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Kendallknight: An R Package for Kendall’s Correlation Coefficient

Vaseline August 18, 2024

(This article was first published on pacha.dev/blogand kindly contributed to R-bloggers). (You can report problems with the content of this page here)

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Motivation

Existing R packages, such as pcaPP, provide efficient implementations of the Kendall correlation coefficient. However, I wanted to create my own package, solely for this purpose, without additional features, and that also allows for testing hypotheses about the correlation coefficient.

Installation

You can install the development version from GitHub using:

remotes::install_github("pachadotdev/Kendallknight")

Usage

library(kendallknight)

x  kendall_cor(x, y)
(1) -1

> kendall_cor_test(x, y, "two.sided")
$statistic
(1) -1

$p_value
(1) 0.01666667

$alternative
(1) "alternative hypothesis: true tau is not equal to 0"