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Kendall's tau correlation coefficient between pairs of variables over a range of lags

Kendall_Lag.Rd

Kendall's tau correlation coefficient between pairs of up to three variables over a range of lags

Usage

Kendall_Lag(Data, Lags = seq(-6, 6, 1), PLOT = TRUE, GAP = 0.1)

Arguments

Data

A data frame with 3 columns, containing concurrent observations of three time series.

Lags

Integer vector giving the lags over which to calculate coefficient. Default is a vector from -6 to 6.

PLOT

Logical; whether to show plot of Kendall's coefficient vs lag. Default is TRUE.

GAP

Numeric vector of length one. Length of y-axis above and below max and min Kendall's tau values.

Value

List comprising Kendall's tau coefficients between the variables pairs composing columns of Data with the specified lags applied to the second named variable Values and the p-values Test when testing the null hypothesis H_0: tau=0 i.e. there is no correlation between a pair of variables. Plot of the coefficient with a filled point of hypothesis test (p-value<0.05). Lag applied to variable named second in the legend.

See also

Dataframe_Combine

Examples

Kendall_Lag(Data=S20.Detrend.df,GAP=0.1)

#> $Value
#> $Value$Rainfall_OsWL
#>  [1]  0.04824345  0.05360857  0.05311093  0.05301050  0.05585930  0.06013031
#>  [7]  0.06319168  0.03708788  0.00611596 -0.01238316 -0.02403418 -0.02843050
#> [13] -0.02749489
#> 
#> $Value$OsWL_Groundwater
#>  [1]  0.0061878332 -0.0001336233  0.0067491799  0.0225829028  0.0712846885
#>  [6]  0.2219946518  0.2944450881  0.2351774817  0.1906015440  0.1697976314
#> [11]  0.1549534945  0.1446051038  0.1355488547
#> 
#> $Value$Rainfall_Groundwater
#>  [1] 0.1124016 0.1241696 0.1370383 0.1495726 0.1607862 0.1740401 0.1812580
#>  [8] 0.1694121 0.1554885 0.1424930 0.1305349 0.1175473 0.1034675
#> 
#> 
#> $Test
#> $Test$Rainfall_OsWL_Test
#>  [1] 7.702412e-14 1.099852e-16 9.099226e-17 1.171382e-16 4.858966e-18
#>  [6] 1.390336e-20 1.441933e-21 4.832354e-08 2.558515e-01 1.439098e-01
#> [11] 3.273781e-03 2.239132e-04 1.387690e-04
#> 
#> $Test$OsWL_Groundwater_Test
#>  [1]  3.712367e-01  9.859701e-01  3.107798e-01  1.211486e-03  7.104786e-24
#>  [6] 3.473393e-214  0.000000e+00 6.285217e-240 2.455676e-158 4.939083e-126
#> [11] 3.158396e-105  8.118401e-92  7.869042e-81
#> 
#> $Test$Rainfall_Groundwater_Test
#>  [1]  5.001139e-78  1.712639e-94 2.191980e-115 1.231068e-138 2.386969e-159
#>  [6] 6.774798e-186 3.286516e-200 6.770706e-175 4.057853e-145 6.889537e-120
#> [11]  2.474487e-98  1.356281e-77  2.310065e-58
#> 
#>