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(0.8833
+ ,18.33
+ ,9041.46
+ ,0.87
+ ,22.6
+ ,9476.91
+ ,0.8758
+ ,24.9
+ ,9420.10
+ ,0.8858
+ ,24.8
+ ,9690.65
+ ,0.917
+ ,23.8
+ ,10084.25
+ ,0.9554
+ ,25.1
+ ,10344.12
+ ,0.9922
+ ,26
+ ,10086.71
+ ,0.9778
+ ,27.4
+ ,9959.87
+ ,0.9808
+ ,27.3
+ ,10256.23
+ ,0.9811
+ ,24.3
+ ,10172.04
+ ,1.0014
+ ,28.4
+ ,10258.34
+ ,1.0183
+ ,24.4
+ ,10703.35
+ ,1.0622
+ ,30.3
+ ,11484.51
+ ,1.0773
+ ,31.5
+ ,11568.05
+ ,1.0807
+ ,29.8
+ ,10991.80
+ ,1.0848
+ ,25.3
+ ,10545.34
+ ,1.1582
+ ,25.6
+ ,11462.71
+ ,1.1663
+ ,26.7
+ ,11462.40
+ ,1.1372
+ ,27.4
+ ,11285.57
+ ,1.1139
+ ,28.6
+ ,11552.26
+ ,1.1222
+ ,26.3
+ ,12171.38
+ ,1.1692
+ ,28.5
+ ,12174.88
+ ,1.1702
+ ,28.4
+ ,12531.67
+ ,1.2286
+ ,29.4
+ ,13099.33
+ ,1.2613
+ ,30.3
+ ,13331.94
+ ,1.2646
+ ,29.6
+ ,13021.59
+ ,1.2262
+ ,32.1
+ ,13040.64
+ ,1.1985
+ ,32.4
+ ,13030.09
+ ,1.2007
+ ,36.3
+ ,12362.41
+ ,1.2138
+ ,34.6
+ ,12602.89
+ ,1.2266
+ ,36.3
+ ,12794.66
+ ,1.2176
+ ,40.3
+ ,12874.90
+ ,1.2218
+ ,40.4
+ ,13015.84
+ ,1.249
+ ,45.4
+ ,13495.45
+ ,1.2991
+ ,39
+ ,14123.82
+ ,1.3408
+ ,35.7
+ ,14246.00
+ ,1.3119
+ ,40.2
+ ,13652.94
+ ,1.3014
+ ,41.7
+ ,13616.55
+ ,1.3201
+ ,49.1
+ ,13934.98
+ ,1.2938
+ ,49.6
+ ,13773.79
+ ,1.2694
+ ,47
+ ,13585.12
+ ,1.2165
+ ,52
+ ,13810.92
+ ,1.2037
+ ,53.1
+ ,13657.18
+ ,1.2292
+ ,57.8
+ ,14075.57
+ ,1.2256
+ ,57.9
+ ,14663.08
+ ,1.2015
+ ,54.6
+ ,15107.66
+ ,1.1786
+ ,51.3
+ ,15358.34
+ ,1.1856
+ ,52.7
+ ,16375.51
+ ,1.2103
+ ,58.5
+ ,17602.60
+ ,1.1938
+ ,56.6
+ ,17824.63
+ ,1.202
+ ,57.9
+ ,17892.97
+ ,1.2271
+ ,64.4
+ ,19639.74
+ ,1.277
+ ,65.1
+ ,21790.73
+ ,1.265
+ ,64.6
+ ,19187.52
+ ,1.2684
+ ,68.9
+ ,20357.82
+ ,1.2811
+ ,68.8
+ ,20291.34
+ ,1.2727
+ ,59.3
+ ,19264.86
+ ,1.2611
+ ,55
+ ,18858.49
+ ,1.2881
+ ,55.4
+ ,20156.19
+ ,1.3213
+ ,58
+ ,20222.50
+ ,1.2999
+ ,50.8
+ ,20251.14
+ ,1.3074
+ ,54.6
+ ,21373.38
+ ,1.3242
+ ,58.6
+ ,21091.86
+ ,1.3516
+ ,63.6
+ ,21856.72
+ ,1.3511
+ ,64.5
+ ,21532.48
+ ,1.3419
+ ,66.9
+ ,21085.27
+ ,1.3716
+ ,71.9
+ ,21388.73
+ ,1.3622
+ ,68.7
+ ,21363.38
+ ,1.3896
+ ,74.2
+ ,22842.24
+ ,1.4227
+ ,75.8
+ ,24231.43)
+ ,dim=c(3
+ ,70)
+ ,dimnames=list(c('dollarkoers'
+ ,'olieprijs'
+ ,'goudprijs')
+ ,1:70))
>  y <- array(NA,dim=c(3,70),dimnames=list(c('dollarkoers','olieprijs','goudprijs'),1:70))
>  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/1qsun1197035904.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] 3
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 7.5899, p-value = 3.197e-14
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.6206472 

> 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/2b1bh1197035904.tab") 
> 
> system("convert tmp/1qsun1197035904.ps tmp/1qsun1197035904.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.698   0.218   0.799