kendall tau correlation matrix | ||||||||||||||||||||||||||||||||||||||||||||||||||
| *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 06:11:44 -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/t1258118009eyd6cwameihmfyn.htm/, Retrieved Fri, 13 Nov 2009 14:13:31 +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/t1258118009eyd6cwameihmfyn.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: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| Dataseries X: | ||||||||||||||||||||||||||||||||||||||||||||||||||
| » Textbox « » Textfile « » CSV « | ||||||||||||||||||||||||||||||||||||||||||||||||||
| 1,5557 162,31 0,79209 36,9042 1,5750 161,56 0,79487 37,0494 1,5527 156,59 0,77494 36,8259 1,4748 157,97 0,75094 36,1357 1,4718 158,68 0,74725 36,0300 1,4570 163,55 0,72064 35,7927 1,4684 162,89 0,70896 35,9174 1,4227 164,95 0,69614 35,4008 1,3896 159,82 0,68887 35,1723 1,3622 159,05 0,67766 34,9211 1,3716 166,76 0,67440 35,0292 1,3419 164,55 0,67562 34,7739 1,3511 163,22 0,68136 34,8999 1,3516 160,68 0,67934 34,9054 1,3242 155,24 0,68021 34,5680 1,3074 157,60 0,66800 34,4060 1,2999 156,56 0,66341 34,4578 1,3213 154,82 0,67286 34,7316 1,2881 151,11 0,67397 34,2602 1,2611 149,65 0,67254 33,8849 1,2727 148,99 0,67511 34,0549 1,2811 148,53 0,67669 34,2755 1,2684 146,70 0,68782 34,1393 1,2650 145,11 0,68666 34,1587 1,2770 142,70 0,68330 34,5386 1,2271 143,59 0,69463 33,7987 1,2020 140,96 0,68935 33,4973 1,1938 140,77 0,68297 33,6802 1,2103 139,81 0,68598 34,3284 1,1856 140,58 0,67922 34,1538 1,1786 139,59 0,67933 33,9184 1,2015 138,05 0,68137 34,3262 1,2256 136,06 0,67760 34,7750 1 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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