(defn kendalls-tau
"
http://en.wikipedia.org/wiki/Kendall_tau_rank_correlation_coefficient
http://www.statsdirect.com/help/nonparametric_methods/kend.htm
http://mail.scipy.org/pipermail/scipy-dev/2009-March/011589.html
best explanation and example is in \"cluster analysis for researchers\" page 165.
http://www.amazon.com/Cluster-Analysis-Researchers-Charles-Romesburg/dp/1411606175
"
[a b]
(let [_ (assert (= (count a) (count b)))
n (count a)
ranked (reverse (sort-map (zipmap a b)))
;;dcd is the meat of the calculation, the difference between the doncordant and discordant pairs
dcd (second
(reduce
(fn [[vals total] [k v]]
(let [diff (- (count (filter #(> % v) vals))
(count (filter #(< % v) vals)))]
[(conj vals v) (+ total diff)]))
[[] 0]
ranked))]
(/ (* 2 dcd)
(* n (- n 1)))))
Vars in
incanter.stats/kendalls-tau:
*
-
/
defn
let
Used in 0 other vars
Source
incanter/stats.clj:2789
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