Kendall's Tau implementation for ties

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!

2 件のコメント

frankovaT
frankovaT 2021 年 3 月 2 日
good question, sorry to see that you did not get an answer
Zhouyuan WANG
Zhouyuan WANG 2022 年 4 月 10 日

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2016 年 9 月 22 日

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2022 年 4 月 10 日

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