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Home MathPack Math2 Class TCurveFit Methods KendallsTau  
See also: CorrCoeff, KruskalGamma, SpearmanRankCorr  
KendallsTau 

The function KendallsTau returns Kendall's rank correlation (t or tau), a measure of the strength of dependence between the x and yvalues entered by the method EnterStatValue. The variable parameter p returns the (twosided) 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.
