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kendall tau

*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 06:40:03 -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/t1258119749vkvrjop2t9yf56e.htm/, Retrieved Fri, 13 Nov 2009 14:42:31 +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/t1258119749vkvrjop2t9yf56e.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 «
98.84 153.4 -6 611 99.505 145 -7 594 100.17 137.7 -6 595 100.83 148.3 -6 591 101.51 152.2 -3 589 102.16 169.4 -2 584 102.39 168.6 -5 573 102.54 161.1 -11 567 102.85 174.1 -11 569 103.47 179 -11 621 103.57 190.6 -10 629 103.69 190 -14 628 103.5 181.6 -8 612 103.47 174.8 -9 595 103.45 180.5 -5 597 103.48 196.8 -1 593 103.93 193.8 -2 590 103.89 197 -5 580 104.4 216.3 -4 574 104.79 221.4 -6 573 104.77 217.9 -2 573 105.13 229.7 -2 620 105.26 227.4 -2 626 104.96 204.2 -2 620 104.75 196.6 2 588 105.01 198.8 1 566 105.15 207.5 -8 557 105.2 190.7 -1 561 105.77 201.6 1 549 105.78 210.5 -1 532 106.26 223.5 2 526 106.13 223.8 2 511 106.12 231.2 1 499 106.57 244 -1 555 106.44 234.7 -2 565 106.54 250.2 -2 542 107.1 265.7 -1 527 108.1 287.6 -8 510 108.4 283.3 -4 514 108.84 295.4 -6 517 109.62 312.3 -3 508 110.42 333.8 -3 493 110.67 347.7 -7 490 111.66 383.2 -9 469 112.28 407.1 -11 478 112.87 413.6 -13 528 112.18 362.7 -11 534 112.36 321.9 -9 518 112.16 239.4 -17 506 111.49 19 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( cpr , grst )0.54267956663999.17951048506893e-10
tau( cpr , cver )-0.2450052228091260.00691427260641508
tau( cpr , werkl )-0.5212472118752734.38521015133614e-09
tau( grst , cver )0.1102480684940460.223978004508826
tau( grst , werkl )-0.3782569159175032.03325681135424e-05
tau( cver , werkl )0.05175961965649470.568877962535553
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/13/t1258119749vkvrjop2t9yf56e/1sjdk1258119601.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/13/t1258119749vkvrjop2t9yf56e/1sjdk1258119601.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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