| | *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 06:47:32 -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/t1258120098051rzqsdir2dyuz.htm/, Retrieved Fri, 13 Nov 2009 14:48:20 +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/t1258120098051rzqsdir2dyuz.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
96,66958808 98,54368932 99,67373573 111,8629088
91,06047327 93,93203883 96,9004894 94,1225572
89,04469763 89,32038835 97,06362153 67,79436315
82,90972831 92,7184466 96,41109299 146,0424236
84,04907975 88,34951456 96,08482871 125,6555043
91,76161262 86,89320388 95,26916803 142,8655602
90,09640666 80,33980583 93,47471452 130,0304429
85,97721297 77,66990291 92,4959217 110,0117843
99,82471516 78,88349515 92,82218597 132,789944
70,90271691 77,18446602 101,3050571 88,23529412
83,87379492 78,6407767 102,6101142 91,96700383
99,21121823 88,10679612 102,4469821 96,65128155
92,81332165 92,96116505 99,83686786 97,14720613
95,3549518 95,38834951 97,06362153 90,7345576
89,65819457 97,57281553 97,38988581 52,52872434
86,76599474 98,54368932 96,73735726 156,9085731
88,25591586 102,4271845 96,24796085 144,8787194
101,2269939 105,0970874 94,61663948 169,4294412
88,25591586 109,9514563 93,63784666 133,3840715
96,3190184 110,4368932 93,47471452 131,2776196
100,4382121 112,3786408 93,47471452 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!
Kendall tau rank correlations for all pairs of data series | pair | tau | p-value | tau( TIP , conjunctuur ) | 0.28927286257233 | 0.00111575296760025 | tau( TIP , werkloosheid ) | -0.170490281210857 | 0.0548410111291755 | tau( TIP , INW ) | 0.219836120672245 | 0.0130990678457155 | tau( conjunctuur , werkloosheid ) | 0.0487804956520221 | 0.583235230381691 | tau( conjunctuur , INW ) | 0.0396152240451274 | 0.655229283976495 | tau( werkloosheid , INW ) | -0.194790986640151 | 0.0282070905058482 |
| Charts produced by software: | | http://www.freestatistics.org/blog/date/2009/Nov/13/t1258120098051rzqsdir2dyuz/1y8mr1258120049.png (open in new window) | http://www.freestatistics.org/blog/date/2009/Nov/13/t1258120098051rzqsdir2dyuz/1y8mr1258120049.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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