KendallTest
javanpst.tests.bivariate.kendallTest

Class KendallTest



  • public class KendallTestextends StatisticalTest
    The Kendall test. This test computes Kendall's tau coefficient to measure association between bivariate samples. Two samples, with 3 o more values are needed. A exact p-value is computed if the size of the sample is equal or lower than 10. If the size is between 11 and 30, a quantile approximation is computed. Ties are broken arbitrarily. Furthermore, an asymptotic p-value, measuring positive, negative, and no dependence is computed for any sample size.
    • Constructor Detail

      • KendallTest

        public KendallTest()
        Default builder
      • KendallTest

        public KendallTest(DataTable newData)
        Builder. Load data to test.
        Parameters:
        newData - data to test.
    • Method Detail

      • setData

        public void setData(DataTable newData)
        Sets data to test
        Parameters:
        newData - data to test.
      • getT

        public double getT()
        Get R statistic (Spearman's correlation coefficient)
        Returns:
        R statistic
      • getZ

        public double getZ()
        Get Z statistic
        Returns:
        Z statistic
      • getExactPValue

        public double getExactPValue()
        Get exact p-value
        Returns:
        exact p-value
      • getPositiveDependencePvalue

        public double getPositiveDependencePvalue()
        Get positive dependence p-value
        Returns:
        positive dependence p-value
      • getNegativeDependencePvalue

        public double getNegativeDependencePvalue()
        Get negative dependence p-value
        Returns:
        negative dependence p-value
      • getNoDependencePvalue

        public double getNoDependencePvalue()
        Get no dependence p-value
        Returns:
        negative dependence p-value

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