First threaded version to be considered for StatsBase
Release to allow for code review prior to making a PR to replace StatsBase's corkendall
with the version from this package.
Advantages:
- Speed. As described in the README file, this version of
corkendall
is faster than that in StatsBase by a factor close to the number of cores available. There is a speed up only when at least one ofx
andy
is a matrix - threading is not (easily) possible in the vector-vector case. - The function has a new keyword argument
skipmissing
, with allowed values:none
,:pairwise
and:listwise
Drawback:
- The function does not make use of StatsBase's
pairwise
function to implement the handling of missing values.