At 5:21 PM +0000 12/17/99, haytham siala wrote:
>Hi,
>
>Can anyone please tell me how to convert a Kendal-tau correlation to a
>Pearson correlation.
I am not sure this is what you mean by "convert", but the tau IS a
Pearson correlation between the vectors of length n^2 given by
sign(x_i - x_j) and sign(y_i - y_j).
===
Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
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