> From: Terry Therneau [mailto:thern...@mayo.edu]
> Sent: Wednesday, June 27, 2012 8:16 AM
> To: r-devel@r-project.org; ad...@smtprelay.mayo.edu; Adler, Avraham
> Subject: Re: Fast Kendall's tau
>
> Note that the survConcordance function, which is equivalent to Kendall's tau,
> also is O(n log n)
> -Original Message-
> From: Prof Brian Ripley [mailto:rip...@stats.ox.ac.uk]
> Sent: Wednesday, June 27, 2012 1:24 AM
> To: Duncan Murdoch
> Cc: Adler, Avraham; r-devel@r-project.org
> Subject: Re: [Rd] Fast Kendall's Tau
>
> On 26/06/2012 22:44, Duncan Murdoch wrote:
>> On 12-06-25 2:48
Note that the survConcordance function, which is equivalent to Kendall's
tau, also is O(n log n) and it does compute a variance. The variance
is about 4/5 of the work.
Using R 2.15.0 on an older Linux box:
> require(survival)
> require(pcaPP)
> tfun <- function(n) {
+ x <- 1:n + runif(n
