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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 06:56:33 -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/t12612311217m5hk1sead4uo2f.htm/, Retrieved Sat, 19 Dec 2009 14:58:42 +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/t12612311217m5hk1sead4uo2f.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 «
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 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 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( Prijsindexcijfers , Werkloosheid )0.07982877655190840.141560477091234
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/19/t12612311217m5hk1sead4uo2f/1l6i71261230992.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/19/t12612311217m5hk1sead4uo2f/1l6i71261230992.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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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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