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PERF: Cythonize kendall correlation#65632

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Alvaro-Kothe wants to merge 3 commits into
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Alvaro-Kothe:perf/kendall
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PERF: Cythonize kendall correlation#65632
Alvaro-Kothe wants to merge 3 commits into
pandas-dev:mainfrom
Alvaro-Kothe:perf/kendall

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This implementation is mainly an adaptation of Julia's implementation.

Benchmark results

Change Before [e49b4e0] After [3cde96d] <perf/kendall> Ratio Benchmark (Parameter)
- 291M 234M 0.81 stat_ops.Correlation.peakmem_corr_wide('kendall')
- 46.8±2ms 10.9±1ms 0.23 stat_ops.Correlation.time_corr('kendall')
- 2.55±0.2s 372±5ms 0.15 stat_ops.Correlation.time_corr_wide_nans('kendall')
- 2.51±0.1s 352±4ms 0.14 stat_ops.Correlation.time_corr_wide('kendall')

@Alvaro-Kothe Alvaro-Kothe changed the title Perf/kendall PERF: Cythonize kendall correlation May 13, 2026
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DataFrame.corr(method="kendall") calculation is slow

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