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Kendall Tau Correlation matrix

*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: Sat, 19 Dec 2009 05:47:04 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/19/t12612271300d3ktz0mn7di899.htm/, Retrieved Sat, 19 Dec 2009 13:52:12 +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/19/t12612271300d3ktz0mn7di899.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 «

97,8 579 93 572 92,5 560 89,4 551 93,6 537 89 541 87,7 588 88,8 607 88,5 599 91,1 578 88,8 563 83,3 566 76,8 561 74,5 554 72,1 540 73,2 526 72,6 512 69,4 505 68,7 554 66,9 584 69,1 569 67,5 540 64,8 522 60,6 526 61,7 527 60,2 516 65,3 503 70,7 489 71,5 479 72 475 77 524 81 552 87,1 532 85,6 511 90,2 492 92,4 492 93,9 493 97,5 481 98,1 462 89,6 457 98,4 442 102 439 99,2 488 101,8 521 108,3 501 106,7 485 108,2 464 94,2 460 95,1 467 98,1 460 93,2 448 94 443 97,2 436 95 431 90,5 484 91,6 510 90,5 513 79,9 503 74,9 471 74,3 471 75,9 476 77,7 475 86,9 470 90,7 461 91 455 89,5 456 92,5 517 94,1 525 98,5 523 96,8 519 91,2 509 97,1 512 104,9 519 110,9 517 104,8 510 94,1 509 95,8 501 99,3 507 101,1 569 104 580 99 578 105,4 565 107,1 547 110,7 555 117,1 562 118,7 561 126,5 555 127,5 544 134,6 537 131,8 543 135,9 594 142,7 611 141,7 613 153,4 611 145 594 137,7 595 148,3 591 152,2 589 169,4 584 168,6 573 161,1 567 174,1 56 etc...

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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Kendall tau rank correlations for all pairs of data series
pair	tau	p-value
tau( Prijsindexcijfers , Werkloosheid )	0.180757175817991	0.000868789134356618

Charts produced by software:

http://www.freestatistics.org/blog/date/2009/Dec/19/t12612271300d3ktz0mn7di899/19uc51261226822.png (open in new window)

http://www.freestatistics.org/blog/date/2009/Dec/19/t12612271300d3ktz0mn7di899/19uc51261226822.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')

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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