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Author

*The author of this computation has been verified*

R Software Module

rwasp_pairs.wasp

Title produced by software

Kendall tau Correlation Matrix

Date of computation

Mon, 09 Nov 2009 04:00:40 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/09/t1257764519kd8aurj254nbcex.htm/, Retrieved Tue, 16 Apr 2024 19:07:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=54727, Retrieved Tue, 16 Apr 2024 19:07:07 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ws6.2ktcm

Estimated Impact

230

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Kendall tau Correlation Matrix] [] [2009-11-09 11:00:40] [9ea4b07b6662a0f40f92decdf1e3b5d5] [Current]
-    D    [Kendall tau Correlation Matrix] [WS 6 Kendall Tau ...] [2009-11-13 10:21:46] [1d635fe1113b56bab3f378c464a289bc] 
-           [Kendall tau Correlation Matrix] [Paper: Kendall Ta...] [2009-12-09 15:38:25] [1d635fe1113b56bab3f378c464a289bc] 

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Dataseries X:

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Histogram

Boxplots

2756,76	10805	2,03	0,86
2849,27	10872	2,86	0,88
2921,44	10625	2,55	0,88
2981,85	10407	2,27	0,88
3080,58	10463	2,26	0,87
3106,22	10556	2,57	0,88
3119,31	10646	3,07	0,87
3061,26	10702	2,76	0,85
3097,31	11353	2,51	0,84
3161,69	11346	2,87	0,83
3257,16	11451	3,14	0,86
3277,01	11964	3,11	0,87
3295,32	12574	3,16	0,85
3363,99	13031	2,47	0,89
3494,17	13812	2,57	0,98
3667,03	14544	2,89	1,01
3813,06	14931	2,63	1
3917,96	14886	2,38	1,01
3895,51	16005	1,69	1,05
3801,06	17064	1,96	1
3570,12	15168	2,19	0,99
3701,61	16050	1,87	1,02
3862,27	15839	1,6	1,11
3970,1	15137	1,63	1,15
4138,52	14954	1,22	1,18
4199,75	15648	1,21	1,2
4290,89	15305	1,49	1,22
4443,91	15579	1,64	1,2
4502,64	16348	1,66	1,23
4356,98	15928	1,77	1,23
4591,27	16171	1,82	1,21
4696,96	15937	1,78	1,25
4621,4	15713	1,28	1,2
4562,84	15594	1,29	1,2
4202,52	15683	1,37	1,21
4296,49	16438	1,12	1,25
4435,23	17032	1,51	1,23
4105,18	17696	2,24	1,2
4116,68	17745	2,94	1,18
3844,49	19394	3,09	1,16
3720,98	20148	3,46	1,12
3674,4	20108	3,64	1,11
3857,62	18584	4,39	1,1
3801,06	18441	4,15	1,08
3504,37	18391	5,21	1,01
3032,6	19178	5,8	1,01
3047,03	18079	5,91	0,99
2962,34	18483	5,39	1,07
2197,82	19644	5,46	1,13
2014,45	19195	4,72	1,09
1862,83	19650	3,14	0,95
1905,41	20830	2,63	0,79
1810,99	23595	2,32	0,73
1670,07	22937	1,93	0,7
1864,44	21814	0,62	0,65
2052,02	21928	0,6	0,61
2029,6	21777	-0,37	0,53
2070,83	21383	-1,1	0,51
2293,41	21467	-1,68	0,41
2443,27	22052	-0,78	0,42

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk
R Framework error message	The field 'Names of X columns' contains a hard return which cannot be interpreted. Please, resubmit your request without hard returns in the 'Names of X columns'.

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
R Framework error message & The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=54727&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[ROW][C]R Framework error message[/C][C]The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=54727&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=54727&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk
R Framework error message	The field 'Names of X columns' contains a hard return which cannot be interpreted. Please, resubmit your request without hard returns in the 'Names of X columns'.

Kendall tau rank correlations for all pairs of data series
pair	tau	p-value
tau( BEL20 , Goud )	-0.113591414537587	0.199846290674683
tau( BEL20 , Inflatie )	-0.175339394562747	0.0480056400591988
tau( BEL20 , Depositorente )	0.678880589586333	3.17523785042795e-14
tau( Goud , Inflatie )	-0.0650268823102678	0.463249575549045
tau( Goud , Depositorente )	0.0205490297555147	0.818219100273512
tau( Inflatie , Depositorente )	-0.031420990265827	0.725468630666106

\begin{tabular}{lllllllll}
\hline
Kendall tau rank correlations for all pairs of data series \tabularnewline
pair & tau & p-value \tabularnewline
tau( BEL20 , Goud ) & -0.113591414537587 & 0.199846290674683 \tabularnewline
tau( BEL20 , Inflatie ) & -0.175339394562747 & 0.0480056400591988 \tabularnewline
tau( BEL20 , Depositorente
 ) & 0.678880589586333 & 3.17523785042795e-14 \tabularnewline
tau( Goud , Inflatie ) & -0.0650268823102678 & 0.463249575549045 \tabularnewline
tau( Goud , Depositorente
 ) & 0.0205490297555147 & 0.818219100273512 \tabularnewline
tau( Inflatie , Depositorente
 ) & -0.031420990265827 & 0.725468630666106 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=54727&T=1

[TABLE]
[ROW][C]Kendall tau rank correlations for all pairs of data series[/C][/ROW]
[ROW][C]pair[/C][C]tau[/C][C]p-value[/C][/ROW]
[ROW][C]tau( BEL20 , Goud )[/C][C]-0.113591414537587[/C][C]0.199846290674683[/C][/ROW]
[ROW][C]tau( BEL20 , Inflatie )[/C][C]-0.175339394562747[/C][C]0.0480056400591988[/C][/ROW]
[ROW][C]tau( BEL20 , Depositorente
 )[/C][C]0.678880589586333[/C][C]3.17523785042795e-14[/C][/ROW]
[ROW][C]tau( Goud , Inflatie )[/C][C]-0.0650268823102678[/C][C]0.463249575549045[/C][/ROW]
[ROW][C]tau( Goud , Depositorente
 )[/C][C]0.0205490297555147[/C][C]0.818219100273512[/C][/ROW]
[ROW][C]tau( Inflatie , Depositorente
 )[/C][C]-0.031420990265827[/C][C]0.725468630666106[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=54727&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=54727&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Kendall tau rank correlations for all pairs of data series
pair	tau	p-value
tau( BEL20 , Goud )	-0.113591414537587	0.199846290674683
tau( BEL20 , Inflatie )	-0.175339394562747	0.0480056400591988
tau( BEL20 , Depositorente )	0.678880589586333	3.17523785042795e-14
tau( Goud , Inflatie )	-0.0650268823102678	0.463249575549045
tau( Goud , Depositorente )	0.0205490297555147	0.818219100273512
tau( Inflatie , Depositorente )	-0.031420990265827	0.725468630666106

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code