[R] apply kendall tau to a split data set

SRS shah_suraj at hotmail.co.uk
Fri Jul 24 13:08:08 CEST 2015


$`19179222`
   Unique.ID    Start.Year                    L1.Risk.Category                     
Gross.amount.sum
17  19179222       2013 Execution, Delivery & Process Management        
161212.1
18  19179222       2015 Execution, Delivery & Process Management        
110880.0

$`25182498`
   Unique.ID   Start.Year                    L1.Risk.Category                       
Gross.amount.sum
19  25182498       2014   Clients, Products & Business Practices                 
59384
20  25182498       2014 Execution, Delivery & Process Management          
355000
21  25182498       2015 Execution, Delivery & Process Management           
27720

$`32506027`
   Unique.ID    Start.Year                L1.Risk.Category                        
Gross.amount.sum
22  32506027       2003 Execution, Delivery & Process Management       
3600000.0
23  32506027       2013 Execution, Delivery & Process Management        
161212.1
24  32506027       2014   Clients, Products & Business Practices               
14846.0


Hi, I have split a data frame and output is as above. 

I would like to apply Kendall's tau to calculate correlations. For example,
for the last Unique.ID 32506027, I want to create a time series for each L1
risk category, and then calculate the correlation between each L1 risk
category using the Kendall tau approach. 

Any help would be much appreciated. 

Thanks
s




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