Crate kendalls[−][src]
Expand description
Kendall’s tau rank correlation. At this point this is basically a copy-paste from Apache Commons Math library with some additions taken from scipy and R cor.test function
Example usage:
let res = kendalls::tau_b(&[1, 2, 3], &[3, 4, 5]); assert_eq!(res, Ok((1.0, 1.5666989036012806)));
If you want to compute correlation, let’s say, for f64
type, then you will have to
provide either a custom comparator function or declare Ord
trait for your custom floating point
numbers type (see float crate).
use std::cmp::Ordering; let (tau_b, _) = kendalls::tau_b_with_comparator( &[1.0, 2.0], &[3.0, 4.0], |a: &f64, b: &f64| a.partial_cmp(&b).unwrap_or(Ordering::Greater), ).unwrap(); assert_eq!(tau_b, 1.0);
The function will return an error if you pass empty arrays into it or x
and y
arrays’
dimensions are not equal.
Enums
Error |
Functions
tau_b | Implementation of Kendall’s Tau-b rank correlation between two arrays. |
tau_b_with_comparator | The same as |