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Workshop 6: 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: Wed, 23 Dec 2009 07:04:54 -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/23/t12615773624gew436r1tmib8z.htm/, Retrieved Wed, 23 Dec 2009 15:09:24 +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/23/t12615773624gew436r1tmib8z.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 «
106.5789 87.60884 111.9533528 93.76979937 101.3158 80.37508 103.6443149 89.96832101 98.68421 73.94508 96.20991254 86.16684266 100 73.94508 93.14868805 87.43400211 102.6316 76.35633 90.52478134 91.23548046 102.6316 77.16008 89.21282799 93.76979937 102.6316 76.35633 88.7755102 92.50263992 98.68421 73.14133 89.21282799 87.43400211 98.68421 71.53382 86.58892128 87.43400211 93.42105 72.33758 85.27696793 86.16684266 98.68421 81.17883 101.0204082 89.96832101 98.68421 82.78634 102.7696793 91.23548046 100 81.98259 102.7696793 89.96832101 101.3158 77.16008 100.1457726 88.70116156 101.3158 73.94508 95.77259475 87.43400211 103.9474 74.74883 94.02332362 89.96832101 106.5789 75.55258 89.65014577 92.50263992 107.8947 75.55258 88.33819242 95.03695882 107.8947 73.94508 84.83965015 95.03695882 107.8947 72.33758 83.96501458 95.03695882 103.9474 72.33758 82.21574344 92.50263992 96.05263 72.33758 82.21574344 88.70116156 90.78947 78.76758 98.83381924 84.89968321 86.84211 80.37508 101.8950437 82.36536431 88. 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( wlhm , wlhv )0.3983688353896641.27195909678246e-05
tau( wlhm , wlh<25j )0.403974150620598.11178546777924e-06
tau( wlhm , wlh>25j )0.7256852055734063.77475828372553e-15
tau( wlhv , wlh<25j )0.5103903417435511.49815919670004e-08
tau( wlhv , wlh>25j )0.6362856463972584.44200232152525e-12
tau( wlh<25j , wlh>25j )0.30763529359220.000740708036373494
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/23/t12615773624gew436r1tmib8z/16vyc1261577093.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/23/t12615773624gew436r1tmib8z/16vyc1261577093.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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