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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

Thu, 12 Nov 2009 10:54:46 -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/12/t1258048709teqzxbwj2hk0dil.htm/, Retrieved Fri, 03 May 2024 18:53:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=56302, Retrieved Fri, 03 May 2024 18:53:53 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

158

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

-     [Kendall tau Correlation Matrix] [3/11/2009] [2009-11-02 21:25:00] [b98453cac15ba1066b407e146608df68]
- R  D    [Kendall tau Correlation Matrix] [Kendall tau Corre...] [2009-11-12 17:54:46] [6974478841a4d28b8cb590971bfdefb0] [Current]

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Dataseries X:

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Histogram

Boxplots

0.76	0.87405	1.3683	611
0.752	0.878	1.3623	594
1.386	0.8804	1.3563	595
0.432	0.8784	1.3518	591
0.388	NA	1.3494	589
0.381	NA	1.3612	584
0.401	0.88135	1.369	573
0.344	0.8815	1.3771	567
0.36	0.8751	1.3972	569
0.328	0.8747	1.401	621
0.332	0.872	1.3908	629
0.476	NA	1.3901	628
0.362	NA	1.3856	612
0.36	0.8735	1.4098	595
0.34	0.87365	1.422	597
0.353	0.8793	1.4238	593
0.363	0.87575	1.4207	590
0.345	0.8739	1.4095	580
0.358	NA	1.4177	574
0.356	NA	1.3866	573
0.354	0.879	1.3959	573
0.365	0.8869	1.4102	620
0.366	0.8897	1.3969	626
0.355	0.8905	1.4004	620
0.346	0.9003	1.385	588
0.345	NA	1.389	566
0.349	NA	1.384	557
0.349	0.9066	1.392	561
0.36	0.9047	1.3932	549
0.358	0.8994	1.3858	532
0.346	0.91065	1.3978	526
0.351	0.91875	1.4029	511
0.343	NA	1.394	499
0.334	NA	1.4096	555
0.341	0.92265	1.4058	565
0.332	0.9118	1.4134	542
0.473	0.9093	1.4096	527
0.339	0.91085	1.4049	510
0.342	0.9172	1.4009	514
0.338	NA	1.3897	517
0.348	NA	1.4019	508
0.345	0.9171	1.3901	493
0.343	0.92605	1.399	490
0.333	0.9249	1.3901	469
0.34	0.92	1.3975	478
0.347	0.92285	1.3991	528
0.346	NA	1.4089	534
0.341	NA	1.413	518
0.342	0.9333	1.409	506
0.334	0.9408	1.4217	502
0.339	0.93025	1.4223	516
0.334	0.9147	1.4191	528
0.334	0.91175	1.4229	533
0.329	NA	1.4227	536
0.333	NA	1.4269	537
0.338	0.9143	1.4229	524
0.535	0.9117	1.4104	536
0.332	0.9001	1.4053	587
0.338	0.9053	1.4138	597
0.34	0.9172	1.4303	581

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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=56302&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=56302&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=56302&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	'Gwilym Jenkins' @ 72.249.127.135

Kendall tau rank correlations for all pairs of data series
pair	tau	p-value
tau( EONIA , Pond/euro )	-0.277491437497029	0.00847615165093614
tau( EONIA , Dollar/Euro )	-0.36188210846413	5.18410976606682e-05
tau( EONIA , WHL )	0.278212230539019	0.00187738702504703
tau( Pond/euro , Dollar/Euro )	0.202223426959548	0.0533446479773694
tau( Pond/euro , WHL )	-0.610817916733342	5.62294006358852e-09
tau( Dollar/Euro , WHL )	-0.120782578424474	0.174180098808668

\begin{tabular}{lllllllll}
\hline
Kendall tau rank correlations for all pairs of data series \tabularnewline
pair & tau & p-value \tabularnewline
tau( EONIA , Pond/euro ) & -0.277491437497029 & 0.00847615165093614 \tabularnewline
tau( EONIA , Dollar/Euro ) & -0.36188210846413 & 5.18410976606682e-05 \tabularnewline
tau( EONIA , WHL ) & 0.278212230539019 & 0.00187738702504703 \tabularnewline
tau( Pond/euro , Dollar/Euro ) & 0.202223426959548 & 0.0533446479773694 \tabularnewline
tau( Pond/euro , WHL ) & -0.610817916733342 & 5.62294006358852e-09 \tabularnewline
tau( Dollar/Euro , WHL ) & -0.120782578424474 & 0.174180098808668 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=56302&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( EONIA , Pond/euro )[/C][C]-0.277491437497029[/C][C]0.00847615165093614[/C][/ROW]
[ROW][C]tau( EONIA , Dollar/Euro )[/C][C]-0.36188210846413[/C][C]5.18410976606682e-05[/C][/ROW]
[ROW][C]tau( EONIA , WHL )[/C][C]0.278212230539019[/C][C]0.00187738702504703[/C][/ROW]
[ROW][C]tau( Pond/euro , Dollar/Euro )[/C][C]0.202223426959548[/C][C]0.0533446479773694[/C][/ROW]
[ROW][C]tau( Pond/euro , WHL )[/C][C]-0.610817916733342[/C][C]5.62294006358852e-09[/C][/ROW]
[ROW][C]tau( Dollar/Euro , WHL )[/C][C]-0.120782578424474[/C][C]0.174180098808668[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=56302&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=56302&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( EONIA , Pond/euro )	-0.277491437497029	0.00847615165093614
tau( EONIA , Dollar/Euro )	-0.36188210846413	5.18410976606682e-05
tau( EONIA , WHL )	0.278212230539019	0.00187738702504703
tau( Pond/euro , Dollar/Euro )	0.202223426959548	0.0533446479773694
tau( Pond/euro , WHL )	-0.610817916733342	5.62294006358852e-09
tau( Dollar/Euro , WHL )	-0.120782578424474	0.174180098808668

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')

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