OPEN-SOURCE SCRIPT
已更新

Kendall Rank Correlation Coefficient

8 127
Kendall Rank Correlation Coefficient script.

This way to measure the ordinal association between two measured quantities described by Maurice Kendall (1938, Biometrika, 30 (1–2): 81–89, "A New Measure of Rank Correlation").

In this script I compare Kendall Coefficient and Pearson Coefficient (using built-in "correlation" function).
發行說明
Refactored

免責聲明

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.