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

Last Modified: December 18, 2017

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

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x

The first input sequence.

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y

The second input sequence.

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error in

Error conditions that occur before this node runs.

The node responds to this input according to standard error behavior.

Standard Error Behavior

Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

error in does not contain an error error in contains an error
If no error occurred before the node runs, the node begins execution normally.

If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

Default: No error

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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.

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r^2

Square of the correlation coefficient.

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error out

Error information.

The node produces this output according to standard error behavior.

Standard Error Behavior

Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

error in does not contain an error error in contains an error
If no error occurred before the node runs, the node begins execution normally.

If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

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: This product does not support FPGA devices

Web Server: Not supported in VIs that run in a web application


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