Add Kendall Rank Correlation Coefficient (Kendall's tau)

[stancld]

What does this PR do?

Fixes #1206

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[SkafteNicki]

@Borda can you help land this. Code works as expected but currently one general mypy check is failing with:

error: --install-types failed (no mypy cache directory)

[Borda]

@Borda can you help land this. Code works as expected but currently one general mypy check is failing with:

error: --install-types failed (no mypy cache directory)

hmmm never seen this before :/ let me check on MOnday 🐰

[stancld]

@SkafteNicki Do we wanna keep the last to commits adding new modules to mypy ignore list?

[SkafteNicki]

@SkafteNicki Do we wanna keep the last to commits adding new modules to mypy ignore list?

Nope, have removed them again :)

[SkafteNicki]

@Borda can you help land this. Code works as expected but currently one general mypy check is failing with:

error: --install-types failed (no mypy cache directory)

hmmm never seen this before :/ let me check on MOnday 🐰

The weird error was fixed in fefe505.
@stancld could you take care of the remaining mypy typing issues, mostly have to do with the use EnumStr

[stancld]

@Borda Should be ready for a final review :]