KendallTauTest

KendallTauTest[v1,v2] tests whether the vectors v1 and v2 are independent.

KendallTauTest[m1,m2] tests whether the matrices m1 and m2 are independent.

KendallTauTest[…,"property"] returns the value of "property".

Examples

Test independence of two vectors:

KendallTauTest[{1, 2, 3, 4}, {2, 4, 6, 8}]
(* 0.00833333 *)

Get the test statistic:

KendallTauTest[{1, 2, 3}, {3, 2, 1}, "TestStatistic"]
(* -1. *)

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