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PGS62 committed Mar 21, 2024
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# KendallTau.jl

This unregistered package exports four functions, each with better performance than the
functions of the same name in StatsBase.
equivalent function in StatsBase.

* `corkendall`, for the calculation of Kendall's τ coefficient.
* `corspearman`, for the calculation of Spearman correlation.
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### `corkendall` performance against size of `x`
<img width="800" alt="image" src="plots/KendallTau vs StatsBase corkendall speed on 12 core 20 thread 15 Feb 2024.svg">

### `corspearman` performance against size of `x`
<img width="800" alt="image" src="plots/KendallTau vs StatsBase corspearman speed on 12 core 20 thread 21 March 2024.svg">


Philip Swannell
19 March 2024
21 March 2024


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