R: Kendall's Tau-b

KendallTauB {DescTools} | R Documentation

## Kendall's Tau-b

### Description

Calculate Kendall's tau-b. The estimator could also be calculated with `cor(..., method="kendall")`. The calculation of confidence intervals however would not be found there.

### Usage

    KendallTauB(x, y = NULL, conf.level = NA, ...)

### Arguments

`x` | a numeric vector, matrix or data.frame.
`y` | NULL (default) or a vector with compatible dimensions to `x`. If y is provided, `table(x, y, ...)` is calculated.
`conf.level` | confidence level of the interval. If set to `NA` (which is the default) no confidence interval will be calculated.
`...` | further arguments are passed to the function `table`, allowing i.e. to set useNA. This refers only to the vector interface.

### Value

a single numeric value if no confidence intervals are requested,
and otherwise a numeric vector with 3 elements for the estimate, the lower and the upper confidence interval

### Author(s)

Andri Signorell <andri@signorell.net>

### References

Agresti, A. (2002) Categorical Data Analysis. John Wiley & Sons, pp. 57-59.

Kendall, M. (1955) Rank Correlation Methods, Second Edition, London: Charles Griffin and Co.

Brown, M.B.andBenedetti, J.K.(1977) Sampling Behavior of Tests for Correlation in Two-Way Contingency Tables, Journal of the American Statistical Association, 72, 309-315.

### See Also

`ConDisPairs` yields concordant and discordant pairs
Other association measures:
`GoodmanKruskalGamma`, `KendallTauA` (tau-a), `cor` (method="kendall") for tau-b, `StuartTauC` (tau-c), `SomersDelta`
`Lambda`, `GoodmanKruskalTau`, `UncertCoef`, `MutInf`

### Examples

    # example in:
    # http://support.sas.com/documentation/cdl/en/statugfreq/63124/PDF/default/statugfreq.pdf
    # pp. S. 1821

    tab <- as.table(rbind(c(26,26,23,18,9),c(6,7,9,14,23)))

    KendallTauB(tab, conf.level=0.95)

[Package DescTools version 0.99.34 Index]