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PGS62 committed Mar 20, 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. I plan to raise a PR to replace the
StatsBase versions with the versions from this package, as a follow-on from issue
[634](https://github.com/JuliaStats/StatsBase.jl/issues/634), commit [647](https://github.com/JuliaStats/StatsBase.jl/commit/11ac5b596405367b3217d3d962e22523fef9bb0d)
(which improved `corkendall`'s performance by a factor of about seven).
functions of the same name in StatsBase.

* `corkendall`, for the calculation of Kendall's τ coefficient.
* `corspearman`, for the calculation of Spearman correlation.
* `pairwise` and `pairwise!` which apply a function `f` to all possible pairs of entries in iterators `x` and `y`.

The improved performance of `pairwise` was achieved by using multiple threads and reduced allocations (especially for `skipmissing = :pairwise`).
The improved performance of `pairwise` results from using multiple threads and reduced allocations (especially for `skipmissing = :pairwise`).
`corkendall` and `corspearman` wrap `pairwise`, but with specialised methods of the private function `_pairwise!` for efficiency.

I plan to raise a PR to replace the
StatsBase versions with the versions from this package, as a follow-on from issue
[634](https://github.com/JuliaStats/StatsBase.jl/issues/634), commit [647](https://github.com/JuliaStats/StatsBase.jl/commit/11ac5b596405367b3217d3d962e22523fef9bb0d)
(which improved `corkendall`'s performance by a factor of about seven).

<details><summary><u>Click for function documentation</u></summary>
<p>
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