Struct KendallTau

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pub struct KendallTau;

Expand description

Kendall Tau-a rank correlation.

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impl KendallTau

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pub fn compute(x: &[f64], y: &[f64]) -> Result<f64, MultivariateError>

Compute Kendall Tau-b using O(n log n) merge-sort algorithm (Knight 2006).

Counts discordant pairs via merge-sort-based inversion counting on the y-ranks after sorting by x-ranks. Tau-b accounts for ties on both x and y through the denominator √((n₀−n₁)(n₀−n₂)).

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impl CorrelationMethod for KendallTau

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fn compute(&self, x: &[f64], y: &[f64]) -> Result<f64, MultivariateError>

Compute the correlation coefficient between two equal-length slices.

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fn supports_incremental(&self) -> bool

Whether this method supports incremental (online) updates.

Auto Trait Implementations§

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impl UnwindSafe for KendallTau

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impl<T> Allocation for T
where T: RefUnwindSafe + Send + Sync,

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

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impl<T> Borrow<T> for T
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fn borrow(&self) -> &T

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impl<T> BorrowMut<T> for T
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fn borrow_mut(&mut self) -> &mut T

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impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
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impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self> ⓘ

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

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fn into(self) -> U

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Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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