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*The author of this computation has been verified*

R Software Module

rwasp_pairs.wasp

Title produced by software

Kendall tau Correlation Matrix

Date of computation

Wed, 22 Dec 2010 17:56:44 +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/22/t1293040486i88eomrfdeui5j1.htm/, Retrieved Sun, 05 May 2024 22:10:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114445, Retrieved Sun, 05 May 2024 22:10:15 +0000

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No (this computation is public)

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Estimated Impact

143

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-       [Kendall tau Correlation Matrix] [] [2010-12-22 17:56:44] [5a59313293e5c9f616ad36f6edd018c5] [Current]

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Dataseries X:

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Boxplots

1	162556	1081	213118
1	29790	309	81767
1	87550	458	153198
0	84738	588	-26007
1	54660	299	126942
1	42634	156	157214
0	40949	481	129352
1	42312	323	234817
1	37704	452	60448
1	16275	109	47818
0	25830	115	245546
0	12679	110	48020
1	18014	239	-1710
0	43556	247	32648
1	24524	497	95350
0	6532	103	151352
0	7123	109	288170
1	20813	502	114337
1	37597	248	37884
0	17821	373	122844
1	12988	119	82340
1	22330	84	79801
0	13326	102	165548
0	16189	295	116384
0	7146	105	134028
0	15824	64	63838
1	26088	267	74996
0	11326	129	31080
0	8568	37	32168
0	14416	361	49857
1	3369	28	87161
1	11819	85	106113
1	6620	44	80570
1	4519	49	102129
0	2220	22	301670
0	18562	155	102313
0	10327	91	88577
1	5336	81	112477
1	2365	79	191778
0	4069	145	79804
0	7710	816	128294
0	13718	61	96448
0	4525	226	93811
0	6869	105	117520
0	4628	62	69159
1	3653	24	101792
1	1265	26	210568
1	7489	322	136996
0	4901	84	121920
0	2284	33	76403
1	3160	108	108094
1	4150	150	134759
1	7285	115	188873
1	1134	162	146216
1	4658	158	156608
0	2384	97	61348
0	3748	9	50350
0	5371	66	87720
0	1285	107	99489
1	9327	101	87419
1	5565	47	94355
0	1528	38	60326
1	3122	34	94670
1	7317	84	82425
0	2675	79	59017
0	13253	947	90829
0	880	74	80791
1	2053	53	100423
0	1424	94	131116
1	4036	63	100269
1	3045	58	27330
0	5119	49	39039
0	1431	34	106885
0	554	11	79285
0	1975	35	118881
1	1286	17	77623
0	1012	47	114768
0	810	43	74015
0	1280	117	69465
1	666	171	117869
0	1380	26	60982
1	4608	73	90131
0	876	59	138971
0	814	18	39625
0	514	15	102725
1	5692	72	64239
0	3642	86	90262
0	540	14	103960
0	2099	64	106611
0	567	11	103345
0	2001	52	95551
1	2949	41	82903
0	2253	99	63593
1	6533	75	126910
0	1889	45	37527
1	3055	43	60247
0	272	8	112995
1	1414	198	70184
0	2564	22	130140
1	1383	11	73221
1	1261	33	76114
0	975	23	90534
0	3366	80	108479
0	576	18	113761
0	1306	28	68696
0	746	23	71561
1	3192	60	59831
1	2045	20	97890
0	5477	59	101481
1	1932	36	72954
0	936	30	67939
1	3437	47	48022
0	5131	71	86111
1	2397	14	74020
1	1389	9	57530
0	1503	39	56364
0	402	26	84990
0	2239	21	88590
1	2234	16	77200
0	837	69	61262
0	10579	92	110309
0	875	14	67000
0	1395	103	93099
1	1659	29	107577
1	2647	37	62920
1	3294	23	75832
0	0	0	60720
0	94	7	60793
0	422	28	57935
0	0	0	60720
0	34	8	60630
0	1558	63	55637
0	0	0	60720
0	43	3	60887
0	0	0	60720
0	316	9	60505
0	115	13	60945
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	389	14	58990
0	0	0	60720
0	1002	15	56750
0	36	3	60894
0	460	15	63346
0	309	11	56535
0	0	0	60720
0	9	6	60835
0	0	0	60720
0	14	1	61016
0	520	10	58650
0	1766	73	60438
0	0	0	60720
0	458	11	58625
0	20	3	60938
0	0	0	60720
0	0	0	60720
0	98	2	61490
0	405	7	60845
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	483	27	60830
0	454	51	63261
0	0	0	60720
0	0	0	60720
0	757	19	45689
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	36	4	61564
0	0	0	60720
0	203	9	61938
0	0	0	60720
0	90	8	60951
0	0	0	60720
1	71	1	60745
0	0	0	60720
0	0	0	60720
0	972	34	71642
1	531	10	71641
0	604	38	55792
1	283	10	71873
1	23	5	62555
1	638	14	60370
1	699	16	64873
0	149	5	62041
0	226	5	65745
0	0	0	60720
0	275	4	59500
0	0	0	60720
0	141	6	61630
0	0	0	60720
0	28	2	60890
1	0	0	60720
1	2566	80	113521
1	0	0	60720
1	0	0	60720
1	472	20	80045
1	0	0	60720
1	0	0	60720
1	0	0	60720
1	203	27	50804
1	496	17	87390
1	10	2	61656
1	63	4	65688
1	0	0	60720
1	1136	32	48522
1	0	0	60720
0	0	0	60720
0	0	0	60720
0	267	32	57640
0	474	20	61977
0	534	7	62620
0	0	0	60720
0	15	8	60831
0	397	28	60646
0	0	0	60720
0	1061	20	56225
0	288	4	60510
0	0	0	60720
0	3	2	60698
0	0	0	60720
0	20	2	60805
0	278	26	61404
0	0	0	60720
0	0	0	60720
0	192	4	65276
0	0	0	60720
0	317	9	63915
0	0	0	60720
0	0	0	60720
0	368	17	61686
0	0	0	60720
0	2	1	60743
0	0	0	60720
0	53	6	60349
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	94	3	61360
0	0	0	60720
0	24	8	59818
0	2332	4	72680
1	0	0	60720
1	0	0	60720
0	131	11	61808
1	0	0	60720
1	0	0	60720
0	206	9	53110
1	0	0	60720
0	167	2	64245
0	622	73	73007
0	885	85	82732
0	0	0	60720
0	365	8	54820
0	364	35	47705
1	0	0	60720
0	0	0	60720
1	0	0	60720
1	0	0	60720
0	226	12	72835
0	307	15	58856
1	0	0	60720
0	0	0	60720
1	0	0	60720
0	188	11	77655
1	0	0	60720
0	138	6	69817
1	0	0	60720
1	0	0	60720
1	0	0	60720
0	125	12	60798
0	0	0	60720
0	282	30	62452
0	335	33	64175
0	0	0	60720
1	813	82	67440
0	176	28	68136
1	0	0	60720
0	0	0	60720
0	249	72	56726
0	0	0	60720
0	333	13	70811
0	0	0	60720
1	0	0	60720
0	30	4	62045
1	0	0	60720
0	249	62	54323
1	0	0	60720
0	165	24	62841
0	453	21	81125
0	0	0	60720
0	53	14	59506
1	382	21	59365
0	0	0	60720
1	0	0	60720
0	0	0	60720
0	0	0	60720
1	30	4	60798
0	290	2	58790
0	0	0	60720
1	0	0	60720
0	366	53	61808
0	2	9	60735
1	0	0	60720
1	209	13	64016
0	384	22	54683
1	0	0	60720
1	0	0	60720
0	365	83	87192
1	0	0	60720
1	49	8	64107
0	3	4	60761
0	133	14	65990
0	32	1	59988
0	368	17	61167
0	1	6	60719
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
1	0	0	60720
0	0	0	60720
0	22	2	60722
1	0	0	60720
1	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	96	5	60379
0	1	2	60727
0	0	0	60720
0	81	7	60925
0	0	0	60720
0	26	1	60896
0	125	13	59734
0	304	15	62969
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	119	6	59118
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	312	14	58598
0	60	10	61124
0	587	12	59595
0	135	2	62065
0	0	0	60720
0	0	0	60720
0	514	52	78780
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	1	4	60722
0	0	0	60720
0	0	0	60720
1	58	3	61600
0	180	11	59635
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	448	40	59781
0	227	9	76644
0	174	1	64820
0	0	0	60720
0	0	0	60720
0	121	24	56178
0	607	11	60436
0	0	0	60720
0	0	0	60720
0	0	0	60720
0	530	60	73433
0	571	80	41477
0	0	0	60720
0	78	16	62700
0	2489	40	67804
0	131	6	59661
0	923	8	58620
0	72	3	60398
0	572	16	58580
0	397	10	62710
0	450	8	59325
0	622	7	60950
0	694	8	68060
1	3425	12	83620
0	562	13	58456
0	4917	42	52811
1	1442	118	121173
0	529	9	63870
1	2126	138	21001
0	1061	5	70415
0	776	9	64230
0	611	8	59190
1	1526	25	69351
0	592	7	64270
0	1182	13	70694
0	621	16	68005
0	989	11	58930
0	438	11	58320
0	726	3	69980
0	1303	61	69863
1	6341	24	63255
1	1164	17	57320
1	3310	33	75230
0	1366	7	79420
0	965	3	73490
0	3256	66	35250
1	1135	17	62285
0	1270	26	69206
0	661	3	65920
0	1013	2	69770
0	2844	67	72683
1	11528	70	-14545
0	6526	26	55830
0	2264	24	55174
1	4461	94	67038
0	3999	30	51252
0	35624	223	157278
0	9252	48	79510
0	15236	90	77440
0	18073	180	27284

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24
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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \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=114445&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/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=114445&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114445&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24
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=kendall)
	Group	Costs	Trades	Dividends
Group	1	0.162	0.134	0.148
Costs	0.162	1	0.802	0.35
Trades	0.134	0.802	1	0.335
Dividends	0.148	0.35	0.335	1

\begin{tabular}{lllllllll}
\hline
Correlations for all pairs of data series (method=kendall) \tabularnewline
  & Group & Costs & Trades & Dividends
 \tabularnewline
Group & 1 & 0.162 & 0.134 & 0.148 \tabularnewline
Costs & 0.162 & 1 & 0.802 & 0.35 \tabularnewline
Trades & 0.134 & 0.802 & 1 & 0.335 \tabularnewline
Dividends
 & 0.148 & 0.35 & 0.335 & 1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114445&T=1

[TABLE]
[ROW][C]Correlations for all pairs of data series (method=kendall)[/C][/ROW]
[ROW][C] [/C][C]Group[/C][C]Costs[/C][C]Trades[/C][C]Dividends
[/C][/ROW]
[ROW][C]Group[/C][C]1[/C][C]0.162[/C][C]0.134[/C][C]0.148[/C][/ROW]
[ROW][C]Costs[/C][C]0.162[/C][C]1[/C][C]0.802[/C][C]0.35[/C][/ROW]
[ROW][C]Trades[/C][C]0.134[/C][C]0.802[/C][C]1[/C][C]0.335[/C][/ROW]
[ROW][C]Dividends
[/C][C]0.148[/C][C]0.35[/C][C]0.335[/C][C]1[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114445&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114445&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=kendall)
	Group	Costs	Trades	Dividends
Group	1	0.162	0.134	0.148
Costs	0.162	1	0.802	0.35
Trades	0.134	0.802	1	0.335
Dividends	0.148	0.35	0.335	1

Correlations for all pairs of data series with p-values
pair	Pearson r	Spearman rho	Kendall tau
Group;Costs	0.1839	0.1909	0.1617
p-value	(1e-04)	(1e-04)	(1e-04)
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)
Costs;Trades	0.7644	0.9357	0.8021
p-value	(0)	(0)	(0)
Costs;Dividends	0.3169	0.428	0.3504
p-value	(0)	(0)	(0)
Trades;Dividends	0.3472	0.4191	0.3349
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;Costs & 0.1839 & 0.1909 & 0.1617 \tabularnewline
p-value & (1e-04) & (1e-04) & (1e-04) \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
Costs;Trades & 0.7644 & 0.9357 & 0.8021 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
Costs;Dividends
 & 0.3169 & 0.428 & 0.3504 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
Trades;Dividends
 & 0.3472 & 0.4191 & 0.3349 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114445&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;Costs[/C][C]0.1839[/C][C]0.1909[/C][C]0.1617[/C][/ROW]
[ROW][C]p-value[/C][C](1e-04)[/C][C](1e-04)[/C][C](1e-04)[/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]Costs;Trades[/C][C]0.7644[/C][C]0.9357[/C][C]0.8021[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/C][/ROW]
[ROW][C]Costs;Dividends
[/C][C]0.3169[/C][C]0.428[/C][C]0.3504[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/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]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114445&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114445&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;Costs	0.1839	0.1909	0.1617
p-value	(1e-04)	(1e-04)	(1e-04)
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)
Costs;Trades	0.7644	0.9357	0.8021
p-value	(0)	(0)	(0)
Costs;Dividends	0.3169	0.428	0.3504
p-value	(0)	(0)	(0)
Trades;Dividends	0.3472	0.4191	0.3349
p-value	(0)	(0)	(0)

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = kendall ;

Parameters (R input):

par1 = kendall ;

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