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Kendall's tau correlation matrix

*The author of this computation has been verified*

R Software Module: /rwasp_kendall.wasp (opens new window with default values)

Title produced by software: Kendall tau Rank Correlation

Date of computation: Thu, 23 Dec 2010 07:50:36 +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/23/t1293090546ci9x0gnoec1ufzt.htm/, Retrieved Thu, 23 Dec 2010 08:49:08 +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/23/t1293090546ci9x0gnoec1ufzt.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 «

10406 11398 14117 10785 10334 12371 7918 9907 12855 11579 9788 8786 12231 13604 15107 10853 13698 11536 8879 11005 13656 12631 10931 8064 12332 12452 14029 10003 12388 10492 9114 9304 9660 10569 8356 5998 10408 11420 11538 10860 10412 9521 7602 8197 10449 11561 8603 8080 10792 11943 11179 9939 10065 11021 9226 9554 11468 9937 8928 8395 11996 12385 15277 12657 11482 16797 11047 11794 13077 11725 10921 9334 11431 13085 16394 15701 14936 18282 12824 14784 16061 14814 14375 13644 16397 19254 21943 16731 22065 20937 18242 19017 20372 20561 18267 16170 23163 22469 26500 23660 23339 26174 24617 23891 23516 25638 21258 17436 26210 25227 21928 25452 22578 23904 20842 21042 24890 23126 16951 16972 19985 19296 21078 19493 18821 19657 15678 16406 18264 18288 15179 15443 19306 19094 25673 20077 21698 25943 19778 21333 25222 24512 20126

Dataseries Y:

» Textbox « » Textfile « » CSV «

206010 198112 194519 185705 180173 176142 203401 221902 197378 185001 176356 180449 180144 173666 165688 161570 156145 153730 182698 200765 176512 166618 158644 159585 163095 159044 155511 153745 150569 150605 179612 194690 189917 184128 175335 179566 181140 177876 175041 169292 166070 166972 206348 215706 202108 195411 193111 195198 198770 194163 190420 189733 186029 191531 232571 243477 227247 217859 208679 213188 216234 213586 209465 204045 200237 203666 241476 260307 243324 244460 233575 237217 235243 230354 227184 221678 217142 219452 256446 265845 248624 241114 229245 231805 219277 219313 212610 214771 211142 211457 240048 240636 230580 208795 197922 194596 194581 185686 178106 172608 167302 168053 202300 202388 182516 173476 166444 171297 169701 164182 161914 159612 151001 158114 186530 187069 174330 169362 166827 178037 186413 189226 191563 188906 186005 195309 223532 226899 etc...

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Kendall tau Rank Correlation
Kendall tau	-0.0320102460682392
2-sided p-value	0.571742594242096
Score	-325
Var(Score)	328280.34375
Denominator	10152.9990234375

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/23/t1293090546ci9x0gnoec1ufzt/1tax61293090633.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/23/t1293090546ci9x0gnoec1ufzt/1tax61293090633.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/23/t1293090546ci9x0gnoec1ufzt/2tax61293090633.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/23/t1293090546ci9x0gnoec1ufzt/2tax61293090633.ps (open in new window)

Parameters (Session):

Parameters (R input):

R code (references can be found in the software module):

library('Kendall')

k <- Kendall(x,y)

bitmap(file='test1.png')

par(bg=rgb(0.2,0.4,0.6))

plot(x,y,main='Scatterplot',xlab=xlab,ylab=ylab)

grid()

dev.off()

bitmap(file='test2.png')

par(bg=rgb(0.2,0.4,0.6))

plot(rank(x),rank(y),main='Scatterplot of Ranks',xlab=xlab,ylab=ylab)

grid()

dev.off()

load(file='createtable')

a<-table.start()

a<-table.row.start(a)

a<-table.element(a,'Kendall tau Rank Correlation',2,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

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

a<-table.element(a,k$tau)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'2-sided p-value',header=TRUE)

a<-table.element(a,k$sl)

a<-table.row.end(a)

a<-table.row.start(a)

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

a<-table.element(a,k$S)

a<-table.row.end(a)

a<-table.row.start(a)

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

a<-table.element(a,k$varS)

a<-table.row.end(a)

a<-table.row.start(a)

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

a<-table.element(a,k$D)

a<-table.row.end(a)

a<-table.end(a)

table.save(a,file='mytable.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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