Kendall's tau - Gretl-users - gretlml.univpm.it

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Kendall's tau

How i can calculate the residual...

removing nan and inf from a matrix

Sven Schreiber

Thursday, 9 June 2016 Thu, 9 Jun '16

2:26 p.m.

Hi, 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. thanks, sven

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Sven Schreiber

Monday, 13 June Mon, 13 Jun

3:59 p.m.

Am 09.06.2016 um 16:26 schrieb Sven Schreiber:

Hi, 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? thanks, sven

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Sven Schreiber