function Tau = KendallTau(x,y) % % Tau = KendallTau(x,y) % % Carlos J. Morales % March 2003 n = length(x); xrank = tiedrank(x); yrank = tiedrank(y); xsort = sort(x); Con = zeros(1,n); Dis = zeros(1,n); for i = 1:n-1 Con(i) = sum(yrank(i)yrank(i:end)); end concordant = sum(Con); discordant = sum(Dis); Tau = (concordant-discordant)/((1/2)*(n*(n-1)));