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G3KendalltauNadiff

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 12:30:43 -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/t1196277651s27qrvtsx8lz9yc.htm/, Retrieved Wed, 28 Nov 2007 20:20:53 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
173 183 2 0 70 118 0 -711 215 -110 -2 -2910 357 -41 1 8382 424 85 -1 -1743 -384 314 1 5212 123 242 0 1131 -138 -34 0 2046 195 164 -2 495 135 -160 2 -8138 19 -118 0 -8774 162 114 1 4445 244 -152 -3 611 242 -214 5 684 -227 223 -2 1554 555 124 0 -10927 -59 -410 0 1333 -18 356 2 -54 1155 -432 -2 -11544 -773 363 1 6842 192 -20 1 3572 66 -10 -3 11239 90 173 -1 963 54 44 2 -6157 -7 -328 1 -12126 -348 273 0 -15 -35 -188 -1 571 -6 1 -2 405 -38 238 1 1293 -89 -237 0 -4488 66 112 -1 899 106 -174 0 -9084 336 -18 -3 -2502 -143 -148 1 -14826 4 -65 1 444 10 -40 0 450 -74 30 1 856 -126 -219 1 -1850 289 103 -1 -5322 -92 -507 1 5734 8 74 -2 4214 700 -54 3 -1405 -212 -302 -2 -5082 197 -76 -2 -1907 859 -280 -2 -5241 -52 67 1 -16176 -80 -45 1 -5170 251 -452 1 -10205
 
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( Hwlkn , Schdngn )-0.08248337839866890.408452248494587
tau( Hwlkn , FinSit )-0.1294228987386640.228275430396394
tau( Hwlkn , TotWerk )-0.1711751831284200.0862610056496473
tau( Schdngn , FinSit )0.03626154663146120.735588313498067
tau( Schdngn , TotWerk )0.2748226950354610.00558839501532327
tau( FinSit , TotWerk )-0.02058087781785640.848002045181014
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196277651s27qrvtsx8lz9yc/1i76a1196278239.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196277651s27qrvtsx8lz9yc/1i76a1196278239.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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Software written by Ed van Stee & Patrick Wessa


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