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Data X:
0.527 4.79 0.7461 0.5857 2.86 24710.92 0.472 5.95 0.7775 0.5858 2.55 23983.59 0 5.46 0.779 0.5717 2.27 24434.12 0.052 5.75 0.7744 0.5945 2.26 23939.23 0.313 5.15 0.7905 0.5961 2.57 24290.02 0.364 4.96 0.7719 0.5973 3.07 24117.63 0.363 5.28 0.7811 0.6036 2.76 23724.64 -0.155 5.73 0.7557 0.6096 2.51 22989.44 0.052 5.75 0.7637 0.6315 2.87 23716.86 0.568 5.88 0.7595 0.6262 3.14 25058.83 0.668 6.3 0.7471 0.6121 3.11 25059.00 1.378 6.74 0.7615 0.6326 3.16 23579.18 0.252 6.75 0.7487 0.6214 2.47 24209.03 -0.402 7.34 0.7389 0.6274 2.57 24173.67 -0.05 6.64 0.7337 0.6175 2.89 24706.39 0.555 6.62 0.751 0.6208 2.63 24522.12 0.05 6.32 0.7382 0.6225 2.38 24766.15 0.15 5.32 0.7159 0.5889 1.69 25940.04 0.45 5.68 0.7542 0.602 1.96 24985.78 0.299 6.18 0.7636 0.5932 2.19 24788.00 0.199 5.02 0.7433 0.5841 1.87 26544.56 0.496 2.1 0.7658 0.6 1.6 28019.08 0.444 4 0.7627 0.5947 1.63 27285.71 -0.393 3 0.748 0.5891 1.22 29161.16 -0.444 4.73 0.7692 0.6051 1.21 28357.73 0.198 5.14 0.785 0.596 1.49 27979.91 0.494 5.81 0.7913 0.6012 1.64 27543.95 0.133 6.24 0.772 0.5957 1.66 27397.53 0.388 4.49 0.788 0.5959 1.77 27623.59 0.484 4.22 0.807 0.6049 1.82 27736.07 0.278 4.88 0.8268 0.6064 1.78 27803.79 0.369 5.18 0.8244 0.6137 1.28 27779.55 0.165 5.19 0.8487 0.6311 1.29 27524.13 0.155 5.06 0.8572 0.6258 1.37 27582.72 0.087 4.65 0.8214 0.601 1.12 28638.95 0.414 4.83 0.8827 0.6232 1.51 28825.78 0.36 4.6 0.9216 0.6384 2.24 30132.61 0.975 4.72 0.8865 0.6014 2.94 29326.85 0.27 4.33 0.8816 0.598 3.09 29075.62 0.359 4.97 0.8884 0.5987 3.46 28230.63 0.169 5.37 0.9466 0.6237 3.64 28118.36 0.381 4.19 0.918 0.5813 4.39 28173.29 0.154 4.54 0.9337 0.5991 4.15 27396.91 0.486 5.82 0.9559 0.616 5.21 24578.55 0.925 5.49 0.9626 0.6096 5.8 24504.77 0.728 3.28 0.9434 0.6051 5.91 27582.37 -0.014 5.11 0.8639 0.5857 5.39 26920.31 0.046 6.24 0.7996 0.5565 5.46 25426.68 -0.819 6.41 0.668 0.5223 4.72 25390.80 -1.674 6.43 0.6572 0.5091 3.14 25041.16 -0.788 8.42 0.6928 0.4919 2.63 22769.42 0.279 8.23 0.6438 0.4995 2.32 22921.89 0.396 3.17 0.6454 0.5069 1.93 26267.63 -0.141 2.72 0.6873 0.519 0.62 27364.67 -0.019 3 0.7265 0.546 0.6 28382.59 0.099 3.47 0.7912 0.5648 -0.37 29132.81 0.742 3.88 0.8114 0.5751 -1.1 28214.51 0.005 3.43 0.8281 0.5862 -1.68 28865.73 0.448 4.06 0.8393 0.5877 -0.78 24405.35
Names of X columns:
Type of Correlation
pearson
spearman
kendall
Chart options
Title:
R Code
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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