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kendall tau correlation

*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: Thu, 05 Nov 2009 03:23:45 -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/Nov/05/t1257416690h4ym10itl1kaxui.htm/, Retrieved Thu, 05 Nov 2009 11:24:52 +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/Nov/05/t1257416690h4ym10itl1kaxui.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 «

216234 258961 87130 562325 213587 258647 88620 560854 209465 256304 89563 555332 204045 250498 89056 543599 200237 247883 88542 536662 203666 249552 89504 542722 241476 262626 89428 593530 260307 264416 86040 610763 243324 273049 96240 612613 244460 272441 94423 611324 233575 267564 93028 594167 237217 265952 92285 595454 235243 263937 91685 590865 230354 264765 94260 589379 227184 263386 93858 584428 221678 258985 92437 573100 217142 257334 92980 567456 219452 257477 92099 569028 256446 271486 92803 620735 265845 274488 88551 628884 248624 281274 98334 628232 241114 272674 98329 612117 229245 269704 96455 595404 231805 268227 97109 597141 219277 276444 97687 593408 219313 272247 98512 590072 212610 268516 98673 579799 214771 263406 96028 574205 211142 263619 98014 572775 211457 265905 95580 572942 240048 281681 97838 619567 240636 287413 97760 625809 230580 289423 99913 619916 208795 281242 97588 587625 197922 273878 93942 565742 194596 269022 93656 557274 194581 272630 93 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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Kendall tau rank correlations for all pairs of data series
pair	tau	p-value
tau( wl_vla , wl_wa )	0.554134697357204	1.65776281590979e-11
tau( wl_vla , wl_bru )	0.178251615354688	0.0303803313750584
tau( wl_vla , wl_bel )	0.853367433930094	0
tau( wl_wa , wl_bru )	0.271215376472683	0.000986808385882831
tau( wl_wa , wl_bel )	0.697357203751066	0
tau( wl_bru , wl_bel )	0.251599169998243	0.00224313650474284

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Nov/05/t1257416690h4ym10itl1kaxui/142it1257416624.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Nov/05/t1257416690h4ym10itl1kaxui/142it1257416624.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')

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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