肯德尔相关性分析
Before we begin I hope you guys have a basic understanding of Pearson’s and Spearman's correlation. As the name suggests this correlation was named after Maurice Kendall in the year 1938.
在开始之前,我希望你们对皮尔逊和斯皮尔曼的相关性有一个基本的了解。 顾名思义,这种关联是在1938年以莫里斯·肯德尔(Maurice Kendall )命名的。
This type of correlation is best suited for the discrete data. Here we are not completely dependent on the directional flow of the ranks of various observation that we used to do in spearman’s correlation. Here we are more concerned with concordant pairs and discordant pairs.
这种相关性最适合离散数据。 在这里,我们并不完全依赖于我们过去在斯皮尔曼相关性中所做的各种观测的秩的方向流。 在这里,我们更关心一致对和不一致对。
1. Concordant pairs
1.协和对
For a given set of data the concordant pairs are such that for a given set of data suppose (x1, y1) and (x2, y2)<