This repository contains an implementation of the computation of the pvalue of the Kendall tau correlation coefficient in C++ and Python.

We know that this computation is available in scipy (cf scipy.stats.kendalltau). However, due to our work, we need to modify some part of it.

That is why we are reimplementing it. We use C++ to compute the z-score and python to compute the pvalue.

This project has only one dependency in C++ : Pybind11 to bind C++ in Python. However, we loose the dynamic type system using it so it is limited to some type for the computation of the zscore (see ./src/python/_kt.cc).