kendall

double kendall(double* first1, double* last1, double* first2);

Returns Kenall's Tau correlation coefficient of the corresponding values in [first1, last1) and [first2, first2 + (last1 - first1)).

Parameters:
first1Beginning iterator for the first container of elements.
last1Ending iterator for the first container of elements.
first2Beginning iterator for the second container of elements.

Returns:
Correlation of [first1, last1) and [first2, first2 + (last1 - first1) )

Usage:
double x[4] = {1, 2, 3, 4};
double y[4] = {2.0, 3.5, 2.25, 4.75};
double cor = kendall(x, s + 4, y);

Header:
#include "correlat.h"