| | *The author of this computation has been verified* | R Software Module: Patrick.Wessa/rwasp_pairs.wasp (opens new window with default values) | Title produced by software: Kendall tau Correlation Matrix | Date of computation: Tue, 21 Dec 2010 13:14:46 +0000 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/21/t12929375066upgup429rf6lgt.htm/, Retrieved Tue, 21 Dec 2010 14:18:28 +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/2010/Dec/21/t12929375066upgup429rf6lgt.htm/},
year = {2010},
}
@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 = {2010},
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 « | 162556 807 213118 6282154
29790 444 81767 4321023
87550 412 153198 4111912
84738 428 -26007 223193
54660 315 126942 1491348
42634 168 157214 1629616
40949 263 129352 1398893
45187 267 234817 1926517
37704 228 60448 983660
16275 129 47818 1443586
25830 104 245546 1073089
12679 122 48020 984885
18014 393 -1710 1405225
43556 190 32648 227132
24811 280 95350 929118
6575 63 151352 1071292
7123 102 288170 638830
21950 265 114337 856956
37597 234 37884 992426
17821 277 122844 444477
12988 73 82340 857217
22330 67 79801 711969
13326 103 165548 702380
16189 290 116384 358589
7146 83 134028 297978
15824 56 63838 585715
27664 236 74996 657954
11920 73 31080 209458
8568 34 32168 786690
14416 139 49857 439798
3369 26 87161 688779
11819 70 106113 574339
6984 40 80570 741409
4519 42 102129 597793
2220 12 301670 644190
18562 211 102313 377934
10327 74 88577 640273
5336 80 112477 697458
2365 83 191778 550608
4069 131 79804 207393
8636 203 128294 301607
13718 56 96448 345783
4525 89 93 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!
Correlations for all pairs of data series (method=pearson) | | Costs | Orders | Dividends | Wealth | Costs | 1 | 0.877 | 0.322 | 0.795 | Orders | 0.877 | 1 | 0.378 | 0.749 | Dividends | 0.322 | 0.378 | 1 | 0.378 | Wealth | 0.795 | 0.749 | 0.378 | 1 |
Correlations for all pairs of data series with p-values | pair | Pearson r | Spearman rho | Kendall tau | Costs;Orders | 0.8772 | 0.923 | 0.7821 | p-value | (0) | (0) | (0) | Costs;Dividends | 0.3219 | 0.4126 | 0.3304 | p-value | (0) | (0) | (0) | Costs;Wealth | 0.7953 | 0.2571 | 0.1783 | p-value | (0) | (0) | (0) | Orders;Dividends | 0.3781 | 0.433 | 0.3315 | p-value | (0) | (0) | (0) | Orders;Wealth | 0.749 | 0.2819 | 0.1997 | p-value | (0) | (0) | (0) | Dividends;Wealth | 0.3776 | 0.3288 | 0.2459 | p-value | (0) | (0) | (0) |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929375066upgup429rf6lgt/1nsji1292937283.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t12929375066upgup429rf6lgt/1nsji1292937283.ps (open in new window) |
| | Parameters (Session): | par1 = pearson ; | | Parameters (R input): | par1 = pearson ; | | 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=par1)
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$counts; y <- y/max(y)
rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
}
bitmap(file='test1.png')
pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
dev.off()
load(file='createtable')
n <- length(y[,1])
n
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,paste('Correlations for all pairs of data series (method=',par1,')',sep=''),n+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,' ',header=TRUE)
for (i in 1:n) {
a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
}
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
for (j in 1:n) {
r <- cor.test(y[i,],y[j,],method=par1)
a<-table.element(a,round(r$estimate,3))
}
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'pair',1,TRUE)
a<-table.element(a,'Pearson r',1,TRUE)
a<-table.element(a,'Spearman rho',1,TRUE)
a<-table.element(a,'Kendall tau',1,TRUE)
a<-table.row.end(a)
cor.test(y[1,],y[2,],method=par1)
for (i in 1:(n-1))
{
for (j in (i+1):n)
{
a<-table.row.start(a)
dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='')
a<-table.element(a,dum,header=TRUE)
rp <- cor.test(y[i,],y[j,],method='pearson')
a<-table.element(a,round(rp$estimate,4))
rs <- cor.test(y[i,],y[j,],method='spearman')
a<-table.element(a,round(rs$estimate,4))
rk <- cor.test(y[i,],y[j,],method='kendall')
a<-table.element(a,round(rk$estimate,4))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-value',header=T)
a<-table.element(a,paste('(',round(rp$p.value,4),')',sep=''))
a<-table.element(a,paste('(',round(rs$p.value,4),')',sep=''))
a<-table.element(a,paste('(',round(rk$p.value,4),')',sep=''))
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
| |
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This work is licensed under a
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Software written by Ed van Stee & Patrick Wessa
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