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(0.1,-54.4,0.2,-6.9,-0.1,5.6,-0.1,1.4,-0.4,26.6,-0.1,-12.5,0.1,-12,0.5,24.3,0.2,-47,0,-24.4,0.2,76.1,-0.2,2.7,0.1,-28.2,0.2,11.8,0,-32.8,-0.1,11.5,-1.2,59.8,-0.1,-33.3,0.1,-23.2,1.6,57.9,0.2,-74.2,0,-1.7,-0.7,72.1,-0.2,-12.2,0,-16.1,0.3,4.4,0,-30.6,-0.1,3.9,-0.4,44.1,0,-27.1,-0.1,-12.7,0.6,49.6,0.1,-90.4,0,15.4,-0.1,66.3,-0.2,-30.4,0,12.6,0.3,-12.8,0,-8.6,-0.2,9.7,-0.2,55.8,0,-63.5,0,38,-0.2,18.1,0.1,-88.8,-0.1,15.9,0,63,-0.2,4.1,-0.2,-8.3,0.4,-22.2,-0.1,4.7,-0.3,-2.3,0.1,51.8,-0.2,-47.1,-0.2,12.1,0.3,37,0.1,-73.9,-0.3,-4.9,-0.3,43.4),dim=c(2,59),dimnames=list(c('Werkloosheid','IndProd'),1:59)) > y <- array(NA,dim=c(2,59),dimnames=list(c('Werkloosheid','IndProd'),1:59)) > 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/1kzid1198252469.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] 2 > cor.test(y[1,],y[2,],method='kendall') Kendall's rank correlation tau data: y[1, ] and y[2, ] z = -1.8134, p-value = 0.06977 alternative hypothesis: true tau is not equal to 0 sample estimates: tau -0.1704657 > 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/2b11r1198252470.tab") > > system("convert tmp/1kzid1198252469.ps tmp/1kzid1198252469.png") > > > proc.time() user system elapsed 0.628 0.180 0.692