[SciPy-dev] Possible Error in Kendall's Tau (scipy.stats.stats.kendalltau)

[Almer S. Tigelaar]

Hi Josef,

On Wed, 2009-03-18 at 12:35 -0400, josef.pktd at gmail.com wrote:
> I think, there should be a clear theoretical foundation and
> interpretation and not just twisting the tie handling a bit.

True. Honestly, my expectation before running my [1,1,2] [1,1,2] example
was also (expressed in unit tests) that this should yield a +1.0
correlation. I started to investigate this further when I noticed it was
not so (for my own implementation).

I do think the correlation argument is pretty convincing both
intuitively and semantically. On identical lists, the correlation should
be +1.0. This is not so for example for the Kendall tau-c variant, which
gets closer to +1.0 as the number of items to rank increases, for which
I can still not give an entirely satisfactory explanation.

With kind regards,

Almer S. Tigelaar.