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From Devl Devel <devl.developm...@gmail.com>
Subject [math] Kendall's Tau Implementation
Date Tue, 10 Jul 2012 19:09:14 GMT
Hi Phil and All.

Thanks for the welcome. I manage to get,build and test the SVN trunk branch
and took a look at the Spearmans Rank implementation. I did notice a few
test failures overall in the build such as RealVectorTest, hopefully they
are part of the build and not something I am missing in my checkout.

My only question for now is: how can I view the Jenkins build to see what's
not passing tests at the moment? I understand there are email alerts
however it would be good to see (readonly) the state of the current build
somehow.

I've also added a JIRA entry https://issues.apache.org/jira/browse/MATH-814 and
on the wishlist
http://wiki.apache.org/commons/MathWishList#preview

Will update once there is any progress :)

Cheers
Dev
On Thu, Jul 5, 2012 at 10:24 PM, Devl Devel <devl.development@gmail.com>wrote:

> Hi All,
>
> Below is a proposal for a new feature:
>
> *A concise description of the new feature / enhancement*
> *
> *
> I propose a new feature to implement the Kendall's Tau which is a measure
> of Association/Correlation between ranked ordinal data.
>
> *References to definitions and algorithms.*
> *
> *A basic description is available at
> http://en.wikipedia.org/wiki/Kendall_tau_rank_correlation_coefficient however
> the test implementation will follow that defined by "Handbook of
> Parametric and Nonparametric Statistical Procedures, Fifth Edition, Page
> 1393 Test 30, ISBN-10: 1439858012 | ISBN-13: 978-1439858011."
>
> The algorithm is proposed as follows.
>
> Given two rankings or permutations represented by a 2D matrix; columns
> indicate rankings (e.g. by an individual) and row are observations of each
> rank. The algorithm is to calculate the total number of concordant pairs of
> ranks (between columns), discordant pairs of ranks  (between columns) and
> calculate the Tau defined as
>
> tau= (Number of concordant - number of discordant)/(n(n-1)/2)
>  where n(n-1)/2 is the total number of possible pairs of ranks.
>
> The method will then output the tau value between 0 and 1 where 1
> signifies a "perfect" correlation between the two ranked lists.
>
> Where ties exist within a ranking it is marked as neither concordant nor
> discordant in the calculation. An optional merge sort can be used to speed
> up the implementation. Details are in the wiki page.
>
> *Some indication of why the addition / enhancement is practically useful*
> *
> *
> Although this implementation is not particularly complex it would be
> useful to have it in a consistent format in the commons math package in
> addition to existing correlation tests. Kendall's Tau is used effectively
> in comparing ranks for products, rankings from search engines or
> measurements from engineering equipment.
>
> This  is my first post on this list, I tried to follow the guidelines but
> let me know if I need to elaborate.
>
> Regards
> Dev
>
>

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