On 13 December 2009 at 00:38, David Simcha wrote: | I've noticed that the implementation of Kendall's Tau in R is O(N^2). | The following reference describes how it can be done in O(N log N): | | A Computer Method for Calculating Kendall's Tau with Ungrouped Data | William R. Knight | Journal of the American Statistical Association, Vol. 61, No. 314, Part | 1 (Jun., 1966), pp. 436-439 | http://www.jstor.org/pss/2282833
Interesting. I recently used the performance of cor(X, method="kendall") as a contrast to the 26-fold speedup when (!!) using gpuCor(X, method="kendall") from the nice gputools package by Josh Buckner and Mark Seligman. That was using the GPU in a QuadroFX 4800 with a 1206 x 477 matrix; the full example is in my most recent 'Intro to HPC with R' slides. | I'm interested in contributing an implementation of this algorithm to | R. However, I have a few questions: | | 1. Would it likely be accepted if well-implemented? | 2. cov.c in the main/ directory of the R source tree seems to contain | at least 4 different but nearly identical implementations of Kendall's | Tau: cov_complete1, cov_complete2, cov_na1, and cov_na2. I can't tell | why. Combine your bottom-up code analysis with a top-down usage analysis -- open up R and read 'help(cov)'. There are different ways to deal with missing observations. | The file is very difficult to read because of its lack of | comments, (ab)use of macros and improper indentation. As I will | probably need to modify this file, can some seasoned veteran please | explain what the heck is going on in this file? Again, I think reading the help file along with the code may prove beneficial. The R implementation is pretty consistent across files to you will have to get used to those C level macros if you want to modify code at that level. The R Extensions manual may prove helpful. Lastly, as a matter of style, I find people are more likely to help you if you don't hit them first with a two-by-four of 'your code and style is horrid'. Cheers, Dirk -- Three out of two people have difficulties with fractions. ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
