KendallTau {measures} | R Documentation |
Defined as: Kendall's tau correlation between truth and response. Only looks at the order. See Rosset et al.: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.95.1398&rep=rep1&type=pdf.
KendallTau(truth, response)
truth |
[numeric] vector of true values |
response |
[numeric] vector of predicted values |
n = 20
set.seed(123)
truth = rnorm(n)
response = rnorm(n)
KendallTau(truth, response)