Re: [Gretl-devel] [Gretl-users] Kendall's tau
Am 13.06.2016 um 17:59 schrieb Sven Schreiber:
Am 09.06.2016 um 16:26 schrieb Sven Schreiber:
> there are the options --spearman and --kendall for the
'corr' command.
> (And in the GUI, Model -> Robust estimation -> Rank correlation).
>
> How to get the results of these computations, i.e. what is the
> function-based variant? The corr() function doesn't do this, according
> to the doc.
>
To rephrase the question slightly: Where in the source is the rank
correlation buried?
Sorry to populate this thread all by myself [and moving to devel]; the
rank correlation seems to reside in lib/src/nonparam.c, ok. There are
two Kendall-related C functions there, one does the actual calculation
and the other one more or less prints the results. Don't know which of
these would need to be hooked up to the hansl corr() function, but I
would be interested to learn how gretl would do this internally.
thanks,
sven