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Workshop 6: kendall tau correlation matrix

*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 15:09:46 -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/11/t12579776394l3z60mavyc4blt.htm/, Retrieved Wed, 11 Nov 2009 23:14:01 +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/t12579776394l3z60mavyc4blt.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:
W6KTCM
 
Dataseries X:
» Textbox « » Textfile « » CSV «
267413 294912 21,4 26,9 267366 293488 26,4 27,8 264777 290555 26,4 28,7 258863 284736 29,4 30,5 254844 281818 34,4 31,8 254868 287854 24,4 31,4 277267 316263 26,4 34,8 285351 325412 25,4 32,2 286602 326011 31,4 33 283042 328282 27,4 32,4 276687 317480 27,4 30,5 277915 317539 29,4 28,6 277128 313737 32,4 30 277103 312276 26,4 28,2 275037 309391 22,4 27,6 270150 302950 19,4 24,9 267140 300316 21,4 23,8 264993 304035 23,4 24,3 287259 333476 23,4 23,6 291186 337698 25,4 24,2 292300 335932 28,4 28,1 288186 323931 27,4 30,1 281477 313927 21,4 31,1 282656 314485 17,4 32 280190 313218 24,4 32,4 280408 309664 26,4 34 276836 302963 22,4 35,1 275216 298989 14,4 37,1 274352 298423 18,4 37,3 271311 301631 25,4 38,1 289802 329765 29,4 39,5 290726 335083 26,4 38,3 292300 327616 26,4 37,3 278506 309119 20,4 38,7 269826 295916 26,4 37,5 265861 291413 29,4 38,7 269034 291542 33,4 37,9 264176 284678 32,4 36,6 255198 276475 35,4 35,5 253353 272566 34,4 37,6 246057 264981 36,4 38,6 235372 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'George Udny Yule' @ 72.249.76.132


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( Totwm , Totwv )0.6638243595726086.66133814775094e-16
tau( Totwm , vower )-0.2031888425340150.0155092641192718
tau( Totwm , conind )-0.06363449346915890.440204439819858
tau( Totwv , vower )0.0536199581592540.522942197409057
tau( Totwv , conind )0.1332196648433970.106051708458537
tau( vower , conind )0.496504940681853.50894246992084e-09
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/11/t12579776394l3z60mavyc4blt/15a5t1257977385.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/11/t12579776394l3z60mavyc4blt/15a5t1257977385.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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Software written by Ed van Stee & Patrick Wessa


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