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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: Wed, 11 Nov 2009 06:34:52 -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/11/t1257946610au6iojpp2of0fdq.htm/, Retrieved Wed, 11 Nov 2009 14:36:52 +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/11/t1257946610au6iojpp2of0fdq.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:
shwws6vr4
 
Dataseries X:
» Textbox « » Textfile « » CSV «
100 100 100 100 87,14054095 99,31916948 84,48959366 85,95702149 112,0054296 114,7106298 96,92765114 68,015992 112,312101 114,9941367 98,26560951 91,25437281 109,474134 114,6085397 107,5569871 104,2978511 104,9746116 116,3633855 103,64222 71,11444278 100,4926851 108,0492516 93,45887017 94,35282359 104,2154743 112,8502449 105,2527255 71,91404298 120,1768388 127,2518452 126,1397423 74,8125937 112,1028355 116,4999655 112,4132805 98,4007996 108,1481575 113,8511416 107,9286422 115,6921539 116,802197 126,3771815 100,7928642 109,5452274 102,1699512 103,8290681 106,1199207 110,2948526 95,15358705 108,296889 103,666997 122,0389805 120,6707808 125,0969166 142,888999 91,2043978 111,5234277 115,6701386 120,6144698 114,8425787 119,9669448 130,2545354 104,8067393 118,9905047 113,3697401 131,2064565 121,7294351 103,1984008 110,0717661 124,8665241 121,1100099 124,5877061 111,5567342 122,6191626 129,4846383 90,85457271 132,424212 148,2368766 103,691774 108,9455272 107,900558 117,7160792 116,7740337 123,138 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( Totuit , Totin )0.7661202185792350
tau( Totuit , Invchin )0.3147540983606560.000337855426967293
tau( Totuit , Uitvchin )0.1460213780918220.0965900437211178
tau( Totin , Invchin )0.406557377049183.65933275303654e-06
tau( Totin , Uitvchin )0.2160241361283500.0139637677605304
tau( Invchin , Uitvchin )0.2171179292226710.0134871266470888
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257946610au6iojpp2of0fdq/1v8et1257946490.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257946610au6iojpp2of0fdq/1v8et1257946490.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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Creative Commons License

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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