measures: KendallTau – R documentation

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KendallTau

Kendall's tau

Description

Defined as: Kendall's tau correlation between truth and response. Only looks at the order. See Rosset et al.: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.95.1398&rep=rep1&type=pdf.

Usage

KendallTau(truth, response)

Arguments

`truth`	[numeric] vector of true values
`response`	[numeric] vector of predicted values

Examples

n = 20
set.seed(123)
truth = rnorm(n)
response = rnorm(n)
KendallTau(truth, response)

measures

Performance Measures for Statistical Learning

v0.3

GPL-3

Authors

Philipp Probst [aut, cre]

Initial release