R version 2.6.0 (2007-10-03)
Copyright (C) 2007 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> x <- array(list(87.0
+ ,1.0014
+ ,10.244
+ ,106.7
+ ,96.3
+ ,1.0183
+ ,10.511
+ ,101.1
+ ,107.1
+ ,1.0622
+ ,10.812
+ ,97.8
+ ,115.2
+ ,1.0773
+ ,10.738
+ ,113.8
+ ,106.1
+ ,1.0807
+ ,10.171
+ ,107.1
+ ,89.5
+ ,1.0848
+ ,9.721
+ ,117.5
+ ,91.3
+ ,1.1582
+ ,9.897
+ ,113.7
+ ,97.6
+ ,1.1663
+ ,9.828
+ ,106.6
+ ,100.7
+ ,1.1372
+ ,9.924
+ ,109.8
+ ,104.6
+ ,1.1139
+ ,10.371
+ ,108.8
+ ,94.7
+ ,1.1222
+ ,10.846
+ ,102.0
+ ,101.8
+ ,1.1692
+ ,10.413
+ ,114.5
+ ,102.5
+ ,1.1702
+ ,10.709
+ ,116.5
+ ,105.3
+ ,1.2286
+ ,10.662
+ ,108.6
+ ,110.3
+ ,1.2613
+ ,10.57
+ ,113.9
+ ,109.8
+ ,1.2646
+ ,10.297
+ ,109.3
+ ,117.3
+ ,1.2262
+ ,10.635
+ ,112.5
+ ,118.8
+ ,1.1985
+ ,10.872
+ ,123.4
+ ,131.3
+ ,1.2007
+ ,10.296
+ ,115.2
+ ,125.9
+ ,1.2138
+ ,10.383
+ ,110.8
+ ,133.1
+ ,1.2266
+ ,10.431
+ ,120.4
+ ,147.0
+ ,1.2176
+ ,10.574
+ ,117.6
+ ,145.8
+ ,1.2218
+ ,10.653
+ ,111.2
+ ,164.4
+ ,1.2490
+ ,10.805
+ ,131.1
+ ,149.8
+ ,1.2991
+ ,10.872
+ ,118.9
+ ,137.7
+ ,1.3408
+ ,10.625
+ ,115.7
+ ,151.7
+ ,1.3119
+ ,10.407
+ ,119.6
+ ,156.8
+ ,1.3014
+ ,10.463
+ ,113.1
+ ,180.0
+ ,1.3201
+ ,10.556
+ ,106.4
+ ,180.4
+ ,1.2938
+ ,10.646
+ ,115.5
+ ,170.4
+ ,1.2694
+ ,10.702
+ ,111.8
+ ,191.6
+ ,1.2165
+ ,11.353
+ ,109.6
+ ,199.5
+ ,1.2037
+ ,11.346
+ ,121.5
+ ,218.2
+ ,1.2292
+ ,11.451
+ ,109.5
+ ,217.5
+ ,1.2256
+ ,11.964
+ ,109.0
+ ,205.0
+ ,1.2015
+ ,12.574
+ ,113.4
+ ,194.0
+ ,1.1786
+ ,13.031
+ ,112.7
+ ,199.3
+ ,1.1856
+ ,13.812
+ ,114.4
+ ,219.3
+ ,1.2103
+ ,14.544
+ ,109.2
+ ,211.1
+ ,1.1938
+ ,14.931
+ ,116.2
+ ,215.2
+ ,1.2020
+ ,14.886
+ ,113.8
+ ,240.2
+ ,1.2271
+ ,16.005
+ ,123.6
+ ,242.2
+ ,1.2770
+ ,17.064
+ ,112.6
+ ,240.7
+ ,1.2650
+ ,15.168
+ ,117.7
+ ,255.4
+ ,1.2684
+ ,16.05
+ ,113.3
+ ,253.0
+ ,1.2811
+ ,15.839
+ ,110.7
+ ,218.2
+ ,1.2727
+ ,15.137
+ ,114.7
+ ,203.7
+ ,1.2611
+ ,14.954
+ ,116.9
+ ,205.6
+ ,1.2881
+ ,15.648
+ ,120.6
+ ,215.6
+ ,1.3213
+ ,15.305
+ ,111.6
+ ,188.5
+ ,1.2999
+ ,15.579
+ ,111.9
+ ,202.9
+ ,1.3074
+ ,16.348
+ ,116.1
+ ,214.0
+ ,1.3242
+ ,15.928
+ ,111.9
+ ,230.3
+ ,1.3516
+ ,16.171
+ ,125.1
+ ,230.0
+ ,1.3511
+ ,15.937
+ ,115.1
+ ,241.0
+ ,1.3419
+ ,15.713
+ ,116.7
+ ,259.6
+ ,1.3716
+ ,15.594
+ ,115.8
+ ,247.8
+ ,1.3622
+ ,15.683
+ ,116.8
+ ,270.3
+ ,1.3896
+ ,16.438
+ ,113.0
+ ,289.7
+ ,1.4227
+ ,17.032
+ ,106.5)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('olie'
+ ,'wisselkoers'
+ ,'goud'
+ ,'productie')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('olie','wisselkoers','goud','productie'),1:60))
>  for (i in 1:dim(x)[1])
+  {
+  	for (j in 1:dim(x)[2])
+  	{
+  		y[i,j] <- as.numeric(x[i,j])
+  	}
+  }
> main = 'Kendall tau Correlation Plot'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: Wessa P., (2007), Multivariate Correlation Matrix (v1.0.3) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_pairs.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method='kendall')
+ r <- round(rr$p.value,2)
+ txt <- format(c(r, 0.123456789), digits=digits)[1]
+ txt <- paste(prefix, txt, sep='')
+ if(missing(cex.cor)) cex <- 0.5/strwidth(txt)
+ text(0.5, 0.5, txt, cex = cex)
+ }
> panel.hist <- function(x, ...)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(usr[1:2], 0, 1.5) )
+ h <- hist(x, plot = FALSE)
+ breaks <- h$breaks; nB <- length(breaks)
+ y <- h$counts; y <- y/max(y)
+ rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
+ }
> postscript(file="/var/www/html/rcomp/tmp/12qac1197028303.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
> dev.off()
null device 
          1 
> load(file='/var/www/html/rcomp/createtable')
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'pair',1,TRUE)
> a<-table.element(a,'tau',1,TRUE)
> a<-table.element(a,'p-value',1,TRUE)
> a<-table.row.end(a)
> n <- length(y[,1])
> n
[1] 4
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 5.8487, p-value = 4.955e-09
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.5182255 

> for (i in 1:(n-1))
+ {
+ for (j in (i+1):n)
+ {
+ a<-table.row.start(a)
+ dum <- paste('tau(',dimnames(t(x))[[2]][i])
+ dum <- paste(dum,',')
+ dum <- paste(dum,dimnames(t(x))[[2]][j])
+ dum <- paste(dum,')')
+ a<-table.element(a,dum,header=TRUE)
+ r <- cor.test(y[i,],y[j,],method='kendall')
+ a<-table.element(a,r$estimate)
+ a<-table.element(a,r$p.value)
+ a<-table.row.end(a)
+ }
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/27fmp1197028303.tab") 
> 
> system("convert tmp/12qac1197028303.ps tmp/12qac1197028303.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.743   0.217   0.815