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scipy.stats.mstats.kendalltau

scipy.stats.mstats.kendalltau(x, y, use_ties=True, use_missing=False)

Computes Kendall’s rank correlation tau on two variables x and y.

Parameters :

xdata: sequence :

First data list (for example, time).

ydata: sequence :

Second data list.

use_ties: {True, False} optional :

Whether ties correction should be performed.

use_missing: {False, True} optional :

Whether missing data should be allocated a rank of 0 (False) or the average rank (True)

Returns :

tau : float

Kendall tau

prob : float

Approximate 2-side p-value.