Pearson 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: Tue, 21 Dec 2010 13:51:49 +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/21/t12929399144585hjrgb5d9hp1.htm/, Retrieved Tue, 21 Dec 2010 14:58:34 +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/21/t12929399144585hjrgb5d9hp1.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},
}
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| Original text written by user: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| IsPrivate? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| No (this computation is public) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| User-defined keywords: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Dataseries X: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| » Textbox « » Textfile « » CSV « | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 300 2,26 591.000 302 2,57 589.000 400 3,07 584.000 392 2,76 573.000 373 2,51 567.000 379 2,87 569.000 303 3,14 621.000 324 3,11 629.000 353 3,16 628.000 392 2,47 612.000 327 2,57 595.000 376 2,89 597.000 329 2,63 593.000 359 2,38 590.000 413 1,69 580.000 338 1,96 574.000 422 2,19 573.000 390 1,87 573.000 370 1,60 620.000 367 1,63 626.000 406 1,22 620.000 418 1,21 588.000 346 1,49 566.000 350 1,64 557.000 330 1,66 561.000 318 1,77 549.000 382 1,82 532.000 337 1,78 526.000 372 1,28 511.000 422 1,29 499.000 428 1,37 555.000 426 1,12 565.000 396 1,51 542.000 458 2,24 527.000 315 2,94 510.000 337 3,09 514.000 386 3,46 517.000 352 3,64 508.000 383 4,39 493.000 439 4,15 490.000 397 5,21 469.000 453 5,80 478.000 363 5,91 528.000 365 5,39 534.000 474 5,46 518.000 373 4,72 506.000 403 3,14 502.000 384 2,63 516.000 364 2,32 528.000 361 1,93 533.000 419 0,62 536.000 352 0,60 537.000 363 -0,37 524.000 410 -1,10 536.000 361 -1,68 587.000 383 -0,78 597.000 342 -1,19 58 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!
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| Charts produced by software: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| 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') | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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