Kendall's tau

Kendall's tau is a statistical measure that evaluates how well the relationship between two variables can be described using a monotonic trend—meaning as one variable increases, the other tends to increase or decrease consistently. It compares pairs of data points to see if their orderings agree or disagree, calculating a score from the difference between the number of concordant (agreeing) pairs and discordant (disagreeing) pairs. A high positive tau indicates a strong, consistent positive relationship; a negative tau indicates a strong negative relationship; and zero suggests no clear association.