# scipy.stats.mstats.kendalltau¶

scipy.stats.mstats.kendalltau(x, y, use_ties=True, use_missing=False, method='auto')[source]

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

Parameters
xsequence

First data list (for example, time).

ysequence

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)

method: {‘auto’, ‘asymptotic’, ‘exact’}, optional

Defines which method is used to calculate the p-value [1]. ‘asymptotic’ uses a normal approximation valid for large samples. ‘exact’ computes the exact p-value, but can only be used if no ties are present. As the sample size increases, the ‘exact’ computation time may grow and the result may lose some precision. ‘auto’ is the default and selects the appropriate method based on a trade-off between speed and accuracy.

Returns
correlationfloat

Kendall tau

pvaluefloat

Approximate 2-side p-value.

References

1

Maurice G. Kendall, “Rank Correlation Methods” (4th Edition), Charles Griffin & Co., 1970.

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