kendallrankcorrelation.hpp File Reference

Kendall's rank correlation coefficient computation. More...

#include <ql/math/comparison.hpp>

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Namespaces
namespace	QuantExt

Functions
template<class I1 , class I2 >
Real	kendallRankCorrelation (I1 begin1, I1 end1, I2 begin2)

Detailed Description

Kendall's rank correlation coefficient computation.

Definition in file kendallrankcorrelation.hpp.