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*The author of this computation has been verified*
R Software Module: /rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Sat, 19 Dec 2009 11:31:05 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/19/t1261251411ut0rrwi9ntpe8m5.htm/, Retrieved Sat, 19 Dec 2009 20:36:53 +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/2009/Dec/19/t1261251411ut0rrwi9ntpe8m5.htm/},
    year = {2009},
}
@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 = {2009},
    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 «
2849,27 10872 594 17,8 2921,44 10625 595 17,9 2981,85 10407 591 17,4 3080,58 10463 589 16,7 3106,22 10556 584 16 3119,31 10646 573 16,6 3061,26 10702 567 19,1 3097,31 11353 569 17,8 3161,69 11346 621 17,2 3257,16 11451 629 18,6 3277,01 11964 628 16,3 3295,32 12574 612 15,1 3363,99 13031 595 19,2 3494,17 13812 597 17,7 3667,03 14544 593 19,1 3813,06 14931 590 18 3917,96 14886 580 17,5 3895,51 16005 574 17,8 3801,06 17064 573 21,1 3570,12 15168 573 17,2 3701,61 16050 620 19,4 3862,27 15839 626 19,8 3970,1 15137 620 17,6 4138,52 14954 588 16,2 4199,75 15648 566 19,5 4290,89 15305 557 19,9 4443,91 15579 561 20 4502,64 16348 549 17,3 4356,98 15928 532 18,9 4591,27 16171 526 18,6 4696,96 15937 511 21,4 4621,4 15713 499 18,6 4562,84 15594 555 19,8 4202,52 15683 565 20,8 4296,49 16438 542 19,6 4435,23 17032 527 17,7 4105,18 17696 510 19,8 4116,68 17745 514 22,2 3844,49 19394 517 20,7 3720,98 20148 508 17,9 3674,4 20108 493 20,9 3857,62 18584 490 21,2 3801,06 18441 469 21,4 3 etc...
 
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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( bel , goud )-0.1486295623053990.0934585848619314
tau( bel , wklh )-0.06060617969954040.494877046673813
tau( bel , uitv )0.2066662067432440.0205211825898430
tau( goud , wklh )-0.4167621109510212.66629286327381e-06
tau( goud , uitv )0.1309085349544510.142147887936951
tau( wklh , uitv )-0.3205974939494380.000334173733126423
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261251411ut0rrwi9ntpe8m5/1y29d1261247463.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261251411ut0rrwi9ntpe8m5/1y29d1261247463.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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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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