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Kendall Tau

*The author of this computation has been verified*

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 09:21:29 -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/t1229876533c5cx9umutphmwb0.htm/, Retrieved Sun, 21 Dec 2008 17:22:13 +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/t1229876533c5cx9umutphmwb0.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 «

Dollar - Euro Uitvoer Invoer 0,8721 15916,4 14532,2 0,8552 16535,9 15167 0,8564 15796 16071,1 0,8973 14418,6 14827,5 0,9383 15044,5 15082 0,9217 14944,2 14772,7 0,9095 16754,8 16083 0,892 14254 14272,5 0,8742 15454,9 15223,3 0,8532 15644,8 14897,3 0,8607 14568,3 13062,6 0,9005 12520,2 12603,8 0,9111 14803 13629,8 0,9059 15873,2 14421,1 0,8883 14755,3 13978,3 0,8924 12875,1 12927,9 0,8833 14291,1 13429,9 0,87 14205,3 13470,1 0,8758 15859,4 14785,8 0,8858 15258,9 14292 0,917 15498,6 14308,8 0,9554 15106,5 14013 0,9922 15023,6 13240,9 0,9778 12083 12153,4 0,9808 15761,3 14289,7 0,9811 16943 15669,2 1,0014 15070,3 14169,5 1,0183 13659,6 14569,8 1,0622 14768,9 14469,1 1,0773 14725,1 14264,9 1,0807 15998,1 15320,9 1,0848 15370,6 14433,5 1,1582 14956,9 13691,5 1,1663 15469,7 14194,1 1,1372 15101,8 13519,2 1,1139 11703,7 11857,9 1,1222 16283,6 14616 1,1692 16726,5 15643,4 1,1702 14968,9 14077,2 1,2286 14861 14887,5 1,2613 14583,3 14159,9 1,2646 15305,8 14643 1,2262 17903,9 17192,5 1,1985 16379,4 15386,1 1,2007 15420,3 14287,1 1,2138 17870,5 17526,6 1,2266 15912,8 14497 1,2176 13866,5 14398,3 1,2218 17823,2 16629,6 1,249 17872 16670,7 1,2991 17420,4 16614,8 1,3408 16704,4 16869,2 1,3119 15991,2 15663,9 1,3014 16583,6 16359,9 1,3201 19123,5 18447,7 1,2938 17838,7 16889 1,2694 17209,4 16505 1,2165 18586,5 18320,9 1,2037 16258,1 15052,1 1,2292 15141,6 15699,8 1,2256 19202,1 18135,3 1,2015 17746,5 16768,7 1,1786 19090,1 18883 1,1856 18040,3 19021 1,2103 17515,5 18101,9 1,1938 17751,8 17776,1 1,202 21072,4 21489,9 1,2271 17170 17065,3 1,277 19439,5 18690 1,265 19795,4 18953,1 1,2684 17574,9 16398,9 1,2811 16165,4 16895,7 1,2727 19464,6 18553 1,2611 19932,1 19270 1,2881 19961,2 19422,1 1,3213 17343,4 17579,4 1,2999 18924,2 18637,3 1,3074 18574,1 18076,7 1,3242 21350,6 20438,6 1,3516 18594,6 18075,2 1,3511 19823,1 19563 1,3419 20844,4 19899,2 1,3716 19640,2 19227,5 1,3622 17735,4 17789,6 1,3896 19813,6 19220,8 1,4227 22238,5 22058,6 1,4684 20682,2 21230,8 1,457 17818,6 19504,4 1,4718 21872,1 23913,1 1,4748 22117 23165,7 1,5527 21865,9 23574,3 1,575 23451,3 25002 1,5557 20953,7 22603,9 1,5553 22497,3 23408,6 165.5 103.8 61.3

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 computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Charts produced by software:

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')

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

Software written by Ed van Stee & Patrick Wessa

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