<T>
A Double array.

Type Parameters

T

Return Value

Double
The Kendall tau correlation between the two sets of values.

Exceptions

ArgumentNullExceptiondata1 is null.

-or-

data2 is null.

DimensionMismatchException The length of data1 does not equal the length of data2.

See Also