Kendall Tau correlation
- From: "Bart Hamers" <bart.hamers@xxxxxxxxx>
- Date: 18 Aug 2006 12:03:51 -0700
Hello,
Could anyone help me with he following?
I would like to have the standard deviation of the Kendall Tau
correlation coefficient thogether with the p-value for the 'difference
from zero test'.
The matlab statistics toolbox provides the Kendall Tau correlation
together the p-value. However, it does not provide the standard
deviation.
Who knows how to compute this standard deviation? Or does somebody
perhaps have a matlab function for this?
Thanks,
Bart
.
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