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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: Tue, 08 Jan 2008 10:57:03 -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/Jan/08/t1199814962q20ms1pxnb2s55x.htm/, Retrieved Tue, 08 Jan 2008 18:56:03 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1,0137 89,97 0,9834 99,8 0,9643 112,99 0,947 93,69 0,906 108,02 0,9492 99,11 0,9397 94,33 0,9041 83,75 0,8721 106,37 0,8552 109,63 0,8564 105,5 0,8973 96,13 0,9383 102,48 0,9217 101,37 0,9095 112,76 0,892 95,57 0,8742 102,81 0,8532 104,13 0,8607 97,52 0,9005 85,29 0,9111 101,01 0,9059 108,48 0,8883 101,33 0,8924 87,57 0,8833 97,44 0,87 96,06 0,8758 106,67 0,8858 102,67 0,917 104,54 0,9554 102,46 0,9922 103,35 0,9778 83,27 0,9808 108,22 0,9811 115,23 1,0014 103,7 1,0183 93,61 1,0622 100,25 1,0773 100,56 1,0807 108,86 1,0848 105,43 1,1582 104,77 1,1663 109,13 1,1372 106,13 1,1139 82,27 1,1222 113,6 1,1692 117,73 1,1702 104,83 1,2286 104,61 1,2613 102,93 1,2646 106,95 1,2262 123,45 1,1985 111,99 1,2007 103,95 1,2138 122,05 1,2266 108,04 1,2176 93,72 1,2218 119,61 1,249 118,29 1,2991 117,14 1,3408 112,76 1,3119 105,97 1,3014 107,96 1,3201 122,27 1,2938 114,54 1,2694 110,15 1,2165 120,02 1,2037 103,94 1,2292 96,18 1,2256 121,01 1,2015 110,55 1,1786 120,04 1,1856 114,19
 
Text written by user:
 
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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( wisselkoers , uitvoer )0.321267859798296.5758938082805e-05
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/08/t1199814962q20ms1pxnb2s55x/1t9j21199815021.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/08/t1199814962q20ms1pxnb2s55x/1t9j21199815021.ps (open in new window)


 
Parameters (Session):
 
Parameters (R input):
 
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')
 





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