measures (version 0.3)

KendallTau: Kendall's tau

Description

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.

Usage

KendallTau(truth, response)

Arguments

truth

[numeric] vector of true values

response

[numeric] vector of predicted values

Examples

# NOT RUN {
n = 20
set.seed(123)
truth = rnorm(n)
response = rnorm(n)
KendallTau(truth, response)
# }