Stats.Kendall Tau<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#
The Kendall tau correlation between the two sets of values.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
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
DoubleThe Kendall tau correlation between the two sets of values.
Exceptions
ArgumentNullException | data1 is null.
-or- data2 is null. |
Dimension | The length of data1 does not equal the length of data2. |