correlation matrix

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

Title produced by software: Kendall tau Correlation Matrix

Date of computation: Wed, 16 Jan 2008 11:46:03 -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/16/t1200508900725k3cjzgxwo3hn.htm/, Retrieved Wed, 16 Jan 2008 19:41:42 +0100

User-defined keywords:

Dataseries X:

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21797 36429 3 575 58804 22209 32720 6 591 55526 28135 34490 4 603 63232 29512 34749 15 653 64929 26714 30945 3 593 58255 30899 34302 2 674 65877 27148 30400 5 687 58240 24288 25543 0 525 50356 26019 32188 3 621 58831 24007 34395 9 654 59065 18195 27148 5 469 45817 17323 26634 2 561 44520 19504 34257 4 514 54279 23859 34794 10 569 59232 28852 38927 2 654 68435 30746 38512 5 598 69861 26956 33325 2 555 60838 31905 40658 5 598 73166 25956 32719 8 624 59307 24255 29323 4 592 54174 25045 34384 9 580 60018 22982 35153 6 616 58757 19304 30937 4 548 50793 18294 28079 0 543 46916 20417 39703 6 492 60618 21558 35245 6 513 57322 27369 41324 15 546 69254 28240 40802 7 638 69687 27201 37732 3 582 65518 31084 41527 14 655 73280 25306 33441 7 539 59293 24759 32885 12 560 58216 24276 36804 8 577 61665 20862 35593 11 513 56979 19437 34355 23 514 54329 15291 27045 5 471 42812 22515 45587 11 542 68655 22040 40370 6 522 62938 28398 48209 22 638 77267 26158 40275 9 543 66985 25081 36760 11 531 62383 28893 42588 17 600 72098 26504 35365 19 554 62442 22960 33014 12 528 56514 23792 36944 3 551 61290 20995 35649 6 511 57161 19765 34814 17 494 55090 14585 26041 5 384 41015 20480 45636 3 482 66601 21188 40040 7 463 61698 27994 47725 7 565 76291 27229 40263 4 521 68017 28804 43339 19 549 72711 29257 47283 17 610 77167 26377 40492 10 558 67437 24392 35768 10 489 60659 16949 28539 9 359 45856 22566 42971 9 551 66097 18000 36144 3 459 54606 16373 26950 3 490 43816

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 Input view raw input (R code) Raw Output view raw output of R engine Computing time 3 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Kendall tau rank correlations for all pairs of data series pair tau p-value tau( Benzine , diesel ) 0.337853107344633 0.000136734931062144 tau( Benzine , electriciteit ) 0.153737493145244 0.0909760145264333 tau( Benzine , LPG ) 0.554204314519712 4.24123625109019e-10 tau( Benzine , totaal ) 0.640677966101695 4.73843186910017e-13 tau( diesel , electriciteit ) 0.298157562463503 0.00104507473381488 tau( diesel , LPG ) 0.0956695905554967 0.281023344265606 tau( diesel , totaal ) 0.697175141242938 3.5527136788005e-15 tau( electriciteit , LPG ) 0.0198387937483871 0.827650481250404 tau( electriciteit , totaal ) 0.243417697479969 0.00744481334641622 tau( LPG , totaal ) 0.323238675782181 0.000270196610456130

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/16/t1200508900725k3cjzgxwo3hn/18fga1200509160.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Jan/16/t1200508900725k3cjzgxwo3hn/18fga1200509160.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')

Copyright

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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