| Kendall tau Correlation Matrix | *Unverified author* | R Software Module: rwasp_pairs.wasp (opens new window with default values) | Title produced by software: Kendall tau Correlation Matrix | Date of computation: Sun, 21 Dec 2008 07:29:04 -0700 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/21/t1229869801xnab2t4ajcki62r.htm/, Retrieved Sun, 21 Dec 2008 15:30:01 +0100 | | BibTeX entries for LaTeX users: | @Manual{KEY,
author = {{YOUR NAME}},
publisher = {Office for Research Development and Education},
title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/21/t1229869801xnab2t4ajcki62r.htm/},
year = {2008},
}
@Manual{R,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2008},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | Original text written by user: | | | IsPrivate? | No (this computation is public) | | User-defined keywords: | | | Dataseries X: | » Textbox « » Textfile « » CSV « | 67,8 621
66,9 604
71,5 584
75,9 574
71,9 555
70,7 545
73,5 599
76,1 620
82,5 608
87,1 590
83,2 579
86,1 580
85,9 579
77,4 572
74,4 560
69,9 551
73,8 537
69,2 541
69,7 588
71 607
71,2 599
75,8 578
73 563
66,4 566
58,6 561
55,5 554
52,6 540
54,9 526
54,6 512
51,2 505
50,9 554
49,6 584
53,4 569
52 540
47,5 522
42,1 526
44,5 527
43,2 516
51,4 503
59,4 489
60,3 479
61,4 475
68,8 524
73,6 552
81,8 532
79,6 511
85,8 492
88,1 492
89,1 493
95 481
96,2 462
84,2 457
96,9 442
103,1 439
99,3 488
103,5 521
112,4 501
111,1 485
113,7 464
92 460
93 467
98,4 460
92,6 448
94,6 443
99,5 436
97,6 431
91,3 484
93,6 510
93,1 513
78,4 503
70,2 471
69,3 471
71,1 476
73,5 475
85,9 470
91,5 461
91,8 455
88,3 456
91,3 517
94 525
99,3 523
96,7 519
88 509
96,7 512
106,8 519
114,3 517
105,7 510
90,1 509
91,6 501
97,7 507
100,8 569
104,6 580
95,9 578
102,7 565
104 547
107,9 555
113,8 562
113,8 561
123,1 555
125,1 544
137,6 537
134 543
140,3 594
152,1 611
150,6 613
167,3 611
153,2 594
142 595
154,4 591
158,5 589
180,9 584
181,3 573
172,4 567
192 569
199,3 621
215,4 629
214,3 628
201,5 612
190,5 595
196 597
215,7 593
209,4 590
214,1 580
237,8 574
239 573
237,8 573
251,5 620
248,8 626
215,4 620
201,2 588
203,1 566
214,2 557
188,9 561
203 549
213,3 532
228,5 526
228,2 511
240,9 499
258,8 555
248,5 565
269,2 542
289,6 527
323,4 510
317,2 514
322,8 517
340,9 508
368,2 493
388,5 490
441,2 469
474,3 478
483,9 528
417,9 534
365,9 518
263 506
199,4 502
| | 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!
Kendall tau rank correlations for all pairs of data series | pair | tau | p-value | tau( Prijsindexcijfers , Werkloosheid ) | 0.0798287765519084 | 0.141560477091234 |
| Charts produced by software: | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229869801xnab2t4ajcki62r/19d9j1229869741.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229869801xnab2t4ajcki62r/19d9j1229869741.ps (open in new window) |
| | Parameters (Session): | | | Parameters (R input): | | | 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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