[SciPy-dev] Possible Error in Kendall's Tau (scipy.stats.stats.kendalltau)

[Sturla Molden]

On 3/18/2009 6:16 PM, josef.pktd at gmail.com wrote:

> You could still have O(C*D) > O(N**2), if the table is sparse, and you
> haven't deleted the empty rows and columns.

Yes. So what is the faster option depends on N and the number of ordinal 
categories. But often we have C*D << N**2. If N is a million and 100 
categories suffice, it is easy to do the math.

Also, it is possible to estimate tau by Monte Carlo.

S.M.