Class KendallTau
public class KendallTau extends CorrelationIndex
Note that in the literature the 1945 definition is often called τ_{b}, and τ is reserved for the original coefficient (“A new measure of rank correlation”, Biometrika 30:81−93, 1938). But this distinction is pointless, as the 1938 paper defines τ only for rankings with no ties, and the generalisation in the 1945 paper reduces exactly to the original definition if there are no ties.
Given two scores vectors for a list of items,
this class provides a method to compute efficiently Kendall's τ
using an ExchangeCounter
.
This class is a singleton: methods must be invoked on INSTANCE
.
Additional methods inherited from CorrelationIndex
make it possible to
compute directly the score bewteen two files, or to bound the number of significant digits.
More precisely, given r_{i} and s_{i} (i = 0, 1, …, n − 1), we say that a pair (i, j), i<j, is
 concordant iff r_{i} − r_{j} and s_{i} − s_{j} are both nonzero and have the same sign;
 discordant iff r_{i} − r_{j} and s_{i} − s_{j} are both nonzero and have opposite signs;
 an rtie iff r_{i} − r_{j} = 0;
 an stie iff s_{i} − s_{j} = 0;
 a joint tie iff r_{i} − r_{j} = 0 and s_{i} − s_{j} = 0.
Let C, D, T_{r}, T_{s}, J be the number of concordant pairs, discordant pairs, rties, sties and joint ties, respectively, and N = n(n − 1)/2. Of course C+D+T_{r}+T_{s} − J = N. Kendall's τ is now
τ = (C − D) / [(N − T_{r})(N − T_{s})]^{1/2}
A main method is provided for commandline usage.

Field Summary
Fields Modifier and Type Field Description static KendallTau
INSTANCE
The singleton instance of this class. 
Method Summary
Methods inherited from class it.unimi.dsi.law.stat.CorrelationIndex
compute, compute, compute, compute, computeDoubles, computeDoubles, computeDoubles, computeDoubles, computeFloats, computeFloats, computeFloats, computeFloats, computeInts, computeInts, computeLongs, computeLongs, loadAsDoubles, parseInputTypes

Field Details

INSTANCE
The singleton instance of this class.


Method Details

compute
public double compute(double[] v0, double[] v1)Computes Kendall's τ between two score vectors.Note that this method must be called with some care. More precisely, the two arguments should be built onthefly in the method call, and not stored in variables, as the first argument array will be
null
'd during the execution of this method to free some memory: if the array is referenced elsewhere the garbage collector will not be able to collect it. Specified by:
compute
in classCorrelationIndex
 Parameters:
v0
 the first score vector.v1
 the second score vector. Returns:
 Kendall's τ.

main
