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

Just to expand of Stedy's answer... cor(x,y,method="kendall") will give you the correlation, cor.test(x,y,method="kendall") will give you a p-value and CI.

Also, take a look at the Kendall package, which provides a function which claims a better approximation.

> library(Kendall)
> Kendall(x,y)

There is also the cor.matrix function in the Deducer package for nice printing:

> library(Deducer)
> cor.matrix(variables=d(mpg,hp,wt),,
+ data=mtcars,
+ test=cor.test,
+ method='kendall',
+ alternative="two.sided",exact=F)

                          Kendall's rank correlation tau                          

           mpg     hp      wt     
mpg    cor 1       -0.7428 -0.7278
         N 32      32      32     
    stat**         -5.871  -5.798 
   p-value         0.0000  0.0000 
----------                        
 hp    cor -0.7428 1       0.6113 
         N 32      32      32     
    stat** -5.871          4.845  
   p-value 0.0000          0.0000 
----------                        
 wt    cor -0.7278 0.6113  1      
         N 32      32      32     
    stat** -5.798  4.845          
   p-value 0.0000  0.0000         
----------                        
    ** z
    HA: two.sided