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  2. Kendall rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Kendall_rank_correlation...

    The Tau-b statistic, unlike Tau-a, makes adjustments for ties. This Tau-b was first described by Kendall in 1945 under the name Tau-w [12] as an extension of the original Tau statistic supporting ties. Values of Tau-b range from −1 (100% negative association, or perfect disagreement) to +1 (100% positive association, or perfect agreement).

  3. Kendall tau distance - Wikipedia

    en.wikipedia.org/wiki/Kendall_tau_distance

    The Kendall tau rank distance is a metric (distance function) ... In order to calculate the Kendall tau distance between these two rankings, pair each person with ...

  4. Rank correlation - Wikipedia

    en.wikipedia.org/wiki/Rank_correlation

    Kendall's τ; Goodman and Kruskal's γ; Somers' D; An increasing rank correlation coefficient implies increasing agreement between rankings. The coefficient is inside the interval [−1, 1] and assumes the value: 1 if the agreement between the two rankings is perfect; the two rankings are the same. 0 if the rankings are completely independent.

  5. Correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Correlation_coefficient

    The Kendall tau rank correlation coefficient is a measure of the portion of ranks that match between two data sets. Goodman and Kruskal's gamma is a measure of the strength of association of the cross tabulated data when both variables are measured at the ordinal level.

  6. Concordant pair - Wikipedia

    en.wikipedia.org/wiki/Concordant_pair

    The Kendall tau distance between two series is the total number of discordant pairs. The Kendall tau rank correlation coefficient, which measures how closely related two series of numbers are, is proportional to the difference between the number of concordant pairs and the number of discordant pairs.

  7. Ranking SVM - Wikipedia

    en.wikipedia.org/wiki/Ranking_SVM

    Kendall's Tau also refers to Kendall tau rank correlation coefficient, which is commonly used to compare two ranking methods for the same data set. Suppose r 1 {\displaystyle r_{1}} and r 2 {\displaystyle r_{2}} are two ranking method applied to data set C {\displaystyle \mathbb {C} } , the Kendall's Tau between r 1 {\displaystyle r_{1}} and r ...

  8. Somers' D - Wikipedia

    en.wikipedia.org/wiki/Somers'_D

    Note that Kendall's tau is symmetric in X and Y, whereas Somers’ D is asymmetric in X and Y. As τ ( X , X ) {\displaystyle \tau (X,X)} quantifies the number of pairs with unequal X values, Somers’ D is the difference between the number of concordant and discordant pairs, divided by the number of pairs with X values in the pair being unequal.

  9. Kendall's W - Wikipedia

    en.wikipedia.org/wiki/Kendall's_W

    Kendall's W (also known as Kendall's coefficient of concordance) is a non-parametric statistic for rank correlation. It is a normalization of the statistic of the Friedman test, and can be used for assessing agreement among raters and in particular inter-rater reliability. Kendall's W ranges from 0 (no agreement) to 1 (complete agreement).