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Rank Correlation

KNIME Statistic Nodes version 3.6.0.v201806271052 by KNIME AG, Zurich, Switzerland

Calculates for each pair of selected columns a correlation coefficient, i.e. a measure of the correlation of the two variables.

All measures are based on the rank of the cells. Where the rank of a cell value refers to its position in a sorted list of all entries. All correlation can be calculated on any kind of DataColumn. However please note that we use the default ordering of the values. If there is no ordering defined in the column, a string representation will be used. Spearman's rank correlation coefficient is a statistical measure of the strength of a monotonic relationship between paired data. Where the monotonic relationship is characterised by a relationship between ordered sets that preserves the given order, i.e., either never increases or never decreases as its independent variable increases. The value of this measure ranges from -1 (strong negative correlation) to 1 (strong positive correlation). A perfect Spearman correlation of +1 or −1 occurs when each of the variables is a perfect monotone function of the other. Goodman and Kruskal's gamma as well as Kendall's tau rank correlation coefficient is used to measure the strength of association between two measured quantities. Both are based on the number of concordant and discordant pairs. Kendall's Tau A and Tau B coefficients can be considered as standardized forms of Gamma. The difference between Tau A and Tau B is that Tau A statistic does not consider tied values, while Tau B makes adjustments for them. By tied observations we consider two or more observations having the same value. Both Kruskal's gamma and Kendall's Tau A are mostly suitable for square tables, whereas Tau B is most appropriately used for rectangular tables. The coefficients must be in the range from −1 (100% negative association, or perfect inversion) to +1 (100% positive association, or perfect agreement). A value of zero indicates the absence of association.

Rows containing Missing Values will be ignored, not used for the calculations. For other behaviors please resolve them before.

Options

Column Filter

Include
This list contains the column names for which correlation values shall be computed.
Enforce Inclusion
Select this option to enforce the current inclusion list to stay the same even if the input table specification changes. New columns will automatically be added to the exclusion list.
Select
Use these buttons to move columns between the Include and Exclude list.
Search
Use one of these fields to search either within the Include or Exclude list for certain column names or name substrings. Repeated clicking of the search button marks the next column that matches the search text. The check box 'Mark all search hits' causes all matching columns to be selected making them movable between the two lists.
Exclude
This list contains the column names of the input table that are left out of the calculation.
Enforce Exclusion
Select this option to enforce the current exclusion list to stay the same even if the input table specification changes. New columns will automatically be added to the inclusion list.

Correlation Type
Chose the type of correlation here. There are the Spearman Correlation, two types of Kendalls Tau and Goodman and Kruskal's Gamma.

Input Ports

Numeric input data to evaluate

Output Ports

Correlation variables in a square matrix
A model containing the correlation measures. This model is appropriate to be read by the Correlation Filter node.
A table containing the ranks of the columns. Where the rank corresponds to the values position in a sorted table.

Views

Correlation Matrix
Squared table view showing the pair-wise correlation values of all columns. The color range varies from dark red (strong negative correlation), over white (no correlation) to dark blue (strong positive correlation). If a correlation value for a pair of column is not available, the corresponding cell contains a missing value (shown as cross in the color view).

Best Friends (Incoming)

Best Friends (Outgoing)

Workflows

Update Site

To use this node in KNIME, install KNIME Statistic Nodes from the following update site:

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