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Calculation of successive KendallTau-values is aborted?

Andrej Pustisek, HFT Stuttgart
Posted 5 years ago

The following is an adapted and abreviated code of the calculation of successive correlation coefficients. The problem I encounter (and cannot solve) is that a) the code works perfectly in cases the correlation is calculated by the functions: Correlation or SpearmanRho or BlomqistBeta b) the calculation is aborted when called the first time in case the function: KendallTau is used c) if (with KendallTau) other values of parameter 1 or parameter 2 are chosen the calculation delivers a result. (This behaviour has been tested on two different computers.)

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Analysis-5Extrac...nb
POSTED BY: Andrej Pustisek
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Thank you - it works. In addition, this explains - what I missed to mention - that in case considerably shorter vectors are selected it works from the beginning with KendallTau as well.
POSTED BY: Andrej Pustisek

The table takes more time to construct than Manipulate default settings allow. This can be overridden by adding the option setting SynchronousUpdating -> False. There may be other tweaks that could improve performance, but that at least should prevent the aborts.
POSTED BY: Daniel Lichtblau
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