From 12:00 PM - 4:00 PM CST on Thursday, October 18, ni.com will be undergoing system upgrades that may result in temporary service interruption.

We appreciate your patience as we improve our online experience.

Table Of Contents

Correlation Coefficient (Kendall's Tau) (G Dataflow)

Version:
    Last Modified: January 9, 2017

    Computes the Kendall's Tau correlation coefficient between two sequences.

    connector_pane_image
    datatype_icon

    x

    The first input sequence.

    datatype_icon

    y

    The second input sequence.

    datatype_icon

    error in

    Error conditions that occur before this node runs. The node responds to this input according to standard error behavior.

    Default: No error

    datatype_icon

    correlation coefficient r

    Correlation coefficient between the two input sequences.

    Understanding the Values of This Output

    correlation coefficient r always is in the interval [-1, 1]. The following table explains the meaning of different correlation coefficient r values:

    correlation coefficient r Explanation
    1

    x and y have a complete positive correlation. The data points from x and y lie on a perfectly straight, positively-sloped line.

    -1

    x and y have a complete negative correlation. The data points from x and y lie on a perfectly straight, negatively-sloped line.

    0

    x and y have no correlation.

    datatype_icon

    r^2

    Square of the correlation coefficient.

    datatype_icon

    error out

    Error information. The node produces this output according to standard error behavior.

    Understanding the Kendall's Tau Correlation Coefficient

    The Kendall's Tau correlation coefficient is a non-parametric measure of association between two data sets.

    In a population with the Kendall's Tau correlation coefficient r, the odds ratio Pc /Pd of the concordant to discordant sets of observations equals (1+r)/(1-r). For example, in a population with a correlation coefficient r of 1/2, x and y are three times as likely to be concordant than discordant.

    Where This Node Can Run:

    Desktop OS: Windows

    FPGA: Not supported


    Recently Viewed Topics