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*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: Wed, 16 Dec 2009 09:57:06 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/16/t1260982722jxyby601tfx1jh8.htm/, Retrieved Wed, 16 Dec 2009 17:58:43 +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/2009/Dec/16/t1260982722jxyby601tfx1jh8.htm/},
    year = {2009},
}
@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 = {2009},
    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 «
3353 359640 3186 364080 3902 364080 4164 359640 3499 359640 4145 359640 3796 359640 3711 359640 3949 364080 3740 368520 3243 372960 4407 377400 4814 406780 3908 402050 5250 392590 3937 368940 4004 368940 5560 378400 3922 406780 3759 420970 4138 420970 4634 406780 3996 392590 4308 392590 4143 394250 4429 399000 5219 403750 4929 399000 5761 408500 5592 403750 4163 403750 4962 399000 5208 403750 4755 403750 4491 403750 5732 403750 5731 405450 5040 405450 6102 405450 4904 405450 5369 410220 5578 400680 4619 386370 4731 381600 5011 381600 5299 381600 4146 381600 4625 376830 4736 381420 4219 381420 5116 386310 4205 396090 4121 391200 5103 371640 4300 356970 4578 342300 3809 332520 5526 342300 4248 347190 3830 352080 4430 357130 4837 347070 4408 337010 4569 337010 4104 331980
 
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 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( Bouwverg. , Werkloosheid )0.2847733616965810.000945018601349323
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260982722jxyby601tfx1jh8/1ubne1260982625.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/16/t1260982722jxyby601tfx1jh8/1ubne1260982625.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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Software written by Ed van Stee & Patrick Wessa


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