MATLAB: Calculating Kendall’s tau

correlation coefficientkendalls tau

Hi, I'm trying to calculate Kendall's tau using the 'corrcoef' command. My code so far is:
A_col = A_short'
idx = find(~isnan(B)+~isnan(A_col)==2);
[RHO,PVAL] = corrcoef(B(idx),A_col(idx),'type',Kendall)
The last line produces the error 'Undefined function or variable 'Kendall'. According to matlab help this is a valid value so how can I specify that I want a Kendall tau correaltion as oposed to a Pearson correlation?
Please help. Thanks

Best Answer

Hi Anna, 'Kendall' is not an option of corrcoef(). It is an option for the function corr(), which is part of the Statistics Toolbox.
So, this will work:
    x = randn(30,4);
    y = randn(30,4);
    y(:,4) = sum(x,2);
    [r,p] = corr(x,y,'type','Kendall');
provided you have the Statistics Toolbox
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