## Calculating Kendall's tau

on 3 Aug 2013

### Wayne King (view profile)

Hi, I'm trying to calculate Kendall's tau using the 'corrcoef' command. My code so far is:
A_col = A_short'
idx = find(~isnan(B)+~isnan(A_col)==2);
[RHO,PVAL] = corrcoef(B(idx),A_col(idx),'type',Kendall)
The last line produces the error 'Undefined function or variable 'Kendall'. According to matlab help this is a valid value so how can I specify that I want a Kendall tau correaltion as oposed to a Pearson correlation?

### Wayne King (view profile)

on 3 Aug 2013
Edited by Wayne King

### Wayne King (view profile)

on 3 Aug 2013

Hi Anna, 'Kendall' is not an option of corrcoef(). It is an option for the function corr(), which is part of the Statistics Toolbox.
So, this will work:
x = randn(30,4);
y = randn(30,4);
y(:,4) = sum(x,2);
[r,p] = corr(x,y,'type','Kendall');
provided you have the Statistics Toolbox

Anna

### Anna (view profile)

on 3 Aug 2013
Hi Wayne, thank you that works brilliantly! I was worried that using corr instead of corrcoef would give me a huge matrix of r and p values but there's only one thankfully! Cheers :)