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Kendall tau correlatie 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 06:31:05 -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/t1261229500xdzb5jahs16gt9f.htm/, Retrieved Sat, 19 Dec 2009 14:31:42 +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/t1261229500xdzb5jahs16gt9f.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 «
12,6 18 611 15,7 16 594 13,2 19 595 20,3 18 591 12,8 23 589 8 20 584 0,9 20 573 3,6 15 567 14,1 17 569 21,7 16 621 24,5 15 629 18,9 10 628 13,9 13 612 11 10 595 5,8 19 597 15,5 21 593 22,4 17 590 31,7 16 580 30,3 17 574 31,4 14 573 20,2 18 573 19,7 17 620 10,8 14 626 13,2 15 620 15,1 16 588 15,6 11 566 15,5 15 557 12,7 13 561 10,9 17 549 10 16 532 9,1 9 526 10,3 17 511 16,9 15 499 22 12 555 27,6 12 565 28,9 12 542 31 12 527 32,9 4 510 38,1 7 514 28,8 4 517 29 3 508 21,8 3 493 28,8 0 490 25,6 5 469 28,2 3 478 20,2 4 528 17,9 3 534 16,3 10 518 13,2 4 506 8,1 1 502 4,5 1 516 -0,1 8 528 0 5 533 2,3 4 536 2,8 0 537 2,9 2 524 0,1 7 536 3,5 6 587 8,6 9 597 13,8 10 581
 
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( Rvnp , Svdg )-0.01445792165348990.872999284562621
tau( Rvnp , Wh )-0.06239365722933060.482809765071327
tau( Svdg , Wh )0.4553936065087534.84698148062179e-07
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261229500xdzb5jahs16gt9f/14rgw1261229464.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t1261229500xdzb5jahs16gt9f/14rgw1261229464.ps (open in new window)


 
Parameters (Session):
par1 = Werkloosheid ; par2 = NBB ; par3 = Werkloosheid ;
 
Parameters (R input):
par1 = Werkloosheid ; par2 = NBB ; par3 = Werkloosheid ;
 
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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Creative Commons License

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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