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kendalls

crates.io docs.rs codecov

Kendall's rank correlation coefficient

Usage

Add this to your Cargo.toml:

[dependencies]
kendalls = "1.0.0"

and this to your crate root:

extern crate kendalls;

Example:

fn main() -> Result<(), kendalls::Error> {
    let (tau_b, significance) = kendalls::tau_b(&[1, 2, 3], &[3, 4, 5])?;
    assert_eq!(tau_b, 1.0);
    assert_eq!(significance, 1.5666989036012806);

    Ok(())
}

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Kendall's tau rank correlation

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