octave:82> help kendall 'kendall' is a function from the file /sw/share/octave/3.8.2/m/statistics/base/kendall.m -- Function File: kendall (X) -- Function File: kendall (X, Y) Compute Kendall's TAU. For two data vectors X, Y of common length N, Kendall's TAU is the correlation of the signs of all rank differences of X and Y; i.e., if both X and Y have distinct entries, then 1 tau = ------- SUM sign (q(i) - q(j)) * sign (r(i) - r(j)) n (n-1) i,j in which the Q(I) and R(I) are the ranks of X and Y, respectively. If X and Y are drawn from independent distributions, Kendall's TAU is asymptotically normal with mean 0 and variance '(2 * (2N+5)) / (9 * N * (N-1))'. 'kendall (X)' is equivalent to 'kendall (X, X)'. See also: ranks, spearman. Additional help for built-in functions and operators is available in the online version of the manual. Use the command 'doc ' to search the manual index. Help and information about Octave is also available on the WWW at http://www.octave.org and via the help@octave.org mailing list. octave:83> help spearman 'spearman' is a function from the file /sw/share/octave/3.8.2/m/statistics/base/spearman.m -- Function File: spearman (X) -- Function File: spearman (X, Y) Compute Spearman's rank correlation coefficient RHO. For two data vectors X and Y, Spearman's RHO is the correlation coefficient of the ranks of X and Y. If X and Y are drawn from independent distributions, RHO has zero mean and variance '1 / (n - 1)', and is asymptotically normally distributed. 'spearman (X)' is equivalent to 'spearman (X, X)'. See also: ranks, kendall. Additional help for built-in functions and operators is available in the online version of the manual. Use the command 'doc ' to search the manual index. Help and information about Octave is also available on the WWW at http://www.octave.org and via the help@octave.org mailing list. octave:84>