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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: Mon, 09 Nov 2009 00:56:25 -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/09/t12577537907vrm0218pnnabx6.htm/, Retrieved Mon, 09 Nov 2009 09:03:12 +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/09/t12577537907vrm0218pnnabx6.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 «
2 1.249 10800 17872 2 1.2991 10642 17420.4 2 1.3408 10269 16704.4 2 1.3119 10189 15991.2 2 1.3014 9876 15583.6 2 1.3201 10164 19123.5 2 1.2938 9906 17838.7 2 1.2694 10003 17209.4 2 1.2165 10564 18586.5 2 1.2037 10221 16258.1 2 1.2292 10052 15141.6 2 1.2256 10512 19202.1 2 1.2015 10573 17746.5 2 1.1786 10821 19090.1 2.21 1.1856 10167 18040.3 2.25 1.2103 10901 17515.5 2.25 1.1938 10896 17751.8 2.45 1.202 10934 21072.4 2.5 1.2271 11059 17170 2.5 1.277 10513 19439.5 2.64 1.265 10270 19795.4 2.75 1.2684 10399 17574.9 2.93 1.2811 10740 16165.4 3 1.2727 10263 19464.6 3.17 1.2611 9883 19932.1 3.25 1.2881 10204 19961.2 3.39 1.3213 10201 17343.4 3.5 1.2999 10416 18924.2 3.5 1.3074 10557 18574.1 3.65 1.3242 10166 21350.6 3.75 1.3516 10066 18594.6 3.75 1.3511 10117 19832.1 3.9 1.3419 9973 20844.4 4 1.3716 10360 19640.2 4 1.3622 10133 17735.4 4 1.3896 10667 19813.6 4 1.4227 10883 22160 4 1.4684 10794 20664.3 4 1.457 11212 17877.4 4 1.4718 11242 20906.5 4 1.4748 11483 21164.1 4 1.55 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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( Rente , Wisselkoers )0.3920037963930072.18059706027507e-05
tau( Rente , Reserves )-0.07696878194017950.40450599055678
tau( Rente , Uitvoer )0.5341591295144947.31110771923227e-09
tau( Wisselkoers , Reserves )0.1672316384180790.0590438479778206
tau( Wisselkoers , Uitvoer )0.2254874348283430.0109326239508383
tau( Reserves , Uitvoer )-0.07403221544489470.403421857659155
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/09/t12577537907vrm0218pnnabx6/1jo2c1257753383.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/09/t12577537907vrm0218pnnabx6/1jo2c1257753383.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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