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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_pairs.wasp
Title produced by softwareKendall tau Correlation Matrix
Date of computationSat, 25 Dec 2010 20:18:46 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/25/t1293308967iiv5wl58wui3ud3.htm/, Retrieved Mon, 29 Apr 2024 07:43:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115447, Retrieved Mon, 29 Apr 2024 07:43:30 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact140

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Kendall tau Correlation Matrix] [Paper Kendall Cor...] [2010-12-15 16:45:06] [1c68a339ea090fe045c8010fcdb839f1]
-    D    [Kendall tau Correlation Matrix] [paper Kendall tau...] [2010-12-25 20:18:46] [6df2229e3f2091de42c4a9cf9a617420] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2,08	83,9	61,2	10554,27
2,09	85,6	62	10532,54
2,07	87,5	65,1	10324,31
2,04	88,5	63,2	10695,25
2,35	91	66,3	10827,81
2,33	90,6	61,9	10872,48
2,37	91,2	62,1	10971,19
2,59	93,2	66,3	11145,65
2,62	90,1	72	11234,68
2,6	95	65,3	11333,88
2,83	95,4	67,6	10997,97
2,78	93,7	70,5	11036,89
3,01	93,9	74,2	11257,35
3,06	92,5	77,8	11533,59
3,33	89,2	78,5	11963,12
3,32	93,3	77,8	12185,15
3,6	93	81,4	12377,62
3,57	96,1	84,5	12512,89
3,57	96,7	88	12631,48
3,83	97,6	93,9	12268,53
3,84	102,6	98,9	12754,8
3,8	107,6	96,7	13407,75
4,07	103,5	98,9	13480,21
4,05	100,8	102,2	13673,28
4,272	94,5	105,4	13239,71
3,858	100,1	105,1	13557,69
4,067	97,4	116,6	13901,28
3,964	103	112	13200,58
3,782	100,2	108,8	13406,97
4,114	100,2	106,9	12538,12
4,009	99	109,5	12419,57
4,025	102,4	106,7	12193,88
4,082	99	118,9	12656,63
4,044	103,7	117,5	12812,48
3,916	103,4	113,7	12056,67
4,289	95,3	119,6	11322,38
4,296	93,6	120,6	11530,75
4,193	102,4	117,5	11114,08
3,48	110,5	120,3	9181,73
2,934	109,1	119,8	8614,55
2,221	100,9	108	8595,56
1,211	108,1	98,8	8396,2
1,28	105	94,6	7690,5
0,96	111,5	84,6	7235,47
0,5	109,5	84,4	7992,12
0,687	110,5	79,1	8398,37
0,344	114	73,3	8593
0,346	108,2	74,3	8679,75
0,334	110,3	67,8	9374,63
0,34	111,8	64,8	9634,97
0,328	107,5	66,5	9857,34
0,344	114,1	57,7	10238,83
0,341	113,8	53,8	10433,44
0,32	114,5	51,8	10471,24
0,314	114,8	50,9	10214,51
0,325	117,8	49	10677,52
0,339	116,7	48,1	11052,15
0,329	122,8	42,6	10500,19
0,48	122,3	40,9	10159,27
0,399	115	43,3	10222,24
0,37	118,5	43,7	10350,4

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time11 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 11 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115447&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]11 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115447&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115447&T=0

As an alternative you can also use a QR Code:  
QR Code


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

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time11 seconds
R Server'George Udny Yule' @ 72.249.76.132






Correlations for all pairs of data series (method=kendall)
Eoniadeposits2JAARDowJones
Eonia1-0.2790.6340.573
deposits-0.2791-0.105-0.162
2JAAR0.634-0.10510.311
DowJones0.573-0.1620.3111

\begin{tabular}{lllllllll}
\hline
Correlations for all pairs of data series (method=kendall) \tabularnewline
  & Eonia & deposits & 2JAAR & DowJones \tabularnewline
Eonia & 1 & -0.279 & 0.634 & 0.573 \tabularnewline
deposits & -0.279 & 1 & -0.105 & -0.162 \tabularnewline
2JAAR & 0.634 & -0.105 & 1 & 0.311 \tabularnewline
DowJones & 0.573 & -0.162 & 0.311 & 1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115447&T=1

[TABLE]
[ROW][C]Correlations for all pairs of data series (method=kendall)[/C][/ROW]
[ROW][C] [/C][C]Eonia[/C][C]deposits[/C][C]2JAAR[/C][C]DowJones[/C][/ROW]
[ROW][C]Eonia[/C][C]1[/C][C]-0.279[/C][C]0.634[/C][C]0.573[/C][/ROW]
[ROW][C]deposits[/C][C]-0.279[/C][C]1[/C][C]-0.105[/C][C]-0.162[/C][/ROW]
[ROW][C]2JAAR[/C][C]0.634[/C][C]-0.105[/C][C]1[/C][C]0.311[/C][/ROW]
[ROW][C]DowJones[/C][C]0.573[/C][C]-0.162[/C][C]0.311[/C][C]1[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115447&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115447&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Correlations for all pairs of data series (method=kendall)
Eoniadeposits2JAARDowJones
Eonia1-0.2790.6340.573
deposits-0.2791-0.105-0.162
2JAAR0.634-0.10510.311
DowJones0.573-0.1620.3111






Correlations for all pairs of data series with p-values
pairPearson rSpearman rhoKendall tau
Eonia;deposits-0.6129-0.4828-0.2791
p-value(0)(1e-04)(0.0015)
Eonia;2JAAR0.77680.80840.6338
p-value(0)(0)(0)
Eonia;DowJones0.74560.78380.573
p-value(0)(0)(0)
deposits;2JAAR-0.2495-0.1756-0.1051
p-value(0.0525)(0.1758)(0.2321)
deposits;DowJones-0.3885-0.4172-0.1619
p-value(0.002)(8e-04)(0.0655)
2JAAR;DowJones0.34750.42880.3107
p-value(0.0061)(6e-04)(4e-04)

\begin{tabular}{lllllllll}
\hline
Correlations for all pairs of data series with p-values \tabularnewline
pair & Pearson r & Spearman rho & Kendall tau \tabularnewline
Eonia;deposits & -0.6129 & -0.4828 & -0.2791 \tabularnewline
p-value & (0) & (1e-04) & (0.0015) \tabularnewline
Eonia;2JAAR & 0.7768 & 0.8084 & 0.6338 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
Eonia;DowJones & 0.7456 & 0.7838 & 0.573 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
deposits;2JAAR & -0.2495 & -0.1756 & -0.1051 \tabularnewline
p-value & (0.0525) & (0.1758) & (0.2321) \tabularnewline
deposits;DowJones & -0.3885 & -0.4172 & -0.1619 \tabularnewline
p-value & (0.002) & (8e-04) & (0.0655) \tabularnewline
2JAAR;DowJones & 0.3475 & 0.4288 & 0.3107 \tabularnewline
p-value & (0.0061) & (6e-04) & (4e-04) \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115447&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]Eonia;deposits[/C][C]-0.6129[/C][C]-0.4828[/C][C]-0.2791[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](1e-04)[/C][C](0.0015)[/C][/ROW]
[ROW][C]Eonia;2JAAR[/C][C]0.7768[/C][C]0.8084[/C][C]0.6338[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/C][/ROW]
[ROW][C]Eonia;DowJones[/C][C]0.7456[/C][C]0.7838[/C][C]0.573[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/C][/ROW]
[ROW][C]deposits;2JAAR[/C][C]-0.2495[/C][C]-0.1756[/C][C]-0.1051[/C][/ROW]
[ROW][C]p-value[/C][C](0.0525)[/C][C](0.1758)[/C][C](0.2321)[/C][/ROW]
[ROW][C]deposits;DowJones[/C][C]-0.3885[/C][C]-0.4172[/C][C]-0.1619[/C][/ROW]
[ROW][C]p-value[/C][C](0.002)[/C][C](8e-04)[/C][C](0.0655)[/C][/ROW]
[ROW][C]2JAAR;DowJones[/C][C]0.3475[/C][C]0.4288[/C][C]0.3107[/C][/ROW]
[ROW][C]p-value[/C][C](0.0061)[/C][C](6e-04)[/C][C](4e-04)[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115447&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115447&T=2

As an alternative you can also use a QR Code:  
QR Code


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

Correlations for all pairs of data series with p-values
pairPearson rSpearman rhoKendall tau
Eonia;deposits-0.6129-0.4828-0.2791
p-value(0)(1e-04)(0.0015)
Eonia;2JAAR0.77680.80840.6338
p-value(0)(0)(0)
Eonia;DowJones0.74560.78380.573
p-value(0)(0)(0)
deposits;2JAAR-0.2495-0.1756-0.1051
p-value(0.0525)(0.1758)(0.2321)
deposits;DowJones-0.3885-0.4172-0.1619
p-value(0.002)(8e-04)(0.0655)
2JAAR;DowJones0.34750.42880.3107
p-value(0.0061)(6e-04)(4e-04)


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = kendall ;
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=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')