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

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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(103.1
+ ,0.96
+ ,41086
+ ,96.67
+ ,103.1
+ ,1
+ ,39690
+ ,96.67
+ ,103.3
+ ,1.05
+ ,43129
+ ,96.67
+ ,103.5
+ ,1.03
+ ,37863
+ ,96.67
+ ,103.3
+ ,1.07
+ ,35953
+ ,96.67
+ ,103.5
+ ,1.12
+ ,29133
+ ,96.67
+ ,103.8
+ ,1.1
+ ,24693
+ ,96.67
+ ,103.9
+ ,1.06
+ ,22205
+ ,97.59
+ ,103.9
+ ,1.11
+ ,21725
+ ,97.59
+ ,104.2
+ ,1.08
+ ,27192
+ ,97.59
+ ,104.6
+ ,1.07
+ ,21790
+ ,97.06
+ ,104.9
+ ,1.02
+ ,13253
+ ,97.06
+ ,105.2
+ ,1
+ ,37702
+ ,97.06
+ ,105.2
+ ,1.04
+ ,30364
+ ,97.06
+ ,105.6
+ ,1.02
+ ,32609
+ ,97.06
+ ,105.6
+ ,1.07
+ ,30212
+ ,97.36
+ ,106.2
+ ,1.12
+ ,29965
+ ,97.43
+ ,106.3
+ ,1.08
+ ,28352
+ ,97.43
+ ,106.4
+ ,1.02
+ ,25814
+ ,97.43
+ ,106.9
+ ,1.01
+ ,22414
+ ,97.43
+ ,107.2
+ ,1.04
+ ,20506
+ ,97.43
+ ,107.3
+ ,0.98
+ ,28806
+ ,97.08
+ ,107.3
+ ,0.95
+ ,22228
+ ,97.08
+ ,107.4
+ ,0.94
+ ,13971
+ ,97.08
+ ,107.55
+ ,0.94
+ ,36845
+ ,97.08
+ ,107.87
+ ,0.96
+ ,35338
+ ,97.55
+ ,108.37
+ ,0.97
+ ,35022
+ ,97.55
+ ,108.38
+ ,1.03
+ ,34777
+ ,97.55
+ ,107.92
+ ,1.01
+ ,26887
+ ,97.55
+ ,108.03
+ ,0.99
+ ,23970
+ ,101.47
+ ,108.14
+ ,1
+ ,22780
+ ,101.47
+ ,108.3
+ ,1
+ ,17351
+ ,101.47
+ ,108.64
+ ,1.02
+ ,21382
+ ,101.47
+ ,108.66
+ ,1.01
+ ,24561
+ ,100.9
+ ,109.04
+ ,0.99
+ ,17409
+ ,100.9
+ ,109.03
+ ,0.98
+ ,11514
+ ,100.9
+ ,109.03
+ ,1.01
+ ,31514
+ ,102.31
+ ,109.54
+ ,1.03
+ ,27071
+ ,102.31
+ ,109.75
+ ,1.03
+ ,29462
+ ,102.31
+ ,109.83
+ ,1
+ ,26105
+ ,102.31
+ ,109.65
+ ,0.96
+ ,22397
+ ,102.31
+ ,109.82
+ ,0.97
+ ,23843
+ ,102.64
+ ,109.95
+ ,0.98
+ ,21705
+ ,102.64
+ ,110.12
+ ,1.02
+ ,18089
+ ,102.64
+ ,110.15
+ ,1.04
+ ,20764
+ ,102.64
+ ,110.2
+ ,1.01
+ ,25316
+ ,101.94
+ ,109.99
+ ,1.01
+ ,17704
+ ,101.94
+ ,110.14
+ ,1
+ ,15548
+ ,101.94
+ ,110.14
+ ,1.01
+ ,28029
+ ,102.34
+ ,110.81
+ ,1.02
+ ,29383
+ ,102.34
+ ,110.97
+ ,1.03
+ ,36438
+ ,102.34
+ ,110.99
+ ,1.06
+ ,32034
+ ,102.34
+ ,109.73
+ ,1.12
+ ,22679
+ ,102.34
+ ,109.81
+ ,1.12
+ ,24319
+ ,102.34
+ ,110.02
+ ,1.13
+ ,18004
+ ,102.34
+ ,110.18
+ ,1.13
+ ,17537
+ ,102.34
+ ,110.21
+ ,1.13
+ ,20366
+ ,102.34
+ ,110.25
+ ,1.17
+ ,22782
+ ,102.45
+ ,110.36
+ ,1.14
+ ,19169
+ ,102.45
+ ,110.51
+ ,1.08
+ ,13807
+ ,102.45
+ ,110.64
+ ,1.07
+ ,29743
+ ,102.5
+ ,110.95
+ ,1.12
+ ,25591
+ ,102.45
+ ,111.18
+ ,1.14
+ ,29096
+ ,102.45
+ ,111.19
+ ,1.21
+ ,26482
+ ,102.45
+ ,111.69
+ ,1.2
+ ,22405
+ ,102.45
+ ,111.7
+ ,1.23
+ ,27044
+ ,102.45
+ ,111.83
+ ,1.29
+ ,17970
+ ,102.45
+ ,111.77
+ ,1.31
+ ,18730
+ ,102.45
+ ,111.73
+ ,1.37
+ ,19684
+ ,102.45
+ ,112.01
+ ,1.35
+ ,19785
+ ,104.77
+ ,111.86
+ ,1.26
+ ,18479
+ ,104.77
+ ,112.04
+ ,1.26
+ ,10698
+ ,104.77)
+ ,dim=c(4
+ ,72)
+ ,dimnames=list(c('prijs'
+ ,'benz'
+ ,'insch'
+ ,'BA')
+ ,1:72))
>  y <- array(NA,dim=c(4,72),dimnames=list(c('prijs','benz','insch','BA'),1:72))
>  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/1z5ne1197034602.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 = 3.7753, p-value = 0.0001598
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.3097393 

> 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/2cwts1197034602.tab") 
> 
> system("convert tmp/1z5ne1197034602.ps tmp/1z5ne1197034602.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.763   0.217   0.829