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

Question

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

Answer 1

Quite a while, but the 3 functions are implemented in DescTools.

library(DescTools)
# example in: 
# http://support.sas.com/documentation/cdl/en/statugfreq/63124/PDF/default/statugfreq.pdf
# pp. S. 1821
tab <- as.table(rbind(c(26,26,23,18,9),c(6,7,9,14,23)))

# tau-a
KendallTauA(tab, conf.level=0.95)
tau_a    lwr.ci    ups.ci 
0.2068323 0.1771300 0.2365346 

# tau-b
KendallTauB(tab, conf.level=0.95)
    tau_b    lwr.ci    ups.ci 
0.3372567 0.2114009 0.4631126 

# tau-c
> StuartTauC(tab, conf.level=0.95)
     tauc    lwr.ci    ups.ci 
0.4110953 0.2546754 0.5675151 

# alternative for tau-b:
d.frm <- Untable(tab, dimnames = list(1:2, 1:5))
cor(as.numeric(d.frm$Var1), as.numeric(d.frm$Var2),method="kendall")
[1] 0.3372567

# but no confidence intervalls for tau-b! Check:
unclass(cor.test(as.numeric(d.frm$Var1), as.numeric(d.frm$Var2), method="kendall"))