Calculating Kendall's tau

Question

Anna 2013-8-3

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/83900-calculating-kendall-s-tau

编辑： VENKATA PHANIKRISHNA B 2019-10-15

采纳的回答： Wayne King

Hi, I'm trying to calculate Kendall's tau using the 'corrcoef' command. My code so far is:

A_col = A_short'

idx = find(~isnan(B)+~isnan(A_col)==2);

[RHO,PVAL] = corrcoef(B(idx),A_col(idx),'type',Kendall)

The last line produces the error 'Undefined function or variable 'Kendall'. According to matlab help this is a valid value so how can I specify that I want a Kendall tau correaltion as oposed to a Pearson correlation?

Please help. Thanks

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Answer 1

Wayne King 2013-8-3

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https://ww2.mathworks.cn/matlabcentral/answers/83900-calculating-kendall-s-tau#answer_93482

编辑：Wayne King 2013-8-3

在 MATLAB Online 中打开

Hi Anna, 'Kendall' is not an option of corrcoef(). It is an option for the function corr(), which is part of the Statistics Toolbox.

So, this will work:

    x = randn(30,4);
    y = randn(30,4);
    y(:,4) = sum(x,2);
    [r,p] = corr(x,y,'type','Kendall');

provided you have the Statistics Toolbox

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Anna 2013-8-3

Hi Wayne, thank you that works brilliantly! I was worried that using corr instead of corrcoef would give me a huge matrix of r and p values but there's only one thankfully! Cheers :)

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