Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: stats
See also: relation relationchi2 relationcorrcont relationrank relationcorr

Quantlet: relationcont
Description: Computes the contingency coefficient for discrete data.

Usage: rel = relationcont (x {, colname {, opt}})
Input:
x n x p matrix of p variables, each with n observations
colname p x 1 text vector with names of x variables
opt q x 1 text vector of optional parameters
Output:
rel.r p x p matrix of contingency coefficients
rel.pval p x p matrix, significance level of chi^2 statistics

Note:

Example:
; loads the library stats
library("stats")
; read swiss banknote data
; actually these data are continuous, but the first
; three variables have approx. 20 realizations
x = read("bank2")
; compute the contingency coefficients and the pvalues
; of the chi^2 statistic automatically
colname = string("X%0.f", 1:cols(x))
relationcont(x, colname, "automatic")

Result:
Contents of rel.r
[1,]   0.9759  0.79389  0.82923  0.91683  0.87316  0.91154
[2,]  0.79389  0.97014  0.83826  0.89561  0.86044  0.88327
[3,]  0.82923  0.83826  0.97333   0.9078  0.86546  0.89209
[4,]  0.91683  0.89561   0.9078  0.98995  0.94851  0.95438
[5,]  0.87316  0.86044  0.86546  0.94851  0.98561  0.94309
[6,]  0.91154  0.88327  0.89209  0.95438  0.94309  0.98802

Contents of rel.pval
[1,]        0  0.20152  0.0024184  0.048822     +NAN  7.3697e-05
[2,]  0.20152        0  3.8681e-11   0.2472  0.21048  0.071514
[3,]  0.0024184  3.8681e-11        0  0.096837     +NAN   0.1404
[4,]  0.048822   0.2472  0.096837        0  0.015248  0.29226
[5,]     +NAN  0.21048     +NAN  0.015248        0  5.1065e-05
[6,]  7.3697e-05  0.071514   0.1404  0.29226  5.1065e-05        0



Author: S. Klinke, 20010911
(C) MD*TECH Method and Data Technologies, 05.02.2006