Kendall's Tau implementation for ties

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Kiran Karra
Kiran Karra il 22 Set 2016
Commentato: Zhouyuan WANG il 10 Apr 2022
How does Matlab's implementation of Kendall's tau handle ties? I looked at the code, and it adjusts for ties by the adjustment factors given by the tiedrank function if passed in with the second argument equal to 1. However, I didn't find any documentation on what the adjustments are that are calculated by tiedrank? The documentation just says: TIEADJ is a vector of three adjustments for ties required in the computation of Kendall's tau.
Can someone shed light on this? Is Matlab computing tau-b as defined here: Tau-B Wikipedia ?
Thanks!
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frankovaT
frankovaT il 2 Mar 2021
good question, sorry to see that you did not get an answer

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