/usr/include/openturns/kendall.h is in libopenturns-dev 1.2-2.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 | /* This file contains code to calculate Kendall's Tau in O(N log N) time in
* a manner similar to the following reference:
*
* A Computer Method for Calculating Kendall's Tau with Ungrouped Data
* William R. Knight Journal of the American Statistical Association, Vol. 61,
* No. 314, Part 1 (Jun., 1966), pp. 436-439
*
* Copyright (C) 2010 David Simcha
*
* License:
* Boost Software License - Version 1.0 - August 17th, 2003
*
* Permission is hereby granted, free of charge, to any person or organization
* obtaining a copy of the software and accompanying documentation covered by
* this license (the "Software") to use, reproduce, display, distribute,
* execute, and transmit the Software, and to prepare derivative works of the
* Software, and to permit third-parties to whom the Software is furnished to
* do so, all subject to the following:
*
* The copyright notices in the Software and this entire statement, including
* the above license grant, this restriction and the following disclaimer,
* must be included in all copies of the Software, in whole or in part, and
* all derivative works of the Software, unless such copies or derivative
* works are solely in the form of machine-executable object code generated by
* a source language processor.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
* FITNESS FOR A PARTICULAR PURPOSE, TITLE AND NON-INFRINGEMENT. IN NO EVENT
* SHALL THE COPYRIGHT HOLDERS OR ANYONE DISTRIBUTING THE SOFTWARE BE LIABLE
* FOR ANY DAMAGES OR OTHER LIABILITY, WHETHER IN CONTRACT, TORT OR OTHERWISE,
* ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
* DEALINGS IN THE SOFTWARE.
*
*/
#ifndef _KENDALL_
#define _KENDALL_
#include <OTdebug.h>
BEGIN_C_DECLS
/* This function calculates the Kendall Tau B on a pair of C-style "arrays".
* Note that it will completely overwrite arr1 and sort arr2, so these need
* to be duplicated before passing them in.
*/
double kendallNlogN(double* arr1, double* arr2, size_t len);
/* This function uses a simple O(N^2) implementation. It probably has a smaller
* constant and therefore is useful in the small N case, and is also useful
* for testing the relatively complex O(N log N) implementation.
*/
double kendallSmallN(double* arr1, double* arr2, size_t len);
END_C_DECLS
#endif /* _COBYLA_ */
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