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New matrix function

It?s rather difficult. For example, the base R Kendall tau is written with
the naive O(n^2). The much faster O(n log n) implementation was programmed
and is in the pcaPP package. When I say much faster, I mean that my
implementation in Excel VBA was faster than R for 10,000 or so pairs.
R-Core decided not to implement that code, and instead made a note about
the faster implementation living in pcaPP in the help for ?cor?. See [1]
for the 2012 discussion. My point is it?s really really difficult to get
something in Base R. Develop it well, put it in a package, and you have
basically the same result.

Avi

[1] https://stat.ethz.ch/pipermail/r-devel/2012-June/064351.html

On Fri, Oct 11, 2019 at 9:55 AM Morgan Morgan <morgan.emailbox at gmail.com>
wrote: