| WS6 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: Mon, 09 Nov 2009 12:17:45 -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/09/t1257795250h5sjqfe42d5xut7.htm/, Retrieved Mon, 09 Nov 2009 20:34:11 +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/09/t1257795250h5sjqfe42d5xut7.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 « | 10284,5 9904,642857
12792 13710,15385
12823,61538 13747,69231
13845,66667 14517
15335,63636 15185,81818
11188,5 11422,28571
13633,25 13819,66667
12298,46667 12749
15353,63636 16217
12696,15385 13238
12213,93333 12391
13683,72727 14780,09091
11214,14286 10815,42857
13950,23077 14770,84615
11179,13333 11831
11801,875 11931,3125
11188,82353 10611,94118
16456,27273 15923,18182
11110,0625 11094,875
16530,69231 16209,53846
10038,41176 10100
11681,25 12149,6875
11148,88235 11644,35294
8631 9249,947368
9386,444444 8980,777778
9764,736842 10244,52632
12043,75 12457,5625
12948,06667 13307,46667
10987,125 10839,625
11648,3125 11827,625
10633,35294 10925,94118
10219,3 10675,3
9037,6 9297,3
10296,31579 10433,21053
11705,41176 12261,41176
10681,94444 10911,22222
9362,947368 9334,421053
11306,35294 11655,05882
10984,45 11080
10062,61905 9840,142857
8118,583333 7448,916667
8867,48 8362,6
8346,72 8465,64
8529,307692 8220,923077
10697,18182 10432,86364
8591,84 8537,4
8695,607143 85 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( Invoer/inflatie , Uitvoer/inflatie ) | 0.925423728813559 | 0 |
| Charts produced by software: | | http://www.freestatistics.org/blog/date/2009/Nov/09/t1257795250h5sjqfe42d5xut7/1gr1n1257794261.png (open in new window) | http://www.freestatistics.org/blog/date/2009/Nov/09/t1257795250h5sjqfe42d5xut7/1gr1n1257794261.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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