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Author

*The author of this computation has been verified*

R Software Module

Patrick.Wessarwasp_pairs.wasp

Title produced by software

Kendall tau Correlation Matrix

Date of computation

Tue, 21 Dec 2010 14:45:19 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/21/t129294265501dbex4zrvvtcbq.htm/, Retrieved Sun, 19 May 2024 18:22:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113629, Retrieved Sun, 19 May 2024 18:22:49 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

118

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Kendall tau Correlation Matrix] [] [2010-12-05 17:44:33] [b98453cac15ba1066b407e146608df68]
- R PD    [Kendall tau Correlation Matrix] [] [2010-12-21 14:45:19] [c1585b71a1b15294a02e0a160577aa4f] [Current]

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0	48	79510	197687
0	90	77440	418341
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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135
R Framework error message	The field 'Names of X columns' contains a hard return which cannot be interpreted. Please, resubmit your request without hard returns in the 'Names of X columns'.

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
R Framework error message & The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113629&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[ROW][C]R Framework error message[/C][C]The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113629&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113629&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135
R Framework error message	The field 'Names of X columns' contains a hard return which cannot be interpreted. Please, resubmit your request without hard returns in the 'Names of X columns'.

Correlations for all pairs of data series (method=pearson)
	Group	Trades	Dividends	Wealth
Group	1	0.159	0.147	0.218
Trades	0.159	1	0.347	0.516
Dividends	0.147	0.347	1	0.442
Wealth	0.218	0.516	0.442	1

\begin{tabular}{lllllllll}
\hline
Correlations for all pairs of data series (method=pearson) \tabularnewline
  & Group & Trades & Dividends & Wealth
 \tabularnewline
Group & 1 & 0.159 & 0.147 & 0.218 \tabularnewline
Trades & 0.159 & 1 & 0.347 & 0.516 \tabularnewline
Dividends & 0.147 & 0.347 & 1 & 0.442 \tabularnewline
Wealth
 & 0.218 & 0.516 & 0.442 & 1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113629&T=1

[TABLE]
[ROW][C]Correlations for all pairs of data series (method=pearson)[/C][/ROW]
[ROW][C] [/C][C]Group[/C][C]Trades[/C][C]Dividends[/C][C]Wealth
[/C][/ROW]
[ROW][C]Group[/C][C]1[/C][C]0.159[/C][C]0.147[/C][C]0.218[/C][/ROW]
[ROW][C]Trades[/C][C]0.159[/C][C]1[/C][C]0.347[/C][C]0.516[/C][/ROW]
[ROW][C]Dividends[/C][C]0.147[/C][C]0.347[/C][C]1[/C][C]0.442[/C][/ROW]
[ROW][C]Wealth
[/C][C]0.218[/C][C]0.516[/C][C]0.442[/C][C]1[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113629&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113629&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Correlations for all pairs of data series (method=pearson)
	Group	Trades	Dividends	Wealth
Group	1	0.159	0.147	0.218
Trades	0.159	1	0.347	0.516
Dividends	0.147	0.347	1	0.442
Wealth	0.218	0.516	0.442	1

Correlations for all pairs of data series with p-values
pair	Pearson r	Spearman rho	Kendall tau
Group;Trades	0.1586	0.1583	0.1344
p-value	(0.001)	(0.001)	(0.001)
Group;Dividends	0.1474	0.1743	0.1476
p-value	(0.0022)	(3e-04)	(3e-04)
Group;Wealth	0.218	0.1481	0.1254
p-value	(0)	(0.002)	(0.0021)
Trades;Dividends	0.3472	0.4191	0.3349
p-value	(0)	(0)	(0)
Trades;Wealth	0.5159	0.3575	0.2586
p-value	(0)	(0)	(0)
Dividends;Wealth	0.4423	0.4309	0.3396
p-value	(0)	(0)	(0)

\begin{tabular}{lllllllll}
\hline
Correlations for all pairs of data series with p-values \tabularnewline
pair & Pearson r & Spearman rho & Kendall tau \tabularnewline
Group;Trades & 0.1586 & 0.1583 & 0.1344 \tabularnewline
p-value & (0.001) & (0.001) & (0.001) \tabularnewline
Group;Dividends & 0.1474 & 0.1743 & 0.1476 \tabularnewline
p-value & (0.0022) & (3e-04) & (3e-04) \tabularnewline
Group;Wealth
 & 0.218 & 0.1481 & 0.1254 \tabularnewline
p-value & (0) & (0.002) & (0.0021) \tabularnewline
Trades;Dividends & 0.3472 & 0.4191 & 0.3349 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
Trades;Wealth
 & 0.5159 & 0.3575 & 0.2586 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
Dividends;Wealth
 & 0.4423 & 0.4309 & 0.3396 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113629&T=2

[TABLE]
[ROW][C]Correlations for all pairs of data series with p-values[/C][/ROW]
[ROW][C]pair[/C][C]Pearson r[/C][C]Spearman rho[/C][C]Kendall tau[/C][/ROW]
[ROW][C]Group;Trades[/C][C]0.1586[/C][C]0.1583[/C][C]0.1344[/C][/ROW]
[ROW][C]p-value[/C][C](0.001)[/C][C](0.001)[/C][C](0.001)[/C][/ROW]
[ROW][C]Group;Dividends[/C][C]0.1474[/C][C]0.1743[/C][C]0.1476[/C][/ROW]
[ROW][C]p-value[/C][C](0.0022)[/C][C](3e-04)[/C][C](3e-04)[/C][/ROW]
[ROW][C]Group;Wealth
[/C][C]0.218[/C][C]0.1481[/C][C]0.1254[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0.002)[/C][C](0.0021)[/C][/ROW]
[ROW][C]Trades;Dividends[/C][C]0.3472[/C][C]0.4191[/C][C]0.3349[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/C][/ROW]
[ROW][C]Trades;Wealth
[/C][C]0.5159[/C][C]0.3575[/C][C]0.2586[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/C][/ROW]
[ROW][C]Dividends;Wealth
[/C][C]0.4423[/C][C]0.4309[/C][C]0.3396[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113629&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113629&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Correlations for all pairs of data series with p-values
pair	Pearson r	Spearman rho	Kendall tau
Group;Trades	0.1586	0.1583	0.1344
p-value	(0.001)	(0.001)	(0.001)
Group;Dividends	0.1474	0.1743	0.1476
p-value	(0.0022)	(3e-04)	(3e-04)
Group;Wealth	0.218	0.1481	0.1254
p-value	(0)	(0.002)	(0.0021)
Trades;Dividends	0.3472	0.4191	0.3349
p-value	(0)	(0)	(0)
Trades;Wealth	0.5159	0.3575	0.2586
p-value	(0)	(0)	(0)
Dividends;Wealth	0.4423	0.4309	0.3396
p-value	(0)	(0)	(0)

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = pearson ;

Parameters (R input):

par1 = pearson ;

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=par1)
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$counts; y <- y/max(y)
rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
}
bitmap(file='test1.png')
pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
dev.off()
load(file='createtable')
n <- length(y[,1])
n
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,paste('Correlations for all pairs of data series (method=',par1,')',sep=''),n+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,' ',header=TRUE)
for (i in 1:n) {
a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
}
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
for (j in 1:n) {
r <- cor.test(y[i,],y[j,],method=par1)
a<-table.element(a,round(r$estimate,3))
}
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'pair',1,TRUE)
a<-table.element(a,'Pearson r',1,TRUE)
a<-table.element(a,'Spearman rho',1,TRUE)
a<-table.element(a,'Kendall tau',1,TRUE)
a<-table.row.end(a)
cor.test(y[1,],y[2,],method=par1)
for (i in 1:(n-1))
{
for (j in (i+1):n)
{
a<-table.row.start(a)
dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='')
a<-table.element(a,dum,header=TRUE)
rp <- cor.test(y[i,],y[j,],method='pearson')
a<-table.element(a,round(rp$estimate,4))
rs <- cor.test(y[i,],y[j,],method='spearman')
a<-table.element(a,round(rs$estimate,4))
rk <- cor.test(y[i,],y[j,],method='kendall')
a<-table.element(a,round(rk$estimate,4))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-value',header=T)
a<-table.element(a,paste('(',round(rp$p.value,4),')',sep=''))
a<-table.element(a,paste('(',round(rs$p.value,4),')',sep=''))
a<-table.element(a,paste('(',round(rk$p.value,4),')',sep=''))
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code