Home » date » 2009 » Nov » 13 »

Kendall tau correlatie

*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 06:41:48 -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/t12581197804pfm4ehg0bad3tk.htm/, Retrieved Fri, 13 Nov 2009 14:43:01 +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/t12581197804pfm4ehg0bad3tk.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 «
98.71 153.4 -6 611 98.54 145 -7 594 98.2 137.7 -6 595 96.92 148.3 -6 591 99.06 152.2 -3 589 99.65 169.4 -2 584 99.82 168.6 -5 573 99.99 161.1 -11 567 100.33 174.1 -11 569 99.31 179 -11 621 101.1 190.6 -10 629 101.1 190 -14 628 100.93 181.6 -8 612 100.85 174.8 -9 595 100.93 180.5 -5 597 99.6 196.8 -1 593 101.88 193.8 -2 590 101.81 197 -5 580 102.38 216.3 -4 574 102.74 221.4 -6 573 102.82 217.9 -2 573 101.72 229.7 -2 620 103.47 227.4 -2 626 102.98 204.2 -2 620 102.68 196.6 2 588 102.9 198.8 1 566 103.03 207.5 -8 557 101.29 190.7 -1 561 103.69 201.6 1 549 103.68 210.5 -1 532 104.2 223.5 2 526 104.08 223.8 2 511 104.16 231.2 1 499 103.05 244 -1 555 104.66 234.7 -2 565 104.46 250.2 -2 542 104.95 265.7 -1 527 105.85 287.6 -8 510 106.23 283.3 -4 514 104.86 295.4 -6 517 107.44 312.3 -3 508 108.23 333.8 -3 493 108.45 347.7 -7 490 109.39 383.2 -9 469 110.15 407.1 -11 478 109.13 413.6 -13 528 110.28 362.7 -11 534 110.17 321.9 -9 518 109.99 239.4 -17 506 109.26 191 -22 502 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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( cpr , grst )0.5347654896264021.60182600517089e-09
tau( cpr , cvert )-0.2380382496486770.00868677926168033
tau( cpr , werkl )-0.5212472118752734.38521015133614e-09
tau( grst , cvert )0.1102480684940460.223978004508826
tau( grst , werkl )-0.3782569159175032.03325681135424e-05
tau( cvert , werkl )0.05175961965649470.568877962535553
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/13/t12581197804pfm4ehg0bad3tk/14ehb1258119706.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/13/t12581197804pfm4ehg0bad3tk/14ehb1258119706.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')
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by