kendall#

swordfish.function.kendall()#

Calculate the Kendall rank correlation coefficient between X and Y. Null values are ignored in the calculation.

If X or Y is a matrix, perform the aforementioned calculation on each column and return a vector.

If X or Y is an in-memory table, perform the aforementioned calculation on each numeric column of the table and return a table (where null values are returned for non-numeric columns).

Parameters:
  • X (Constant) – A scalar, vector, matrix or in-memory table.

  • Y (Constant) – A scalar, vector, matrix or in-memory table.