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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: Tue, 10 Nov 2009 03:53:46 -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/10/t1257850464vzp4de7uuuel1k1.htm/, Retrieved Tue, 10 Nov 2009 11:54:26 +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/10/t1257850464vzp4de7uuuel1k1.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 «
100 100 100 100 108.1560276 211.3043478 99.94940551 105.8823529 114.0150276 333.9130435 102.0743739 111.7647059 102.1880309 187.826087 102.0237794 108.8235294 110.3672031 254.7826087 102.6309132 111.7647059 96.8602511 121.7391304 102.8838857 117.6470588 94.1944583 113.9130435 103.0103719 111.7647059 99.51621961 140.8695652 104.3258285 120.5882353 94.06333487 142.6086957 105.211232 102.9411765 97.5541476 173.9130435 104.7305844 114.7058824 78.15062422 121.7391304 104.174045 114.7058824 81.2434643 113.9130435 103.6933974 117.6470588 92.36262465 115.6521739 104.3258285 111.7647059 96.06324371 155.6521739 105.211232 97.05882353 114.0523777 256.5217391 105.3124209 94.11764706 110.6616666 217.3913043 105.5400961 82.35294118 104.9171949 230.4347826 106.7037693 82.35294118 90.00187193 171.3043478 106.6025803 85.29411765 95.7008067 155.6521739 105.008854 85.29411765 86.02741157 133.0434783 104.3258285 73.52941176 84.85287668 140.8695652 104.174045 61.76470588 100.04328 169.5652174 103.4151278 32.3 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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( BouwV , HypoK )0.530952933949244.44089209850063e-16
tau( BouwV , IndSI )0.4242424814854687.79620812352277e-11
tau( BouwV , IndCons )-0.1063260049802300.109382846577857
tau( HypoK , IndSI )0.5135327638760113.77475828372553e-15
tau( HypoK , IndCons )-0.243494869565490.000252543581496349
tau( IndSI , IndCons )-0.2548202121656550.000125576279807221
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/10/t1257850464vzp4de7uuuel1k1/1vntq1257850424.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/10/t1257850464vzp4de7uuuel1k1/1vntq1257850424.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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