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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: Fri, 13 Nov 2009 06:12:33 -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/Nov/13/t1258118001urxc2ynahj6pz9g.htm/, Retrieved Fri, 13 Nov 2009 14:13:23 +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/13/t1258118001urxc2ynahj6pz9g.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 «
152 467 98.8 148 460 100.5 148 448 110.4 157 443 96.4 157 436 101.9 162 431 106.2 174 484 81 158 510 94.7 166 513 101 161 503 109.4 147 471 102.3 160 471 90.7 157 476 96.2 147 475 96.1 144 470 106 151 461 103.1 154 455 102 143 456 104.7 144 517 86 137 525 92.1 127 523 106.9 122 519 112.6 124 509 101.7 121 512 92 122 519 97.4 112 517 97 114 510 105.4 109 509 102.7 117 501 98.1 123 507 104.5 126 569 87.4 127 580 89.9 117 578 109.8 109 565 111.7 105 547 98.6 107 555 96.9 106 562 95.1 111 561 97 106 555 112.7 79 544 102.9 112 537 97.4 103 543 111.4 106 594 87.4 123 611 96.8 118 613 114.1 125 611 110.3 122 594 103.9 126 595 101.6 126 591 94.6 132 589 95.9 134 584 104.7 135 573 102.8 135 567 98.1 133 569 113.9 133 621 80.9 127 629 95.7 129 628 113.2 123 612 105.9 121 595 108.8 122 597 102.3 122 593 99 120 590 100.7 118 580 115.5 117 574 100.7 121 573 109.9 116 573 114.6 118 620 85.4 115 626 100.5 115 620 114.8 114 588 116.5 114 566 112.9 111 557 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( Man , Werklh )-0.2692586843660590.000937822260177653
tau( Man , Prod )-0.1404032044297410.084145959659467
tau( Werklh , Prod )0.05267299259889920.514661413688345
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/13/t1258118001urxc2ynahj6pz9g/1pfpu1258117952.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/13/t1258118001urxc2ynahj6pz9g/1pfpu1258117952.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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