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Various EDA topics-Kendall Tau

*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, 07 Nov 2008 04:03:18 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Nov/07/t12260561766fq8iwby90zsrez.htm/, Retrieved Fri, 07 Nov 2008 11:09:36 +0000
 
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/2008/Nov/07/t12260561766fq8iwby90zsrez.htm/},
    year = {2008},
}
@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 = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
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Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1,21 512238 99,29 1946,81 1,74 519164 98,69 1765,9 1,76 517009 107,92 1635,25 1,48 509933 101,03 1833,42 1,04 509127 97,55 1910,43 1,62 500857 103,02 1959,67 1,49 506971 94,08 1969,6 1,79 569323 94,12 2061,41 1,8 579714 115,08 2093,48 1,58 577992 116,48 2120,88 1,86 565464 103,42 2174,56 1,74 547344 112,51 2196,72 1,59 554788 95,55 2350,44 1,26 562325 97,53 2440,25 1,13 560854 119,26 2408,64 1,92 555332 100,94 2472,81 2,61 543599 97,73 2407,6 2,26 536662 115,25 2454,62 2,41 542722 92,8 2448,05 2,26 593530 99,2 2497,84 2,03 610763 118,69 2645,64 2,86 612613 110,12 2756,76 2,55 611324 110,26 2849,27 2,27 594167 112,9 2921,44 2,26 590865 102,17 3080,58 2,57 589379 99,38 3106,22 3,07 584428 116,1 3119,31 2,76 573100 103,77 3061,26 2,51 567456 101,81 3097,31 2,87 569028 113,74 3161,69 3,14 620735 89,67 3257,16 3,11 628884 99,5 3277,01 3,16 628232 122,89 3295,32 2,47 612117 108,61 3363,99 2,57 595404 114,37 3494,17 2,89 597141 110,5 3667,03 2,63 593408 104,08 3813,06 2,38 590072 103,64 3917,96 1,69 579799 121,61 3895,51 1,96 574205 101,14 3733,22 2,19 572775 115,97 3801,06 1,87 572942 120,12 3570,12 1,6 619567 95,97 3701,61 1,63 625809 105,01 3862,27 1,22 619916 124,68 3970,1 1,21 587625 123,89 4138,52 1,49 565742 123,61 4199,75 1,64 557274 114,76 4290,89 1,66 560576 108,75 4443,91 1,77 548854 106,09 4502,64 1,82 531673 123,17 4356,98 1,78 525919 106,16 4591,27 1,28 511038 115,18 4696,96 1,29 498662 120,6 4621,4 1,37 555362 109,48 4562,84 1,12 564591 114,44 4202,52 1,51 541657 121,44 4296,49 2,24 527070 129,48 4435,23 2,94 509846 124,32 4105,18 3,09 514258 112,59 4116,68
 
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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( X1 , X2 )0.3085202772351820.000507979742814912
tau( X1 , X3 )-0.03679599636749870.678412796371483
tau( X1 , X4 )0.03679599636749870.678412796371483
tau( X2 , X3 )0.02824858757062150.749805072730034
tau( X2 , X4 )0.05197740112994350.557358604272793
tau( X3 , X4 )0.3502824858757067.6754109821442e-05
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/07/t12260561766fq8iwby90zsrez/16pqz1226055794.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/07/t12260561766fq8iwby90zsrez/16pqz1226055794.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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