Journal
COMPUTATIONAL STATISTICS
Volume 20, Issue 1, Pages 51-62Publisher
PHYSICA-VERLAG GMBH & CO
DOI: 10.1007/BF02736122
Keywords
Kendall's tau; algorithm; O(n log n)
Categories
Ask authors/readers for more resources
Traditional algorithms for the calculation of Kendall's τ between two datasets of n samples have a calculation time of O(n(2)). This paper presents a suite of algorithms with expected calculation time of O(n log n) or better using a combination of sorting and balanced tree data structures. The literature, e.g. Dwork et al. (2001), has alluded to the existence of O(n log n) algorithms without any analysis: this paper gives an explicit descriptions of such algorithms for general use both for the case with and without duplicate values in the data. Execution times for sample data are reduced from 3.8 hours to around 1-2 seconds for one million data pairs.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available