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arXiv 2408.09618stat.COcs.DSecon.EM
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kendallknight:一个高效实现Kendall相关系数计算的R包

kendallknight: An R Package for Efficient Implementation of Kendall's Correlation Coefficient Computation

Mauricio Vargas Sepúlveda

AI总结:

本研究推出R包kendallknight,基于Knight(1966)及后续文献优化Kendall相关系数计算的复杂度,在保证精度、妥善处理边界问题的同时大幅提升运算速度,经基准测试验证对大型数据集的性能提升显著,适配计量与统计场景的高效计算需求。

摘要:

kendallknight包提出了一种Kendall相关系数计算的高效实现方式,在不损失精度的前提下大幅缩短了大型数据集的处理时间。该包遵循Knight (1966)及后续文献的方法,降低了计算复杂度,实现了计算时间的大幅缩减——原本需要数分钟或数小时的运算可在数毫秒或数分钟内完成,同时保持计算精度,还能正确处理边界情况与错误。该包在需要快速准确计算Kendall相关系数的计量经济学与统计学场景中优势尤为突出。基准测试表明,其性能相比R基础实现有显著提升,在大型数据集上表现更佳。

英文摘要:

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 computational 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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