@mojir/lits
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Lits is a pure functional programming language implemented in TypeScript
11 lines (10 loc) • 511 B
TypeScript
/**
* Calculates Kendall's Tau-b rank correlation coefficient between two vectors
* This implementation handles ties and uses an epsilon value for floating-point comparisons
*
* @param vectorA - First vector of numbers
* @param vectorB - Second vector of numbers
* @param epsilon - Threshold for considering two values as equal (default: 1e-10)
* @returns The Kendall's Tau-b correlation coefficient
*/
export declare function kendallTau(vectorA: number[], vectorB: number[], epsilon?: number): number;