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kendall tau

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 14:29:41 -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/t1196371483nhs2kfzuxjxhxyu.htm/, Retrieved Thu, 29 Nov 2007 22:24:44 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
87.12 0.18 53.045 4.5 32.805 3.645 48.02 39.605 42.32 21.78 1.28 29.645 36.98 18 40.5 14.045 0.18 18.605 35.28 73.205 32 59.405 0.18 76.88 12.005 147.92 5.78 3.645 14.58 2.88 235.445 954.845 182.405 0.5 0.005 0.605 74.42 105.125 72 42.32 4.5 58.32 226.845 66.125 250.88 6.845 16.82 5.445 129.605 75.645 139.445 83.205 45.125 89.78 10.58 1.28 13.005 257.645 114.005 283.22 163.805 655.22 117.045 0.845 4.5 0.605 192.08 462.08 160.205 26.645 16.245 28.125 1.28 31.205 0.245 42.32 0.005 56.18 200 40.5 231.125 5.12 1.28 8 102.245 69.62 106.58 36.125 21.78 37.845 0.245 13.52 0 45.125 99.405 37.845 255.38 441.045 226.845 52.02 16.245 59.405 192.08 447.005 156.645 51.005 83.205 45.125 3.38 34.445 1.125 6.48 29.645 3.92 13.52 35.28 10.58 0.98 19.845 0.125 165.62 52.02 190.125 231.125 91.125 259.92 47.045 29.645 51.005 13.005 14.58 12.005 248.645 547.805 204.02 62.72 40.5 66.125 115.52 224.72 98 1.28 4.5 0.98 7.22 25.92 4.805 19.845 32 18 7.22 0 10.125 2.205 0.405 2.42 129.605 33.62 149.645 156.645 64.98 174.845 11.52 4.205 13.52 52.02 52.02 51.005 99.405 220.5 80.645 0.08 19.845 0.245 35.28 70.805 28.88
 
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( Totaal , Duurzaam )0.4754356178150341.24525564526579e-07
tau( Totaal , Nt-Duurzaam )0.9217241911448870
tau( Duurzaam , Nt-Duurzaam )0.4132888732750354.23668925253473e-06
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196371483nhs2kfzuxjxhxyu/15rjs1196371777.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196371483nhs2kfzuxjxhxyu/15rjs1196371777.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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