Kendall's rank correlation coefficient
Add this to your Cargo.toml:
[dependencies]
kendalls = "0.2.1"
and this to your crate root:
extern crate kendalls;
Example:
fn main() -> Result<(), kendalls::Error> {
let (tau_b, significance) = kendalls::tau_b(&[1, 2, 3], &[3, 4, 5])?;
assert_eq!(tau_b, 1.0);
assert_eq!(significance, 1.5666989036012806);
Ok(())
}