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Kendall Tau Correlation Plot

*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 07:50:42 -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/t125795290612wdxsac991edj0.htm/, Retrieved Wed, 11 Nov 2009 16:21:47 +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/t125795290612wdxsac991edj0.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 «
1.4 562 117.1 2.9 1.2 561 118.7 4.9 1 555 126.5 7.2 1.7 544 127.5 8.7 2.4 537 134.6 9.1 2 543 131.8 8.9 2.1 594 135.9 9 2 611 142.7 11.6 1.8 613 141.7 9.6 2.7 611 153.4 9.1 2.3 594 145 9.2 1.9 595 137.7 10.8 2 591 148.3 11 2.3 589 152.2 8.5 2.8 584 169.4 6.5 2.4 573 168.6 7.2 2.3 567 161.1 7.8 2.7 569 174.1 8.7 2.7 621 179 7.8 2.9 629 190.6 7.5 3 628 190 7.7 2.2 612 181.6 7.5 2.3 595 174.8 8.3 2.8 597 180.5 7.9 2.8 593 196.8 10.4 2.8 590 193.8 11.5 2.2 580 197 14 2.6 574 216.3 11.9 2.8 573 221.4 11.9 2.5 573 217.9 10.3 2.4 620 229.7 11.3 2.3 626 227.4 9.9 1.9 620 204.2 8.9 1.7 588 196.6 9.2 2 566 198.8 8.8 2.1 557 207.5 6.7 1.7 561 190.7 7.1 1.8 549 201.6 6.6 1.8 532 210.5 7.2 1.8 526 223.5 5 1.3 511 223.8 5.3 1.3 499 231.2 6.3 1.3 555 244 8 1.2 565 234.7 7.6 1.4 542 250.2 7 2.2 527 265.7 6.9 2.9 510 287.6 6.8 3.1 514 283.3 7.5 3.5 517 295.4 6.4 3.6 508 312.3 8 4.4 493 333.8 6.4 4.1 490 347.7 9.6 5.1 469 383.2 7.5 5.8 478 407.1 9 5.9 528 413.6 7.8 5.4 534 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( 1 , 2 )-0.1130071640020970.205689098466917
tau( 1 , 3 )0.3514178337981777.96839774175329e-05
tau( 1 , 4 )0.06542040484122990.465581773002915
tau( 2 , 3 )-0.3649328764629813.39343284122723e-05
tau( 2 , 4 )0.3454779807870459.66679946543536e-05
tau( 3 , 4 )-0.06714536194295810.447448131353856
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/11/t125795290612wdxsac991edj0/12m4o1257951041.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/11/t125795290612wdxsac991edj0/12m4o1257951041.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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