use asymptotic method to derive kendal tau (blue-yonder#479)

xiehaizheng · Jan 10, 2019 · 68a64a0 · 68a64a0
1 parent 05734d4
commit 68a64a0
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/tsfresh/feature_selection/significance_tests.py b/tsfresh/feature_selection/significance_tests.py
@@ -182,7 +182,7 @@ def target_real_feature_real_test(x, y):
     __check_if_pandas_series(x, y)
     _check_for_nans(x, y)
 
-    tau, p_value = stats.kendalltau(x, y)
+    tau, p_value = stats.kendalltau(x, y, method="asymptotic")
     return p_value