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*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: Mon, 27 Dec 2010 13:53:31 +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/27/t1293457893kux4ms66mgm7083.htm/, Retrieved Mon, 27 Dec 2010 14:51:34 +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/27/t1293457893kux4ms66mgm7083.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 «
493 797 335 113 514 840 342 113 522 988 341 113 490 819 336 113 484 831 326 113 506 904 324 113 501 814 318 114 462 798 314 114 465 828 309 114 454 789 304 114 464 930 303 114 427 744 305 114 460 832 304 115 473 826 307 115 465 907 304 115 422 776 295 116 415 835 287 116 413 715 279 116 420 729 272 116 363 733 267 116 376 736 260 116 380 712 254 116 384 711 251 116 346 667 249 116 389 799 251 117 407 661 248 117 393 692 238 117 346 649 226 118 348 729 217 118 353 622 211 118 364 671 208 119 305 635 204 119 307 648 198 119 312 745 194 119 312 624 192 119 286 477 192 119 324 710 196 120 336 515 192 121 327 461 186 121 302 590 179 122 299 415 174 122 311 554 169 122 315 585 167 123 264 513 165 123 278 591 161 123 278 561 161 123 287 684 164 123 279 668 171 123 324 795 183 125 354 776 191 125 354 1 043 198 125 360 964 205 125 363 762 211 125 385 1 030 220 125 412 939 230 126 370 779 237 126 389 918 242 126 395 839 250 126 417 874 259 126 404 840 270 126
 
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'George Udny Yule' @ 72.249.76.132


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( WLH , Faill )0.6962207701926835.32907051820075e-15
tau( WLH , WLHuit )0.3667329128720933.76035798288488e-05
tau( WLH , Lonen )-0.7340235669237498.82464570885488e-16
tau( Faill , WLHuit )0.2704547200767090.0023845383819705
tau( Faill , Lonen )-0.6497697656755321.12485139915814e-12
tau( WLHuit , Lonen )-0.3748012524394633.99823205337934e-05
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/27/t1293457893kux4ms66mgm7083/1q9uu1293458009.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/27/t1293457893kux4ms66mgm7083/1q9uu1293458009.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='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')
 





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Software written by Ed van Stee & Patrick Wessa


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