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|Home MathPack Math2 Class TCurveFit Methods KendallsTau|
|See also: CorrCoeff, KruskalGamma, SpearmanRankCorr|
The function KendallsTau returns Kendall's rank correlation (t or tau), a measure of the strength of dependence between the x- and y-values entered by the method EnterStatValue. The variable parameter p returns the (two-sided) probability that the calculated correlation coefficient could have been obtained at random (level of significance).
Note, that at least 3 data pairs have to be entered to calculate a valid correlation coefficient.