Calculate Kendall’s tau rank correlation from concordant and discordant pairs.
Kendall’s tau counts how often pairs agree in ordering, giving it a direct probabilistic interpretation. It is more robust than Spearman for small samples and handles ties better. Tau values are systematically smaller than Spearman’s rho for the same data, so the two must not be compared against the same thresholds.
Kendall Tau
τ = (concordant − discordant) ÷ (n(n−1)/2)
τ = (concordant − discordant) ÷ (n(n−1)/2) Kendall’s tau counts how often pairs agree in ordering, giving it a direct probabilistic interpretation. It is more robust than Spearman for small samples and handles ties better.
Tau values are systematically smaller than Spearman’s rho for the same data, so the two must not be compared against the same thresholds.
This calculator takes 3 inputs: Concordant pairs, Discordant pairs, Number of observations. The pre-filled defaults are a realistic starting point — replace them with figures from your own environment for a result you can act on.