Kendall Tau Correlation | ||||||||||||||||||||||||||||||||||||||||||||||||||
| *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: Tue, 03 Nov 2009 07:17:34 -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/Nov/03/t1257257903jtl3gsachrp2rey.htm/, Retrieved Tue, 03 Nov 2009 15:18:24 +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/Nov/03/t1257257903jtl3gsachrp2rey.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},
}
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| Original text written by user: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| IsPrivate? | ||||||||||||||||||||||||||||||||||||||||||||||||||
| No (this computation is public) | ||||||||||||||||||||||||||||||||||||||||||||||||||
| User-defined keywords: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| JSSHWWS6 | ||||||||||||||||||||||||||||||||||||||||||||||||||
| Dataseries X: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| » Textbox « » Textfile « » CSV « | ||||||||||||||||||||||||||||||||||||||||||||||||||
| 8 11.1 30084 69698 8.1 10.9 26290 60886 7.7 10 24379 67267 7.5 9.2 23335 81723 7.6 9.2 21346 66938 7.8 9.5 21106 117673 7.8 9.6 24514 117873 7.8 9.5 30805 104619 7.5 9.1 28353 105074 7.5 8.9 31348 105856 7.1 9 34556 64918 7.5 10.1 33855 59006 7.5 10.3 34787 74269 7.6 10.2 32529 65562 7.7 9.6 29998 66752 7.7 9.2 29257 80732 7.9 9.3 28155 68229 8.1 9.4 30466 116882 8.2 9.4 35704 116855 8.2 9.2 39327 96773 8.2 9 39351 104083 7.9 9 42234 61344 7.3 9 43630 59094 6.9 9.8 43722 50330 6.6 10 43121 48842 6.7 9.8 37985 73817 6.9 9.3 37135 56173 7 9 34646 68407 7.1 9 33026 83658 7.2 9.1 35087 102355 7.1 9.1 38846 102600 6.9 9.1 42013 86598 7 9.2 43908 92442 6.8 8.8 42868 52663 6.4 8.3 44423 64042 6.7 8.4 44167 51768 6.6 8.1 43636 53708 6.4 7.7 44382 77648 6.3 7.9 42142 60830 6.2 7.9 43452 73504 6.5 8 36912 81314 6.8 7.9 42413 92861 6.8 7.6 45344 99861 6.4 7.1 44873 113777 6.1 6.8 47510 77159 5.8 6.5 49554 76573 6.1 6.9 47369 70059 7.2 8.2 45998 56245 7.3 8.7 48140 78970 6 etc... | ||||||||||||||||||||||||||||||||||||||||||||||||||
| Output produced by software: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| Charts produced by software: |
| 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') | Copyright
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