id,summary,reporter,owner,description,type,status,priority,milestone,component,version,resolution,keywords,cc
711,speed up exact p-value for small n in Kendall,Peter,Peter,"Class Kendall currently uses a naive algorithm that parses through all N! permutations and calculates the score. Since the score calculation scales (N^2^, see #710) this becomes expensive for not very large N. It should be possible to calculate the P-value in an recursive fashion similar to ROC. [http://www.statsdirect.com/help/nonparametric_methods/kend.htm statsdirect] tabulates values for small N and then use an Egenworth expansion for larger N (approximation?).
",enhancement,new,major,yat 0.x+,statistics,trunk,,,