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R Software Module: rwasp_pairs.wasp (opens new window with default values)

Title produced by software: Kendall tau Correlation Matrix

Date of computation: Sun, 21 Dec 2008 11:07:41 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/21/t1229883272ng4d5wh0qjtr3qi.htm/, Retrieved Sun, 21 Dec 2008 19:14:32 +0100

BibTeX entries for LaTeX users:

@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/21/t1229883272ng4d5wh0qjtr3qi.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

87,0 1,0014 10244 106,7 96,3 1,0183 10511 101,1 107,1 1,0622 10812 97,8 115,2 1,0773 10738 113,8 106,1 1,0807 10171 107,1 89,5 1,0848 9721 117,5 91,3 1,1582 9897 113,7 97,6 1,1663 9828 106,6 100,7 1,1372 9924 109,8 104,6 1,1139 10371 108,8 94,7 1,1222 10846 102,0 101,8 1,1692 10413 114,5 102,5 1,1702 10709 116,5 105,3 1,2286 10662 108,6 110,3 1,2613 10570 113,9 109,8 1,2646 10297 109,3 117,3 1,2262 10635 112,5 118,8 1,1985 10872 123,4 131,3 1,2007 10296 115,2 125,9 1,2138 10383 110,8 133,1 1,2266 10431 120,4 147,0 1,2176 10574 117,6 145,8 1,2218 10653 111,2 164,4 1,2490 10805 131,1 149,8 1,2991 10872 118,9 137,7 1,3408 10625 115,7 151,7 1,3119 10407 119,6 156,8 1,3014 10463 113,1 180,0 1,3201 10556 106,4 180,4 1,2938 10646 115,5 170,4 1,2694 10702 111,8 191,6 1,2165 11353 109,6 199,5 1,2037 11346 121,5 218,2 1,2292 11451 109,5 217,5 1,2256 11964 109,0 205,0 1,2015 12574 113,4 194,0 1,1786 13031 112,7 199,3 1,1856 13812 114,4 219,3 1,2103 14544 109,2 211,1 1,1938 14931 116,2 215,2 1,2020 14886 113,8 240,2 1,2271 16005 123,6 242,2 1,2770 17064 112,6 240,7 1,2650 15168 117,7 255,4 1,2684 16050 113,3 253,0 1,2811 15839 110,7 218,2 1,2727 15137 114,7 203,7 1,2611 14954 116,9 205,6 1,2881 15648 120,6 215,6 1,3213 15305 111,6 188,5 1,2999 15579 111,9 202,9 1,3074 16348 116,1 214,0 1,3242 15928 111,9 230,3 1,3516 16171 125,1 230,0 1,3511 15937 115,1 241,0 1,3419 15713 116,7 259,6 1,3716 15594 115,8 247,8 1,3622 15683 116,8 270,3 1,3896 16438 113,0 289,7 1,4227 17032 106,5

Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Kendall tau rank correlations for all pairs of data series
pair	tau	p-value
tau( prijsaardolie , wisselkoers$ )	0.518225508114263	4.95492336050063e-09
tau( prijsaardolie , goudprijs )	0.688524590163934	7.99360577730113e-15
tau( prijsaardolie , productie )	0.1679389380097	0.0581772185803553
tau( wisselkoers$ , goudprijs )	0.424413693123022	1.66846670546228e-06
tau( wisselkoers$ , productie )	0.195590760476464	0.0273243396769542
tau( goudprijs , productie )	0.158891722494026	0.073083786142913

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229883272ng4d5wh0qjtr3qi/10k9v1229882856.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229883272ng4d5wh0qjtr3qi/10k9v1229882856.ps (open in new window)

Parameters (Session):

par1 = 4 ;

Parameters (R input):

par1 = 4 ;

R code (references can be found in the software module):

panel.tau <- function(x, y, digits=2, prefix='', cex.cor)

{

usr <- par('usr'); on.exit(par(usr))

par(usr = c(0, 1, 0, 1))

rr <- cor.test(x, y, method='kendall')

r <- round(rr$p.value,2)

txt <- format(c(r, 0.123456789), digits=digits)[1]

txt <- paste(prefix, txt, sep='')

if(missing(cex.cor)) cex <- 0.5/strwidth(txt)

text(0.5, 0.5, txt, cex = cex)

}

panel.hist <- function(x, ...)

{

usr <- par('usr'); on.exit(par(usr))

par(usr = c(usr[1:2], 0, 1.5) )

h <- hist(x, plot = FALSE)

breaks <- h$breaks; nB <- length(breaks)

y <- h$counts; y <- y/max(y)

rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)

}

bitmap(file='test1.png')

pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)

dev.off()

load(file='createtable')

a<-table.start()

a<-table.row.start(a)

a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'pair',1,TRUE)

a<-table.element(a,'tau',1,TRUE)

a<-table.element(a,'p-value',1,TRUE)

a<-table.row.end(a)

n <- length(y[,1])

n

cor.test(y[1,],y[2,],method='kendall')

for (i in 1:(n-1))

{

for (j in (i+1):n)

{

a<-table.row.start(a)

dum <- paste('tau(',dimnames(t(x))[[2]][i])

dum <- paste(dum,',')

dum <- paste(dum,dimnames(t(x))[[2]][j])

dum <- paste(dum,')')

a<-table.element(a,dum,header=TRUE)

r <- cor.test(y[i,],y[j,],method='kendall')

a<-table.element(a,r$estimate)

a<-table.element(a,r$p.value)

a<-table.row.end(a)

}

}

a<-table.end(a)

table.save(a,file='mytable.tab')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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