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Kendallknight: An R package for efficient implementation of Kendall’s correlation coefficient computation

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  • Mauricio Vargas Sepulveda

Abstract

The kendallknight package introduces an efficient implementation of Kendall’s correlation coefficient computation, significantly improving the processing time for large datasets without sacrificing accuracy. The kendallknight package, following Knight (1966) and posterior literature, reduces the time complexity resulting in drastic reductions in computation time, transforming operations that would take minutes or hours into milliseconds or minutes, while maintaining precision and correctly handling edge cases and errors. The package is particularly advantageous in econometric and statistical contexts where rapid and accurate calculation of Kendall’s correlation coefficient is desirable. Benchmarks demonstrate substantial performance gains over the Base R implementation, especially for large datasets.

Suggested Citation

  • Mauricio Vargas Sepulveda, 2025. "Kendallknight: An R package for efficient implementation of Kendall’s correlation coefficient computation," PLOS ONE, Public Library of Science, vol. 20(6), pages 1-11, June.
    • Handle: RePEc:plo:pone00:0326090
    DOI: 10.1371/journal.pone.0326090
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