function [tkstat,pval1,pval2,tknormalpval]=npar_kendallrank(data,data2,k,k2,exact) % npar_kendallrank called by npar_main performs nonparametric kendall rank correlation coefficient test %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % Nonparametric Statistical Tests in Matlab % % Author: % Erik B. Erhardt erike@wpi.edu % Statistics Graduate Student and Teaching Assistant % Dept. of Mathematical Sciences (508) 831-5546 % Worcester Polytechnic Institute SH 204 % 100 Institute Rd. % Worcester, MA 01609-2280 % % Date: 2/6/2003 1:30PM % % Program: npar_kendallrank.m % Includes: % Kendall Rank Correlation Coefficient % Called by: % npar_main.m % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%% Kendall Rank Correlation Coefficient section BEGIN %%% calculate tk statistics tkstat=KendallTau(data,data2); n=factorial(k); k=length(data); sd=sort(data); permsx=perms(data)'; permsn=length(permsx); probs=zeros(permsn,k+1); for i=1:permsn; for j=1:k; probs(i,j+1)=permsx(j,i); % i,2..k+1 includes permutations of data ranks end; probs(i,1)=KendallTau(sd,permsx(:,i)); % i,1 includes tk values end u1=length(find(probs(:,1)<=tkstat)); % the number of tk at least as extreme as probs u2=length(find(probs(:,1)>=tkstat)); pval1=u1/n; % pvalues are the proportion of these pval2=u2/n; tknormalpval=9999; %%% Kendall Rank Correlation Coefficient section END %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%