Re: [Gretl-devel] [Gretl-users] Kendall's tau
On Mon, 13 Jun 2016, Sven Schreiber wrote:
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.
I'll take a look at this tomorrow, or Wednesday at the latest.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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