Efficient Implementation of Kendall's Correlation Coefficient Computation.

kendallknight

About

tldr; This package implements a different algorithm from the one implemented in base R, and it reduces the complexity of the Kendall’s correlation coefficient from O(n^2) to O(n log n) resulting in a runtime of nano seconds or minutes instead of minutes or hours. This package is written in C++ and uses cpp11 to export the functions to R. See the vignette for the mathematical details.

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Installation

You can install the released version of kendallknight from CRAN with:

install.packages("kendallknight")

You can install the development version of kendallknight like so:

remotes::install_github("pachadotdev/kendallknight")

Examples

See the documentation and vignette: https://pacha.dev/kendallknight/.

Code of Conduct

Please note that the kendallknight project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.