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Kendall tau correlatie matrix

*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, 13 Nov 2009 11:55:20 -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/13/t1258138576u2tic4xb3u12thf.htm/, Retrieved Fri, 13 Nov 2009 19:56:18 +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/13/t1258138576u2tic4xb3u12thf.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 «
467 2074 105.9 98.8 460 2049 107.8 100.5 448 2406 108 110.4 443 2558 109 96.4 436 2251 109.5 101.9 431 2059 109.8 106.2 484 2397 108.4 81 510 1747 109.8 94.7 513 1707 110 101 503 2319 109.8 109.4 471 1631 109.8 102.3 471 1627 109.7 90.7 476 1791 108.7 96.2 475 2034 110.5 96.1 470 1997 110.7 106 461 2169 110.8 103.1 455 2028 111 102 456 2253 110.7 104.7 517 2218 109.6 86 525 1855 111.2 92.1 523 2187 111.3 106.9 519 1852 111.2 112.6 509 1570 111 101.7 512 1851 111.1 92 519 1954 110 97.4 517 1828 112.3 97 510 2251 112.6 105.4 509 2277 112.4 102.7 501 2085 112 98.1 507 2282 112.4 104.5 569 2266 111.1 87.4 580 1878 113 89.9 578 2267 113.2 109.8 565 2069 112.8 111.7 547 1746 113 98.6 555 2299 113 96.9 562 2360 111.5 95.1 561 2214 113.6 97 555 2825 113.7 112.7 544 2355 114.3 102.9 537 2333 114.7 97.4 543 3016 114.6 111.4 594 2155 113.4 87.4 611 2172 115.3 96.8 613 2150 115.2 114.1 611 2533 115.8 110.3 594 2058 115.6 103.9 595 2160 115.2 101.6 591 2260 113.7 94.6 589 2 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!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( Tw , Bv )0.2555973174627960.00401362407336658
tau( Tw , Hicp )0.6727450185828484.79616346638068e-14
tau( Tw , Tip )0.00794552157704660.928827597862444
tau( Bv , Hicp )0.3920505804985511.06833417679031e-05
tau( Bv , Tip )0.1828476215476760.039363758050573
tau( Hicp , Tip )0.1598872954982750.072936296698769
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/13/t1258138576u2tic4xb3u12thf/12tc01258138519.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/13/t1258138576u2tic4xb3u12thf/12tc01258138519.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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