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MQL5 ReferenceStandard LibraryMathematicsStatisticsSubfunctionsMathCorrelationKendall 

MathCorrelationKendall

Calculates the Kendall's correlation coefficient.

Version for working with arrays of real values:

bool  MathCorrelationKendall(
   const double&  array1[],  // the first array of values
   const double&  array2[],  // the second array of values
   double&        tau        // correlation coefficient
   )

Version for working with arrays of integer values:

bool  MathCorrelationKendall(
   const int&     array1[],  // the first array of values
   const int&     array2[],  // the second array of values
   double&        tau        // correlation coefficient
   )

Parameters

array1[]

[in] The first array of values. 

array2[]

[in] The second array of values. 

tau

[out] Variable to store the correlation coefficient. 

Return Value

Returns true if successful, otherwise false.