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kendall

*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: Fri, 13 Nov 2009 06:16:08 -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/13/t1258118261wxinmwrs3i1krh3.htm/, Retrieved Fri, 13 Nov 2009 14:17:41 +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/13/t1258118261wxinmwrs3i1krh3.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 «
17823,2 16629,6 10872 17872,0 16670,7 10625 17420,4 16614,8 10407 16704,4 16869,2 10463 15991,2 15663,9 10556 16583,6 16359,9 10646 19123,5 18447,7 10702 17838,7 16889,0 11353 17209,4 16505,0 11346 18586,5 18320,9 11451 16258,1 15052,1 11964 15141,6 15699,8 12574 19202,1 18135,3 13031 17746,5 16768,7 13812 19090,1 18883,0 14544 18040,3 19021,0 14931 17515,5 18101,9 14886 17751,8 17776,1 16005 21072,4 21489,9 17064 17170,0 17065,3 15168 19439,5 18690,0 16050 19795,4 18953,1 15839 17574,9 16398,9 15137 16165,4 16895,6 14954 19464,6 18553,0 15648 19932,1 19270,0 15305 19961,2 19422,1 15579 17343,4 17579,4 16348 18924,2 18637,3 15928 18574,1 18076,7 16171 21350,6 20438,6 15937 18594,6 18075,2 15713 19823,1 19563,0 15594 20844,4 19899,2 15683 19640,2 19227,5 16438 17735,4 17789,6 17032 19813,6 19220,8 17696 22160,0 21968,9 17745 20664,3 21131,5 19394 17877,4 19484,6 20148 20906,5 22168,7 20108 21164,1 20866,8 18584 21374,4 22176,2 18441 22952,3 23533,8 18391 21343,5 21 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
 
Charts produced by software:
 
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'#
 




Copyright

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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