Spearman correlation and ties

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南旧
南旧 2020-12-04 16:45

I\'m computing Spearman\'s rho on small sets of paired rankings. Spearman is well known for not handling ties properly. For example, taking 2 sets of 8 rankings, even if 6 a

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  • 2020-12-04 17:36

    The R package ConsRank contains an implementation of Edmon and Mason's Tau_X. This appears to be the (mathematically) best currently known method for handling ties.

    See the docs, which give the usage as

    Tau_X(X, Y=NULL)
    

    where X can be a matrix.

    As pointed out by @wibeasley, Emond and Mason (2002) proposed Tau_X, a new rank correlation coefficient which appears to be superior to Kendal's Tau-b. NelsonGon was concerned that the paper is from 2002, predating the question by a few years, but seems to have overlooked that Spearman's correlation dates from 1904, and Kendall's Tau from 1938.

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