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Kendall Tau Correlation Calculator

Paste x, y pairs to get Kendall τ-b, built from concordant and discordant pairs.

Try:
Data entry
One pair per line, separated by a comma, tab or space. Two columns copied from Excel work. A text first line is used as the axis names.
Headline coefficient
Confidence level

Kendall tau-b

τ = 0.7143

There is a strong positive monotonic relationship: one variable tends to rise when the other rises. The result is statistically significant at the 95% level (p = 0.0133).

MeasureValuepStrength
Pearson r0.90480.00201very strong positive
Spearman ρ0.90480.00201very strong positive
Kendall τ-b0.71430.0133strong positive
95% CI for r0.5521 to 0.9828
Sample8 pairs, 6 degrees of freedom

Pearson r, step by step

  1. 1Means
    xˉ=∑xn, yˉ=∑yn\bar{x}=\frac{\sum x}{n},\ \bar{y}=\frac{\sum y}{n}xˉ=n∑x​, yˉ​=n∑y​
    ↓
    xˉ=4.5, yˉ=4.5 (n=8)\bar{x}=4.5,\ \bar{y}=4.5\ (n=8)xˉ=4.5, yˉ​=4.5 (n=8)
  2. 2Sums of squares
    Sxy=∑(x−xˉ)(y−yˉ), Sxx=∑(x−xˉ)2, Syy=∑(y−yˉ)2S_{xy}=\sum (x-\bar{x})(y-\bar{y}),\ S_{xx}=\sum (x-\bar{x})^2,\ S_{yy}=\sum (y-\bar{y})^2Sxy​=∑(x−xˉ)(y−yˉ​), Sxx​=∑(x−xˉ)2, Syy​=∑(y−yˉ​)2
    ↓
    Sxy=38, Sxx=42, Syy=42S_{xy}=38,\ S_{xx}=42,\ S_{yy}=42Sxy​=38, Sxx​=42, Syy​=42
  3. 3Pearson r
    r=SxySxxSyyr=\frac{S_{xy}}{\sqrt{S_{xx}S_{yy}}}r=Sxx​Syy​​Sxy​​
    ↓
    r=3842⋅42=0.90476r=\frac{38}{\sqrt{42\cdot 42}}=0.90476r=42⋅42​38​=0.90476

    r² = 0.8186, so about 81.9% of the variation in y is linearly related to x.

  4. 4Test statistic
    t=rn−21−r2t=\frac{r\sqrt{n-2}}{\sqrt{1-r^2}}t=1−r2​rn−2​​
    ↓
    t=5.2034, df=6t=5.2034,\ df=6t=5.2034, df=6

    Two-sided p = 0.002008 for H0: the true correlation is 0.

  5. 595% confidence interval
    z=artanh⁡(r), z±zα/2n−3z=\operatorname{artanh}(r),\ z\pm\frac{z_{\alpha/2}}{\sqrt{n-3}}z=artanh(r), z±n−3​zα/2​​
    ↓
    ρ∈[0.5521, 0.9828]\rho\in[0.5521,\ 0.9828]ρ∈[0.5521, 0.9828]

    The Fisher z interval is back-transformed with tanh.

Spearman is Pearson on the ranks, with tied values given their average rank. Kendall τ-b counts concordant and discordant pairs and corrects for ties. The p-values for Spearman and Kendall use normal or t approximations, which are best with more than about 10 pairs. Correlation does not show cause.

  1. Tools
  2. Statistics
  3. Correlation Coefficient Calculator
  4. Kendall Tau Correlation Calculator

About Kendall Tau Correlation Calculator

This Kendall tau calculator compares every pair of observations. A pair is concordant when both variables move the same way and discordant when they move opposite ways. It opens on two judges ranking eight contestants. It is free, needs no sign-up and runs in your browser, so nothing you enter is uploaded.

Kendall τ-b is the surplus of concordant over discordant pairs, scaled so that ties in either variable are handled fairly. It reads as a difference of probabilities: τ of 0.7 means a randomly chosen pair is 70 percentage points more likely to agree than to disagree.

It suits small samples, many tied ranks and agreement between raters. Its values are usually smaller than Spearman ρ on the same data, which is normal and not a sign of weaker evidence.

How to use Kendall Tau Correlation Calculator

  1. 1Paste your data as two columns from a spreadsheet, or type one x, y pair per line. Use the "Two columns" tab if your x and y values are in separate lists.
  2. 2Pick the headline coefficient: Pearson r, Spearman ρ or Kendall τ-b. All three are always shown in the table.
  3. 3Choose a confidence level for the interval of r. 95% is the usual choice.
  4. 4Read the strength and direction sentence, the p-value and the confidence interval. A small p-value means the correlation is unlikely to be zero in the population.
  5. 5Check the scatter plot for curves, clusters or outliers, because one number can hide them.
  6. 6Open the step-by-step panel to see the means, the sums of squares, r, the t statistic and the Fisher z interval.

Features

  • Pearson r with a t test for H0: ρ = 0 and a Fisher z confidence interval.
  • Spearman rank correlation with tied values given their average rank.
  • Kendall τ-b, corrected for ties, with a normal approximation for p.
  • Paste from Excel or Google Sheets: tab, comma, semicolon and space separated pairs all work, and decimal commas are understood.
  • Scatter plot with a least squares trend line, a values table for screen readers and a PNG download.
  • Strength and direction in plain words, plus r² for Pearson.
  • Worked Pearson steps in KaTeX that you can copy as LaTeX.
  • Four bundled examples, including Anscombe set I and a data set with an outlier.

Kendall tau-b

Let C be the concordant pairs, D the discordant pairs, and n1 and n2 the number of tied pairs in x and in y.

tau-b = (C − D) / sqrt((n0 − n1)(n0 − n2))
n0 = n(n − 1) / 2

Worked examples

  • Two judges ranking 8 contestants, four neighbouring swaps → gives τ-b = 0.7143, Spearman ρ = 0.9048

    24 pairs agree and 4 disagree out of 28.

Privacy: how it works

  • Everything is calculated by code running in your browser tab. Your data is not sent to Ulkaa or to any other server, and there is nothing to sign in to.

Tips

  • Always look at the scatter plot. A curve, two clusters or one outlier can make r misleading.
  • If r is near zero but the plot shows a clear curve, the relationship is real but not linear.
  • With many pairs, even a tiny r can be significant. Judge the size of r, not only the p-value.
  • Do not include totals or averages of the same variable twice. Repeated measures break the independence that the p-value assumes.

Frequently asked questions

Is it really free?

Yes. There is no price, no trial and no credit card. Ulkaa Tool does the work with your own device, so there is no server bill to pass on to you.

Do I need an account?

No. There is no sign-up and no login. Open the page and use it. An Ulkaa account is not needed for anything on this tool.

Does it run in my browser?

Yes. Your pairs are processed by code running in your browser tab, on your own device.

Is my data uploaded?

No. Your pairs are never sent to Ulkaa or to anyone else. You can check this yourself by watching the Network tab in your browser developer tools while you use the tool.

What is the difference between tau-a and tau-b?

Tau-a ignores ties. Tau-b corrects the denominator for tied values in either variable, which is why it is the version most software and this calculator report.

Why is tau smaller than Spearman rho?

They are on different scales. For the same data tau is typically about two thirds of rho, so compare each coefficient with its own guidelines.

When is Kendall better than Spearman?

With small samples or many ties, Kendall has a more accurate sampling distribution and a direct meaning as a probability difference.

More Correlation Coefficient Calculator pages

  • Correlation Coefficient CalculatorPaste two columns or x, y pairs to get Pearson r, Spearman ρ and Kendall τ with a scatter plot and the working.
  • Pearson Correlation CalculatorPaste x, y pairs to get Pearson r, r², a p-value and a confidence interval.
  • Spearman Rank Correlation CalculatorPaste x, y pairs to get Spearman ρ, which resists outliers and measures any steady rise or fall.

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Table of values
Scatter plot of judge B against judge A with a trend line
PointDataTrend line
1(1, 2)(1, 1.3333333333333335)
2(2, 1)(8, 7.666666666666667)
3(3, 4)
4(4, 3)
5(5, 6)
6(6, 5)
7(7, 8)
8(8, 7)