matlab肯德尔相关系数
时间: 2023-10-19 13:33:11 浏览: 40
Kendall's correlation coefficient, also known as Kendall's tau, is a statistical measure of the ordinal association between two variables. It quantifies the strength and direction of the relationship between the variables without assuming any specific distribution for the data. In MATLAB, you can use the "corr" function with the option 'type' set to 'Kendall' to calculate Kendall's correlation coefficient. Here is an example:
```matlab
% Example data
x = [1 2 3 4 5];
y = [1 4 3 5 2];
% Calculate Kendall's correlation coefficient
tau = corr(x, y, 'type', 'Kendall');
```
In this example, the variables `x` and `y` represent two sets of ordered data. The `corr` function with the option 'type' set to 'Kendall' calculates the Kendall correlation coefficient and assigns it to the variable `tau`.