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Results tagged with correlation
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user 15997
A measure of the degree of association among a pair of variables.
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Generate two sequences that have a pre-specified rank correlation
I have two samples $ X_1,\cdots,X_n $ and $ Y_1, \cdots, Y_n $, and would like to re-order them so that they have a pre-specified value of rank correlation such as Kendall's tau. … I do know that there are many ways to generate two samples that have a specific Pearson's correlation coefficient, but don't know whether there is a way to do this about Kendall's tau. …
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