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workshop 3

R Software Module: rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Thu, 29 Nov 2007 09:15:23 -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/29/t11963525810735sekeoxgu4pg.htm/, Retrieved Thu, 29 Nov 2007 17:09:41 +0100
 
User-defined keywords:
bridome
 
Dataseries X:
» Textbox « » Textfile « » CSV «
-29 915 3,9 -962 -30 765 6,6 1464 -34 1119 9,7 2220 -34 476 8,6 -996 -35 812 17,6 13555 -41 -449 15,2 8199 -32 210 8,1 5231 -37 46 24,8 11708 -36 -1095 9,5 -5027 -36 -146 10,5 -1843 -31 -316 8,8 376 -31 -474 11,6 -3018 -26 -298 15,8 2044 -28 -355 18,5 -67 -32 -1216 9,8 -2725 -26 -206 21,3 -364 -21 -417 7,2 -12384 -14 245 7,6 -12577 -14 173 7,7 -7550 -6 -60 4,4 -5554 -8 -386 8,1 587 -4 3 8,6 3879 -11 -671 4,1 1425 12 -138 0 -1422 18 284 -1,2 1651 7 -364 -5,1 34 11 -107 -6,2 414 9 -623 -5,4 -2187 15 354 -3,3 6287 22 -1115 -4 2158 18 -1 6 6173 19 -386 -2 -5752 25 622 -3,5 -7111 33 551 5,4 -5921 15 368 -1,5 -7381 10 596 6,5 622 16 -423 2,1 -4595 38 298 10,4 -6091 41 638 8,5 -3151 43 587 3,6 -5865 42 -665 5,6 -9251 40 613 2,4 -4964 48 316 -0,8 -8509 46 151 -4,6 -3922 51 463 2,5 2086 52 -262 -1,9 183 55 56 -3,2 2613 55 138 0,3 2568 46 399 5,2 4568 38 211 -8,5 2772 43 932 2,3 8064 43 1461 -2,4 -3096 44 722 -0,6 6203 45 1348 10 12893 35 -227 3,9 9827 36 505 7,9 1945 36 1415 11 3538 25 126 5,1 -4008 31 48 11,7 869 35 189 10,9 -643 46 894 10,3 -3478 47 753 16,9 3396 40 -100 17,6 -1357 29 -672 9,8 3982 28 521 11,6 -4510 29 -31 7,4 -8947 29 992 15,6 -5162 30 1750 8,5 2268 26 31 12,2 5690 27 240 7,2 1266 18 1188 12,8 3483 15 1070 11 1803 1 120 -0,3 -2086 1 491 11,5 1979 2 1412 8,7 -4122 2 1577 18,2 7110 1 565 16,8 9361 -4 813 23 12022 1 -32 8,2 3006 6 -415 25,1 9400 4 -20 22,1 -2944 -1 473 15,8 2957 -3 -214 14,6 -126 -8 -204 9,9 -452 -24 568 26,2 4634 -29 -319 14,3 -816 -40 -1086 11 238 -32 -956 11,2 -2426 -41 -742 7,9 -5634 -48 -1036 4,3 -4817 -48 -636 8,6 -3467 -62 -1255 7,4 -3673 -74 -487 4,9 3856 -65 -399 15,3 4355 -626 -4733 -128,1 -33253 -620 -5004 -144,3 -35193 -588 -5318,1 -153 -41668 -566 -4161,4 -149,9 -34865 -557 -4623,3 -150,9 -21210 -561 -4754,4 -141 -56126 -549 -4234,4 -138,9 -49321 -532 -4980,8 -157,4 -59723 -526 -4252,9 -142,7 -48103 -511 -4059,2 -151,5 -47472 -499 -5074,5 -160,8 -50497 -555 -4225,5 -138,6 -40059
 
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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( werkloosheid , bouw )0.4457099709696241.50939261089889e-11
tau( werkloosheid , omzet )0.01625579867863240.805870151199646
tau( werkloosheid , personenwagens )0.1976747211625480.00276625511961526
tau( bouw , omzet )0.2411592226512390.000253777378239617
tau( bouw , personenwagens )0.3098211891382462.52011070211999e-06
tau( omzet , personenwagens )0.3543282419293197.62985690183626e-08
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963525810735sekeoxgu4pg/1esx61196352919.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963525810735sekeoxgu4pg/1esx61196352919.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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