Code covered by the BSD License  

Highlights from
NonParametric Statistical Toolbox

from NonParametric Statistical Toolbox by Erik Erhardt
These are MatLab functions for performing Exact and approximate NonParametric statistics on small da

[tkstat,pval1,pval2,tknormalpval]=npar_kendallrank(data,data2,k,k2,exact)
function [tkstat,pval1,pval2,tknormalpval]=npar_kendallrank(data,data2,k,k2,exact)
% npar_kendallrank called by npar_main performs nonparametric kendall rank correlation coefficient test
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% Nonparametric Statistical Tests in Matlab
%
% Author:
%   Erik B. Erhardt                                             erike@wpi.edu
%   Statistics Graduate Student and Teaching Assistant
%   Dept. of Mathematical Sciences                             (508) 831-5546
%   Worcester Polytechnic Institute                                    SH 204
%   100 Institute Rd.
%   Worcester, MA  01609-2280
%
% Date: 2/6/2003 1:30PM
%
% Program: npar_kendallrank.m
% Includes:
%   Kendall Rank Correlation Coefficient
% Called by:
%   npar_main.m
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%% Kendall Rank Correlation Coefficient section BEGIN

%%% calculate tk statistics
tkstat=KendallTau(data,data2);

n=factorial(k);
k=length(data);
sd=sort(data);
permsx=perms(data)';
permsn=length(permsx);
probs=zeros(permsn,k+1);
for i=1:permsn;
 for j=1:k;
  probs(i,j+1)=permsx(j,i);      % i,2..k+1 includes permutations of data ranks
 end;
 probs(i,1)=KendallTau(sd,permsx(:,i)); % i,1 includes tk values
end

u1=length(find(probs(:,1)<=tkstat));      % the number of tk at least as extreme as probs
u2=length(find(probs(:,1)>=tkstat));
pval1=u1/n;                         % pvalues are the proportion of these
pval2=u2/n;

tknormalpval=9999;


%%% Kendall Rank Correlation Coefficient section END
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% end
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