Measures of association in R — Kendall's tau-b and tau-c

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Are there any R packages for the calculation of Kendall\'s tau-b and tau-c, and their associated standard errors? My searches on Google and Rseek have turned up nothing, but su

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  •  感动是毒
    2021-01-30 10:13

    There's a routine for Kendall's coefficient in psych package with corr.test(x, method = "kendall"). This function can be applied on data.frame, and also displays p-values for each pair of variables. I guess it displays tau-a coefficient. Only downside is that it's actually a wrapper for cor() function.

    Wikipedia has good reference on Kendall's coefficient, and check this link out. Try sos package and findFn() function. I got bunch of stuff when querying "tau a" and tau b, but both ended with no luck. And search results seem to merge to Kendall package, as @Ian suggested.

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