Returns Kendall's tau-b correlation coefficient between two sets of values.
Namespace: Extreme.StatisticsAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.17114.0)
public static double KendallTau<T>(
IList<T> data1,
IList<T> data2
)
where T : Object, IComparable<T>
Public Shared Function KendallTau(Of T As {Object, IComparable(Of T)}) (
data1 As IList(Of T),
data2 As IList(Of T)
) As Double
public:
generic<typename T>
where T : Object, IComparable<T>
static double KendallTau(
IList<T>^ data1,
IList<T>^ data2
)
static member KendallTau :
data1 : IList<'T> *
data2 : IList<'T> -> float when 'T : Object and IComparable<'T>
Parameters
- data1
- Type: System.Collections.GenericIListT
A Double array. - data2
- Type: System.Collections.GenericIListT
A Double array.
Type Parameters
- T
Return Value
Type:
DoubleThe Kendall tau correlation between the two sets of values.
Numerical Libraries
Supported in: 6.0
Reference