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https://github.com/pachadotdev/kendallknight

Efficient Implementation of Kendall's Correlation Coefficient Computation (i.e., O(n log n) complexity vs O(n^2) in base R)
https://github.com/pachadotdev/kendallknight

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Efficient Implementation of Kendall's Correlation Coefficient Computation (i.e., O(n log n) complexity vs O(n^2) in base R)

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README

          

---
output: github_document
---

```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```

# kendallknight

[![R-CMD-check](https://github.com/pachadotdev/kendallknight/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/pachadotdev/kendallknight/actions/workflows/R-CMD-check.yaml)
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[![CRAN status](https://www.r-pkg.org/badges/version/kendallknight)](https://CRAN.R-project.org/package=kendallknight)

## About

tldr; This package implements a different algorithm from the one implemented in
base R, and it reduces the complexity of the Kendall's correlation coefficient
from O(n^2) to O(n log n) resulting in a runtime of nano seconds or minutes
instead of minutes or hours. This package is written in C++ and uses cpp11 to
export the functions to R. See the vignette for the mathematical details.

If this software is useful to you, please consider donating on
[Buy Me A Coffee](https://buymeacoffee.com/pacha). All donations will
be used to continue improving `kendallknight`.

## Installation

You can install the released version of kendallknight from CRAN with:

``` r
install.packages("kendallknight")
```

You can install the development version of kendallknight like so:

``` r
remotes::install_github("pachadotdev/kendallknight")
```

## Examples

See the documentation and vignette: https://pacha.dev/kendallknight/.

## Code of Conduct

Please note that the kendallknight project is released with a
[Contributor Code of Conduct](https://contributor-covenant.org/version/2/1/CODE_OF_CONDUCT.html).
By contributing to this project, you agree to abide by its terms.