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:: Kendall tau Rank Correlation - Free Statistics Software (Calculator) ::
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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.
Enter (or paste) your data delimited by hard returns.
| Cite this software as: | | Wessa, (2006), Kendall tau Rank Correlation (v1.0.6) in Free Statistics Software (v1.1.20), 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.
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| 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 | dev.off() | | 7 | bitmap(file="test2.png") | | 8 | par(bg=rgb(0.2,0.4,0.6)) | | 9 | plot(rank(x),rank(y),main="Scatterplot of Ranks",xlab=xlab,ylab=ylab) | | 10 | dev.off() | | 11 | load(file="createtable") | | 12 | a<-table.start() | | 13 | a<-table.row.start(a) | | 14 | a<-table.element(a,"Kendall tau Rank Correlation",2,TRUE) | | 15 | a<-table.row.end(a) | | 16 | a<-table.row.start(a) | | 17 | a<-table.element(a,"Kendall tau",header=TRUE) | | 18 | a<-table.element(a,k$tau) | | 19 | a<-table.row.end(a) | | 20 | a<-table.row.start(a) | | 21 | a<-table.element(a,"2-sided p-value",header=TRUE) | | 22 | a<-table.element(a,k$sl) | | 23 | a<-table.row.end(a) | | 24 | a<-table.row.start(a) | | 25 | a<-table.element(a,"Score",header=TRUE) | | 26 | a<-table.element(a,k$S) | | 27 | a<-table.row.end(a) | | 28 | a<-table.row.start(a) | | 29 | a<-table.element(a,"Var(Score)",header=TRUE) | | 30 | a<-table.element(a,k$varS) | | 31 | a<-table.row.end(a) | | 32 | a<-table.row.start(a) | | 33 | a<-table.element(a,"Denominator",header=TRUE) | | 34 | a<-table.element(a,k$D) | | 35 | a<-table.row.end(a) | | 36 | a<-table.end(a) | | 37 | table.save(a,file="mytable.tab") |
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To cite Wessa.net in publications use:
Wessa, P. (2008), Free Statistics Software, Office for Research Development and Education,
version 1.1.20, URL http://www.wessa.net/
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