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Workshop7-q3

R Software Module: rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Sun, 25 Nov 2007 02:25:44 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/25/t11959822550bvw2wsz4p74kxp.htm/, Retrieved Sun, 25 Nov 2007 10:17:35 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
36409 48527 102.61 102.86 99.25 33163 44446 102.18 102.12 99.36 34122 46380 101.64 100.74 99.34 35225 48950 102 100.96 99.36 28249 38883 102.18 101.01 100.85 30374 42928 101.89 100.41 100.86 26311 37107 102.09 100.35 100.93 22069 30186 101.6 99.33 101.25 23651 32602 101.33 98.66 101.72 28628 39892 101.44 98.69 101.54 23187 32194 101.49 98.61 101.35 14727 21629 100.41 96.41 101.42 43080 59968 101.38 96.3 101.57 32519 45694 101.4 96.12 101.76 39657 55756 102.16 97.32 102.05 33614 48554 104.46 101.78 102.05 28671 41052 104.75 102.28 101.89 34243 49822 104.2 101.12 102.06 27336 39191 106.05 104.55 102 22916 31994 107.54 107.4 102.14 24537 35735 108.23 108.41 102.2 26128 38930 108.99 109.43 102.3 22602 33658 109.51 110.34 102.7 15744 23849 111.99 115.06 102.77 41086 58972 111.08 113.13 103.1 39690 59249 112.95 116.56 103.13 43129 63955 115.49 121.39 103.31 37863 53785 114.67 119.12 103.52 35953 52760 116.85 123.31 103.34 29133 44795 119.57 128.57 103.53 24693 37348 119.41 127.71 103.8 22205 32370 118.46 125.68 103.9 21725 32717 122.81 133.8 103.91 27192 40974 121.76 130.97 104.21 21790 33591 121.37 129.99 104.58 13253 21124 118.61 124 104.89 37702 58608 116.08 118.63 105.15 30364 46865 117.84 121.86 105.24 32609 51378 117.02 119.97 105.57 30212 46235 119.78 125.03 105.62 29965 47206 122.58 130.09 106.17 28352 45382 120.98 126.65 106.27 25814 41227 118.92 121.7 106.41 22414 33795 117.81 119.24 106.94 20506 31295 119.73 122.63 107.16 28806 42625 117.16 116.66 107.32 22228 33625 116.03 114.12 107.32 13971 21538 115.55 113.11 107.35 36845 56421 115.36 112.61 107.55 35338 53152 116.09 113.4 107.87 35022 53536 117.32 115.18 108.37 34777 52408 120.45 121.01 108.38 26887 41454 119.86 119.44 107.92 23970 38271 118.51 116.68 108.03 22780 35306 118.92 117.07 108.14 17351 26414 119.11 117.41 108.3 21382 31917 120.34 119.58 108.64 24561 38030 121.23 120.92 108.66 17409 27534 119.43 117.09 109.04 11514 18387 119.28 116.77 109.03 31514 50556 120.64 119.39 109.03 27071 43901 122.24 122.49 109.54 29462 48572 123.1 124.08 109.75 26105 43899 120.72 118.29 109.83 22397 37532 118.34 112.94 109.65 23843 40357 118.8 113.79 109.82 21705 35489 119.29 114.43 109.95 18089 29027 121.47 118.7 110.12 20764 34485 122.35 120.36 110.15 25316 42598 121.53 118.27 110.21 17704 30306 121.72 118.34 109.99 15548 26451 121.58 117.82 110.14 28029 47460 121.55 117.65 110.14 29383 50104 122.02 118.18 110.81 36438 61465 123.74 121.02 110.97 32034 53726 125.8 124.78 110.99 22679 39477 129.29 131.16 109.73 24319 43895 128.89 130.14 109.81 18004 31481 130.04 131.75 110.02 17537 29896 131.57 134.73 110.18 20366 33842 131.97 135.35 110.21 22782 39120 134.43 140.32 110.25 19169 33702 132.63 136.35 110.36 13807 25094 130.26 131.6 110.51 29743 51442 129 128.9 110.6 25591 45594 131.65 133.89 110.95 29096 52518 134.21 138.25 111.18 26482 48564 138.63 146.23 111.19 22405 41745 138.1 144.76 111.69 27044 49585 140.51 149.3 111.7 17970 32747 144.36 156.8 111.83 18730 33379 145.57 159.08 111.77 19684 35645 148.7 165.12 111.73 19785 37034 147.86 163.14 112.01 18479 35681 143.16 153.43 111.86 10698 20972 141.96 151.01 112.04
 
Text written by user:
 
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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( PwTi , PwTni )0.7903508771929820
tau( PwTi , I_tot )-0.2737442487436727.80693827186626e-05
tau( PwTi , I_bra )-0.2188596491228070.00158364303130421
tau( PwTi , I_ak )-0.2861532329545743.66587795453895e-05
tau( PwTni , I_tot )-0.08335161420079760.229053458305039
tau( PwTni , I_bra )-0.05394736842105260.436187459973981
tau( PwTni , I_ak )-0.08163267075084470.238995134484468
tau( I_tot , I_bra )0.7953498765581370
tau( I_tot , I_ak )0.7611941031936330
tau( I_bra , I_ak )0.5613343327437126.66133814775094e-16
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/25/t11959822550bvw2wsz4p74kxp/1afv91195982740.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/25/t11959822550bvw2wsz4p74kxp/1afv91195982740.ps (open in new window)


 
Parameters:
 
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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