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*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, 11 Nov 2009 04:55:00 -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/11/t1257940582hyjjvjmpivbmcpi.htm/, Retrieved Wed, 11 Nov 2009 12:56:24 +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/11/t1257940582hyjjvjmpivbmcpi.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 «
244752 274412 110.6 1.3 244576 272433 104 1.3 241572 268361 112.6 1.4 240541 268586 107.3 2 236089 264768 98.9 1.7 236997 269974 109.8 1.8 264579 304744 104.9 1.7 270349 309365 102.2 1.6 269645 308347 123.9 1.7 267037 298427 124.9 1.9 258113 289231 112.7 1.8 262813 291975 121.9 1.7 267413 294912 100.6 1.6 267366 293488 104.3 1.8 264777 290555 120.4 1.6 258863 284736 107.5 1.5 254844 281818 102.9 1.5 254868 287854 125.6 1.3 277267 316263 107.5 1.4 285351 325412 108.8 1.4 286602 326011 128.4 1.3 283042 328282 121.1 1.3 276687 317480 119.5 1.2 277915 317539 128.7 1.1 277128 313737 108.7 1.4 277103 312276 105.5 1.2 275037 309391 119.8 1.5 270150 302950 111.3 1.1 267140 300316 110.6 1.3 264993 304035 120.1 1.5 287259 333476 97.5 1.1 291186 337698 107.7 1.4 292300 335932 127.3 1.3 288186 323931 117.2 1.5 281477 313927 119.8 1.6 282656 314485 116.2 1.7 280190 313218 111 1.1 280408 309664 112.4 1.6 276836 302963 130.6 1.3 275216 298989 109.1 1.7 274352 298423 118.8 1.6 271 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 time2 seconds
R Server'George Udny Yule' @ 72.249.76.132


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( m , v )0.6823567692545220
tau( m , g )-0.04615637636687850.547719698391128
tau( m , p )-0.3606127404512134.738402772633e-06
tau( v , g )-0.05232373611906740.49548294924546
tau( v , p )-0.5175643587174955.07496635335836e-11
tau( g , p )0.0858142490581080.276692655016856
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257940582hyjjvjmpivbmcpi/16p5d1257940498.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257940582hyjjvjmpivbmcpi/16p5d1257940498.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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Software written by Ed van Stee & Patrick Wessa


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