Kendal Tau correlation van de 4 tijdreeksen | ||||||||||||||||||||||||||||||||||||||||||||||||||
| *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: Thu, 12 Nov 2009 07:38:38 -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/12/t1258037225yjz2tvmaatzjrhf.htm/, Retrieved Thu, 12 Nov 2009 15:47:06 +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/12/t1258037225yjz2tvmaatzjrhf.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},
}
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| Original text written by user: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| IsPrivate? | ||||||||||||||||||||||||||||||||||||||||||||||||||
| No (this computation is public) | ||||||||||||||||||||||||||||||||||||||||||||||||||
| User-defined keywords: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| Dataseries X: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| » Textbox « » Textfile « » CSV « | ||||||||||||||||||||||||||||||||||||||||||||||||||
| 149 2.3 0.69144 110.8 139 1.9 0.69862 119.3 135 1.7 0.69500 128.1 130 2.5 0.69867 127.6 127 2.1 0.68968 137.9 122 2.4 0.69233 151.4 117 1.5 0.68293 143.6 112 1.9 0.68399 143.4 113 2.1 0.66895 141.9 149 2.2 0.68756 135.2 157 2.0 0.68527 133.1 157 2.0 0.67760 129.6 147 2.2 0.68137 134.1 137 2.3 0.67933 136.8 132 2.3 0.67922 143.5 125 2.0 0.68598 162.5 123 2.2 0.68297 163.1 117 1.9 0.68935 157.2 114 2.3 0.69463 158.8 111 2.2 0.68330 155.4 112 2.3 0.68666 148.5 144 2.1 0.68782 154.2 150 2.4 0.67669 153.3 149 2.3 0.67511 149.4 134 1.9 0.67254 147.9 123 1.6 0.67397 156.0 116 1.8 0.67286 163.0 117 1.8 0.66341 159.1 111 2.0 0.66800 159.5 105 2.3 0.68021 157.3 102 2.2 0.67934 156.4 95 2.2 0.68136 156.6 93 2.0 0.67562 162.4 124 2.0 0.67440 166.8 130 1.9 0.67766 162.6 124 1.5 0.68887 168.1 115 1.6 0.69614 171.3 106 1.5 0.70896 171.0 105 2.0 0.72064 178.7 105 1.5 0.74725 187.5 101 1.5 0.75094 211.4 95 1.9 0.77494 211.6 93 1.1 0.79487 199.4 84 1.5 0.79209 198.7 87 2.1 0.79152 20 etc... | ||||||||||||||||||||||||||||||||||||||||||||||||||
| Output produced by software: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| Charts produced by software: |
| 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') | Copyright
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