• Provides an implementation of chebyshev_eval, gammafn, lgammacor and stirlerr functions in C++. This solves CRAN warnings about using non-API non-API calls to R.
  • Provides the option to pass a matrix to obtain a correlation matrix.
  • Uses parallelization to speed up the computation of the Kendall’s correlation.
  • It still needs additional checks with Inf values.
  • The Kendall’s correlation function from capybara was moved here to have a dedicated package for it.