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R Software Module: rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Mon, 26 Nov 2007 14:15:11 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/26/t1196111138yy9oyrzrlw147t3.htm/, Retrieved Mon, 26 Nov 2007 22:05:40 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
0,9383 90,8 15 467037 0,9217 96,4 3 460070 0,9095 90 2 447988 0,892 92,1 -2 442867 0,8742 97,2 1 436087 0,8532 95,1 1 431328 0,8607 88,5 -1 484015 0,9005 91 -6 509673 0,9111 90,5 -13 512927 0,9059 75 -25 502831 0,8883 66,3 -26 470984 0,8924 66 -9 471067 0,8833 68,4 1 476049 0,87 70,6 3 474605 0,8758 83,9 6 470439 0,8858 90,1 2 461251 0,917 90,6 5 454724 0,9554 87,1 5 455626 0,9922 90,8 0 516847 0,9778 94,1 -5 525192 0,9808 99,8 -4 522975 0,9811 96,8 -2 518585 1,0014 87 -1 509239 1,0183 96,3 -8 512238 1,0622 107,1 -16 519164 1,0773 115,2 -19 517009 1,0807 106,1 -28 509933 1,0848 89,5 -11 509127 1,1582 91,3 -4 500857 1,1663 97,6 -9 506971 1,1372 100,7 -12 569323 1,1139 104,6 -10 579714 1,1222 94,7 -2 577992 1,1692 101,8 -13 565464 1,1702 102,5 0 547344 1,2286 105,3 0 554788 1,2613 110,3 4 562325 1,2646 109,8 7 560854 1,2262 117,3 5 555332 1,1985 118,8 2 543599 1,2007 131,3 -2 536662 1,2138 125,9 6 542722 1,2266 133,1 -3 593530 1,2176 147 1 610763 1,2218 145,8 0 612613 1,249 164,4 -7 611324 1,2991 149,8 -6 594167 1,3408 137,7 -4 595454 1,3119 151,7 -4 590865 1,3014 156,8 -2 589379 1,3201 180 2 584428 1,2938 180,4 -5 573100 1,2694 170,4 -15 567456 1,2165 191,6 -16 569028 1,2037 199,5 -18 620735 1,2292 218,2 -13 628884 1,2256 217,5 -23 628232 1,2015 205 -10 612117 1,1786 194 -10 595404 1,1856 199,3 -6 597141 1,2103 219,3 -3 593408 1,1938 211,1 -4 590072 1,202 215,2 -7 579799 1,2271 240,2 -7 574205 1,277 242,2 -7 572775 1,265 240,7 -3 572942 1,2684 255,4 0 619567 1,2811 253 -5 625809 1,2727 218,2 -3 619916 1,2611 203,7 3 587625 1,2881 205,6 2 565742 1,3213 215,6 -7 557274
 
Text written by user:
Hypothesis testing
 
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 compuational 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( X , Y )0.6168297928416191.84297022087776e-14
tau( X , Z )-0.04057845558832130.619477504282419
tau( X , T )0.5790297339593116.26165785888588e-13
tau( Y , Z )-0.1504378507414390.0657168698478481
tau( Y , T )0.6129158982169892.68673971959288e-14
tau( Z , T )-0.1830008781434100.025121580347155
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/26/t1196111138yy9oyrzrlw147t3/1ts121196111709.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/26/t1196111138yy9oyrzrlw147t3/1ts121196111709.ps (open in new window)


 
Parameters:
 
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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