yat: Ticket #711: speed up exact p-value for small n in Kendall
https://dev.thep.lu.se/yat/ticket/711
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Class Kendall currently uses a naive algorithm that parses through all N! permutations and calculates the score. Since the score calculation scales (N<sup>2</sup>, see <a class="accepted ticket" href="https://dev.thep.lu.se/yat/ticket/710" title="#710: enhancement: speed up Kendall::score using NlogN algorithm (accepted)">#710</a>) this becomes expensive for not very large N. It should be possible to calculate the P-value in an recursive fashion similar to ROC. <a class="ext-link" href="http://www.statsdirect.com/help/nonparametric_methods/kend.htm"><span class="icon"></span>statsdirect</a> tabulates values for small N and then use an Egenworth expansion for larger N (approximation?).
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https://dev.thep.lu.se/yat/ticket/711
Trac 1.2.3