Home » date » 2007 » Nov » 28 » attachments

Kendall Tau 1

R Software Module: rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Wed, 28 Nov 2007 08:16:42 -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/28/t1196262400a5mx79wz1p7ngh3.htm/, Retrieved Wed, 28 Nov 2007 16:06:42 +0100
 
User-defined keywords:
Klaas Van Pelt
 
Dataseries X:
» Textbox « » Textfile « » CSV «
37702 124.9 99.9 92.1 30364 120.4 99.9 91.4 32609 141.2 99.9 90.7 30212 95.4 99.9 92.5 29965 111.4 99.9 94.4 28352 113.3 99.7 94.3 25814 78 99.6 87.3 22414 77.7 99.5 85.9 20506 110.1 100.6 89 28806 109.6 100.2 83.3 22228 111 100.1 78.6 13971 97 100.2 75.7 36845 90.9 99.1 79.6 35338 94.7 99.5 78.5 35022 113.5 99.5 82.6 34777 107.1 99.6 88.7 26887 103.7 99.5 88.5 23970 107.7 99.6 84.6 22780 75.2 99.8 83.4 17351 74.1 99.9 84.4 21382 115.7 100.5 94.1 24561 116.2 100.5 100.4 17409 95.4 100.5 93.1 11514 95.9 100.5 93.1 31514 89.9 99.5 82.1 27071 102.4 99.9 88.1 29462 130.2 100.4 87.7 26105 98.9 99.6 80.2 22397 102.1 99.5 73.8 23843 117.3 99.6 75.3 21705 87.8 98.4 77.3 18089 66.6 99.9 80.1 20764 106.3 100.3 81.3 25316 104.5 100.3 81.5 17704 113.1 101.3 83.2 15548 95.1 101 80.8 28029 96.9 99.7 81.3 29383 107.1 99.4 78.8 36438 135.4 99.9 82.8 32034 120.3 100.7 84.9 22679 105.5 99.8 93.2 24319 128.4 98.8 94.7 18004 78.2 99.6 94.8 17537 85.8 99.1 103.9 20366 128.7 100.3 107 22782 131.2 100.5 118.6 19169 128.9 100.8 112.2 13807 112.3 100.6 112.2 29743 115 99.1 93.8 25591 116 98.8 96.7 29096 140.2 99 108.7 26482 121.2 99.9 112.1 22405 104.1 99.5 107.2 27044 128.8 99.2 113.1 17970 76.1 99.6 120 18730 86.9 100.1 124.4 19684 127.6 99.8 139.5 19785 108 101.6 145.8 18479 113.5 101.7 135.6 10698 117.4 101.9 135.5 31956 102.4 100 141.6 29506 117.9 102 141.2 34506 132 102 141.6 27165 95 102.9 147.1 26736 120.8 102.7 146.5 23691 128.9 102.7 144.1 18157 88.4 102.7 148.5 17328 81.1 102.7 146.9 18205 120.7 102.6 135.7 20995 131 102.6 128.5 17382 123.6 102.5 128.7 9367 139 102.5 127.6 31124 109.6 102.1 122.5 26551 108 103.5 123.4 30651 130.3 103.2 129.4 25859 111.7 102.1 135.3 25100 105.9 103.8 138.5 25778 128.7 104 140.6 20418 89.9 103.9 144.2 18688 101 104.1 144.3
 
Text written by user:
 
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 )0.1701792254956450.0256660939808910
tau( x , z )-0.1881306965264110.0151990646263256
tau( x , a )-0.1190627217871710.118239231954348
tau( y , z )0.1576994833014100.0421359350004922
tau( y , a )0.1994609791210930.00896002434205045
tau( z , a )0.4423710724783231.16449809794972e-08
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196262400a5mx79wz1p7ngh3/1nsln1196263000.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196262400a5mx79wz1p7ngh3/1nsln1196263000.ps (open in new window)


 
Parameters:
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
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')
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by