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*The author of this computation has been verified*

R Software Module: Patrick.Wessa/rwasp_pairs.wasp (opens new window with default values)

Title produced by software: Kendall tau Correlation Matrix

Date of computation: Sun, 19 Dec 2010 14:19:12 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/19/t129276835347f5euycrcnpe27.htm/, Retrieved Sun, 19 Dec 2010 15:19:16 +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/2010/Dec/19/t129276835347f5euycrcnpe27.htm/},
    year = {2010},
}
@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 = {2010},
    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 «

1.3067 8.7000 113.0000 2579.3900 19.6000 18.9000 3.0000 -2.0000 16.0000 1.2894 8.9000 95.4000 2504.5800 16.0000 16.6000 3.0000 -4.0000 17.0000 1.2770 8.9000 86.2000 2462.3200 17.7000 17.2000 7.0000 -4.0000 23.0000 1.2208 8.1000 111.7000 2467.3800 19.8000 19.2000 4.0000 -7.0000 24.0000 1.2565 8.0000 97.5000 2446.6600 17.0000 17.1000 -4.0000 -9.0000 27.0000 1.3406 8.3000 99.7000 2656.3200 17.4000 17.7000 -6.0000 -13.0000 31.0000 1.3569 8.5000 111.5000 2626.1500 18.9000 18.7000 8.0000 -8.0000 40.0000 1.3686 8.7000 91.8000 2482.6000 15.7000 15.9000 2.0000 -13.0000 47.0000 1.4272 8.6000 86.3000 2539.9100 15.2000 16.0000 -1.0000 -15.0000 43.0000 1.4614 8.3000 88.7000 2502.6600 15.8000 16.8000 -2.0000 -15.0000 60.0000 1.4914 7.9000 95.1000 2466.9200 16.0000 16.0000 0.0000 -15.0000 64.0000 1.4816 7.9000 105.1000 2513.1700 16.1000 16.8000 10.0000 -10.0000 65.0000 1.4562 8.1000 104.5000 2443.2700 16.2000 16.3000 3.0000 -12.0000 65.0000 1.4268 8.3000 89.1000 2293.4100 12.5000 13.6000 6.0000 -11.0000 55.0000 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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Correlations for all pairs of data series (method=pearson)
	WSK	WER	INP	BE2	Uit	INV	CE-AES	CE-CV	CE-WER
WSK	1	0.215	0.175	0.325	0.645	0.742	-0.207	-0.355	0.089
WER	0.215	1	-0.164	-0.126	-0.023	-0.041	0.262	-0.118	0.214
INP	0.175	-0.164	1	0.412	0.655	0.572	-0.14	0.129	-0.342
BE2	0.325	-0.126	0.412	1	0.613	0.584	-0.032	0.474	-0.703
Uit	0.645	-0.023	0.655	0.613	1	0.955	-0.192	-0.004	-0.327
INV	0.742	-0.041	0.572	0.584	0.955	1	-0.272	-0.113	-0.237
CE-AES	-0.207	0.262	-0.14	-0.032	-0.192	-0.272	1	0.604	-0.157
CE-CV	-0.355	-0.118	0.129	0.474	-0.004	-0.113	0.604	1	-0.723
CE-WER	0.089	0.214	-0.342	-0.703	-0.327	-0.237	-0.157	-0.723	1

Correlations for all pairs of data series with p-values
pair	Pearson r	Spearman rho	Kendall tau
WSK;WER	0.2151	0.0592	0.0366
p-value	(0.0198)	(0.5258)	(0.5649)
WSK;INP	0.1755	0.1402	0.095
p-value	(0.0585)	(0.1316)	(0.1292)
WSK;BE2	0.3246	0.2955	0.1901
p-value	(4e-04)	(0.0012)	(0.0024)
WSK;Uit	0.645	0.6369	0.452
p-value	(0)	(0)	(0)
WSK;INV	0.7421	0.742	0.5358
p-value	(0)	(0)	(0)
WSK;CE-AES	-0.2068	-0.153	-0.1039
p-value	(0.0253)	(0.0995)	(0.1017)
WSK;CE-CV	-0.3546	-0.3382	-0.2186
p-value	(1e-04)	(2e-04)	(6e-04)
WSK;CE-WER	0.0893	0.033	0.0192
p-value	(0.3382)	(0.7243)	(0.7611)
WER;INP	-0.1644	-0.1908	-0.1335
p-value	(0.0765)	(0.0394)	(0.0362)
WER;BE2	-0.1256	-0.1162	-0.076
p-value	(0.1773)	(0.2123)	(0.2326)
WER;Uit	-0.0234	0.0178	0.0062
p-value	(0.8025)	(0.8486)	(0.9229)
WER;INV	-0.0414	-0.0057	-0.0181
p-value	(0.6574)	(0.9511)	(0.7771)
WER;CE-AES	0.2615	0.2215	0.1647
p-value	(0.0044)	(0.0164)	(0.0108)
WER;CE-CV	-0.1182	-0.1339	-0.0798
p-value	(0.2045)	(0.1501)	(0.2191)
WER;CE-WER	0.2141	0.2641	0.1692
p-value	(0.0204)	(0.004)	(0.0084)
INP;BE2	0.4119	0.4046	0.2718
p-value	(0)	(0)	(0)
INP;Uit	0.6547	0.649	0.4861
p-value	(0)	(0)	(0)
INP;INV	0.5719	0.5467	0.3947
p-value	(0)	(0)	(0)
INP;CE-AES	-0.1403	-0.1034	-0.0704
p-value	(0.1312)	(0.2672)	(0.2677)
INP;CE-CV	0.1292	0.1328	0.0919
p-value	(0.1651)	(0.1536)	(0.1506)
INP;CE-WER	-0.3421	-0.3577	-0.248
p-value	(2e-04)	(1e-04)	(1e-04)
BE2;Uit	0.6125	0.6043	0.4141
p-value	(0)	(0)	(0)
BE2;INV	0.5838	0.5666	0.3826
p-value	(0)	(0)	(0)
BE2;CE-AES	-0.0324	-0.0464	-0.0299
p-value	(0.7287)	(0.6196)	(0.6372)
BE2;CE-CV	0.4745	0.48	0.3442
p-value	(0)	(0)	(0)
BE2;CE-WER	-0.7032	-0.7028	-0.5194
p-value	(0)	(0)	(0)
Uit;INV	0.9549	0.9479	0.8164
p-value	(0)	(0)	(0)
Uit;CE-AES	-0.1916	-0.1428	-0.1054
p-value	(0.0385)	(0.1246)	(0.0987)
Uit;CE-CV	-0.0044	-0.0147	-0.0015
p-value	(0.9621)	(0.8746)	(0.9812)
Uit;CE-WER	-0.3275	-0.3528	-0.2393
p-value	(3e-04)	(1e-04)	(2e-04)
INV;CE-AES	-0.2725	-0.1911	-0.1384
p-value	(0.003)	(0.039)	(0.03)
INV;CE-CV	-0.1131	-0.1041	-0.0692
p-value	(0.2245)	(0.2641)	(0.2807)
INV;CE-WER	-0.2374	-0.2832	-0.1845
p-value	(0.01)	(0.002)	(0.0036)
CE-AES;CE-CV	0.6038	0.5911	0.448
p-value	(0)	(0)	(0)
CE-AES;CE-WER	-0.1572	-0.1447	-0.0972
p-value	(0.0905)	(0.1196)	(0.1287)
CE-CV;CE-WER	-0.723	-0.6648	-0.5007
p-value	(0)	(0)	(0)

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/19/t129276835347f5euycrcnpe27/1xqt61292768348.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/19/t129276835347f5euycrcnpe27/1xqt61292768348.ps (open in new window)

Parameters (Session):

par1 = pearson ;

Parameters (R input):

par1 = pearson ;

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=par1)

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')

n <- length(y[,1])

n

a<-table.start()

a<-table.row.start(a)

a<-table.element(a,paste('Correlations for all pairs of data series (method=',par1,')',sep=''),n+1,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,' ',header=TRUE)

for (i in 1:n) {

a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)

}

a<-table.row.end(a)

for (i in 1:n) {

a<-table.row.start(a)

a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)

for (j in 1:n) {

r <- cor.test(y[i,],y[j,],method=par1)

a<-table.element(a,round(r$estimate,3))

}

a<-table.row.end(a)

}

a<-table.end(a)

table.save(a,file='mytable.tab')

a<-table.start()

a<-table.row.start(a)

a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'pair',1,TRUE)

a<-table.element(a,'Pearson r',1,TRUE)

a<-table.element(a,'Spearman rho',1,TRUE)

a<-table.element(a,'Kendall tau',1,TRUE)

a<-table.row.end(a)

cor.test(y[1,],y[2,],method=par1)

for (i in 1:(n-1))

{

for (j in (i+1):n)

{

a<-table.row.start(a)

dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='')

a<-table.element(a,dum,header=TRUE)

rp <- cor.test(y[i,],y[j,],method='pearson')

a<-table.element(a,round(rp$estimate,4))

rs <- cor.test(y[i,],y[j,],method='spearman')

a<-table.element(a,round(rs$estimate,4))

rk <- cor.test(y[i,],y[j,],method='kendall')

a<-table.element(a,round(rk$estimate,4))

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'p-value',header=T)

a<-table.element(a,paste('(',round(rp$p.value,4),')',sep=''))

a<-table.element(a,paste('(',round(rs$p.value,4),')',sep=''))

a<-table.element(a,paste('(',round(rk$p.value,4),')',sep=''))

a<-table.row.end(a)

}

}

a<-table.end(a)

table.save(a,file='mytable1.tab')

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

Software written by Ed van Stee & Patrick Wessa

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