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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 06:15:07 -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/t1258118147iro6sbx15a6a6wf.htm/, Retrieved Fri, 13 Nov 2009 14:15:49 +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/t1258118147iro6sbx15a6a6wf.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 «
252 467 98.8 247 460 100.5 218 448 110.4 226 443 96.4 212 436 101.9 219 431 106.2 227 484 81 221 510 94.7 222 513 101 221 503 109.4 202 471 102.3 211 471 90.7 217 476 96.2 202 475 96.1 199 470 106 195 461 103.1 271 455 102 249 456 104.7 259 517 86 254 525 92.1 222 523 106.9 216 519 112.6 211 509 101.7 203 512 92 200 519 97.4 192 517 97 192 510 105.4 188 509 102.7 179 501 98.1 192 507 104.5 205 569 87.4 203 580 89.9 189 578 109.8 168 565 111.7 169 547 98.6 170 555 96.9 177 562 95.1 177 561 97 166 555 112.7 153 544 102.9 159 537 97.4 163 543 111.4 167 594 87.4 195 611 96.8 179 613 114.1 245 611 110.3 243 594 103.9 240 595 101.6 240 591 94.6 239 589 95.9 236 584 104.7 235 573 102.8 226 567 98.1 223 569 113.9 225 621 80.9 218 629 95.7 215 628 113.2 206 612 105.9 201 595 108.8 200 597 102.3 196 593 99 193 590 100.7 193 580 115.5 184 574 100.7 188 573 109.9 187 573 114.6 185 620 85.4 185 626 100.5 186 620 114.8 179 588 116.5 175 566 112.9 173 55 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( Vrouw , Werklh )-0.09651373599073740.233447581483395
tau( Vrouw , Prod )-0.1365338628930280.0915156553936107
tau( Werklh , Prod )0.05267299259889920.514661413688345
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/13/t1258118147iro6sbx15a6a6wf/1clgh1258118106.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/13/t1258118147iro6sbx15a6a6wf/1clgh1258118106.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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