::Free Statistics and Forecasting Software::

All rights reserved. The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.

This free online software (calculator) computes the Kendall tau Rank Correlation and the two-sided p-value (H0: tau = 0). The ordinary scatterplot and the scatterplot between ranks of X & Y is also shown.

Click here to edit the underlying code of this R Module.

Enter (or paste) your data delimited by hard returns.

Send output to:
Browser Blue - Charts White Browser Black/White CSV MS Excel MS Word
Data X:
12 14 14 17 19 19 19 19 19 20 21 21 21 21 21 22 23 24 24 24 26 26 27
Data Y:
11 4 4 2 0 0 0 0 0 0 4 0 4 0 0 0 0 4 0 0 0 0 0
Sample Range: (leave blank to include all observations)
From:
To:
Chart options
Width:
Height:
Label y-axis:
Label x-axis:

Click here to edit the underlying code of this R Module.

---

Source code of R module
1	library("Kendall")
2	k <- Kendall(x,y)
3	bitmap(file="test1.png")
4	par(bg=rgb(0.2,0.4,0.6))
5	plot(x,y,main="Scatterplot",xlab=xlab,ylab=ylab)
6	grid()
7	dev.off()
8	bitmap(file="test2.png")
9	par(bg=rgb(0.2,0.4,0.6))
10	plot(rank(x),rank(y),main="Scatterplot of Ranks",xlab=xlab,ylab=ylab)
11	grid()
12	dev.off()
13	load(file="createtable")
14	a<-table.start()
15	a<-table.row.start(a)
16	a<-table.element(a,"Kendall tau Rank Correlation",2,TRUE)
17	a<-table.row.end(a)
18	a<-table.row.start(a)
19	a<-table.element(a,"Kendall tau",header=TRUE)
20	a<-table.element(a,k$tau)
21	a<-table.row.end(a)
22	a<-table.row.start(a)
23	a<-table.element(a,"2-sided p-value",header=TRUE)
24	a<-table.element(a,k$sl)
25	a<-table.row.end(a)
26	a<-table.row.start(a)
27	a<-table.element(a,"Score",header=TRUE)
28	a<-table.element(a,k$S)
29	a<-table.row.end(a)
30	a<-table.row.start(a)
31	a<-table.element(a,"Var(Score)",header=TRUE)
32	a<-table.element(a,k$varS)
33	a<-table.row.end(a)
34	a<-table.row.start(a)
35	a<-table.element(a,"Denominator",header=TRUE)
36	a<-table.element(a,k$D)
37	a<-table.row.end(a)
38	a<-table.end(a)
39	table.save(a,file="mytable.tab")

Cite this software as:

Wessa, (2008), Kendall tau Rank Correlation (v1.0.10) in Free Statistics Software (v1.1.23-r3), Office for Research Development and Education, URL http://www.wessa.net/rwasp_kendall.wasp/

The R code is based on :

Best, D.J. and Gipps, P.G. (1974), Algorithm AS 71: The Upper Tail Probabilities of Kendalls Tau Applied Statistics, Vol. 23, No. 1. (1974), pp. 98-100

Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application. Cambridge University Press.

Kendall, M.G. (1976). Rank Correlation Methods. 4th Ed. Griffin.

Hill, I.D. (1973), Algorithm AS 66: The Normal Integral Applied Statistics, Vol. 22, No. 3. (1973), pp. 424-427.

Valz, P.D. and Thompson, M.E. (1994), Exact inference for Kendall S and Spearman rho. Journal of Computational and Graphical Statistics, 3, 459-472.

To cite Wessa.net in publications use:
Wessa, P. (2009), Free Statistics Software, Office for Research Development and Education,
version 1.1.23-r3, URL http://www.wessa.net/

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Software Version : 1.1.23-r3
Algorithms & Software : Prof. dr. P. Wessa
Facilities : Resa R&D - Office for Research, Development, and Education
Server : www.wessa.net

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