subject:"\[Rd\] O\(N log N\) Kendall Tau"

Re: [Rd] O(N log N) Kendall Tau

2009-12-13 Thread Uwe Ligges

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,

Re: [Rd] O(N log N) Kendall Tau

2009-12-13 Thread Dirk Eddelbuettel

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 | Journa

[Rd] O(N log N) Kendall Tau

2009-12-13 Thread David Simcha

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