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 14:35:52 +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/t1292942087azubd0bzds4ff3h.htm/, Retrieved Tue, 21 Dec 2010 15:34:49 +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/2010/Dec/21/t1292942087azubd0bzds4ff3h.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 « | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 216234 627 1,59 213586 696 1,26 209465 825 1,13 204045 677 1,92 200237 656 2,61 203666 785 2,26 241476 412 2,41 260307 352 2,26 243324 839 2,03 244460 729 2,86 233575 696 2,55 237217 641 2,27 235243 695 2,26 230354 638 2,57 227184 762 3,07 221678 635 2,76 217142 721 2,51 219452 854 2,87 256446 418 3,14 265845 367 3,11 248624 824 3,16 241114 687 2,47 229245 601 2,57 231805 676 2,89 219277 740 2,63 219313 691 2,38 212610 683 1,69 214771 594 1,96 211142 729 2,19 211457 731 1,87 240048 386 1,6 240636 331 1,63 230580 707 1,22 208795 715 1,21 197922 657 1,49 194596 653 1,64 194581 642 1,66 185686 643 1,77 178106 718 1,82 172608 654 1,78 167302 632 1,28 168053 731 1,29 202300 392 1,37 202388 344 1,12 182516 792 1,51 173476 852 2,24 166444 649 2,94 171297 629 3,09 169701 685 3,46 164182 617 3,64 161914 715 4,39 159612 715 4,15 151001 629 5,21 158114 916 5,8 186530 531 5,91 187069 357 5,39 174330 917 5,46 169362 828 4,72 166827 708 3,14 178037 858 2,63 186413 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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