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
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. 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?
Well, it is not that hard to find that the functions you mentioned are
all used (for different cases) in the main function
do_cov
that is called by R's cov() function.
Given you provide a well tested implementation based on a published
algorithm that is numerically as stable as the method already
implemented in R, including all features, and gives identical results, I
think it is very likely that your implementation will replace the one
that is currently used in R.
Best,
Uwe Ligges
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