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Kendall's Tau tests and update #328

Merged
merged 8 commits into from
May 7, 2024
Merged

Kendall's Tau tests and update #328

merged 8 commits into from
May 7, 2024

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kevmal
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@kevmal kevmal commented Apr 28, 2024

Closes #90

  • Adds kendallTauA, kendallTauB, kendallTauC
  • Rewrite of Seq.kendall to O(n log n) algo
  • Seq.kendall is an alias for Seq.kendallTauB
  • Additional unit tests across kendall, pearson, spearman (calculated with R)
  • Not all unit tests pass with original kendall but pass with rewrite

[Required] please make sure you checked that

  • The project builds without problems on your machine

[Optional]

  • Added unit tests regarding the added features

@bvenn
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bvenn commented Apr 30, 2024

Thank you for taking care of this old issue! Now that you have obviously spent some time dealing with kendall variants and their differences, it would be great if you could write 1-2 sentences about each variant in the docs. If you don't have time, I can also collect the information from your XML comments and add them to the correlation docs.

@bvenn bvenn merged commit bfd6348 into fslaborg:developer May 7, 2024
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Kendall correlation variants are unclear
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