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(100.70
+ ,101.30
+ ,99.80
+ ,97.90
+ ,97.60
+ ,103.50
+ ,96.50
+ ,96.40
+ ,103.10
+ ,96.60
+ ,97.00
+ ,105.60
+ ,96.60
+ ,96.40
+ ,105.70
+ ,95.50
+ ,94.70
+ ,106.60
+ ,91.80
+ ,89.30
+ ,107.00
+ ,89.30
+ ,85.90
+ ,105.20
+ ,87.00
+ ,83.30
+ ,105.70
+ ,85.90
+ ,81.50
+ ,105.00
+ ,88.00
+ ,85.00
+ ,105.10
+ ,87.90
+ ,84.80
+ ,105.90
+ ,89.20
+ ,87.50
+ ,105.30
+ ,90.90
+ ,89.00
+ ,104.90
+ ,91.60
+ ,90.00
+ ,103.20
+ ,90.20
+ ,89.60
+ ,103.40
+ ,89.10
+ ,87.40
+ ,104.40
+ ,87.50
+ ,84.80
+ ,104.50
+ ,86.30
+ ,81.90
+ ,105.90
+ ,86.00
+ ,81.10
+ ,110.60
+ ,84.40
+ ,79.10
+ ,112.40
+ ,86.10
+ ,80.50
+ ,111.80
+ ,91.00
+ ,88.50
+ ,111.00
+ ,92.70
+ ,90.90
+ ,111.00
+ ,88.00
+ ,84.90
+ ,109.10
+ ,84.30
+ ,80.00
+ ,107.80
+ ,82.20
+ ,76.50
+ ,107.20
+ ,80.80
+ ,75.40
+ ,108.40
+ ,79.40
+ ,73.50
+ ,107.50
+ ,80.20
+ ,74.30
+ ,106.40
+ ,82.20
+ ,77.70
+ ,106.20
+ ,82.20
+ ,77.90
+ ,104.90
+ ,81.20
+ ,76.70
+ ,106.20
+ ,82.10
+ ,77.20
+ ,107.60
+ ,88.10
+ ,86.00
+ ,107.00
+ ,88.50
+ ,86.90
+ ,104.50
+ ,92.10
+ ,92.00
+ ,105.10
+ ,98.60
+ ,101.70
+ ,104.70
+ ,100.90
+ ,104.50
+ ,103.70
+ ,100.60
+ ,101.70
+ ,104.90
+ ,101.10
+ ,100.60
+ ,105.90
+ ,102.10
+ ,100.30
+ ,106.10
+ ,103.60
+ ,102.50
+ ,106.10
+ ,102.80
+ ,101.00
+ ,106.80
+ ,108.30
+ ,108.60
+ ,106.40
+ ,104.00
+ ,103.40
+ ,107.80
+ ,106.10
+ ,106.40
+ ,107.60
+ ,106.30
+ ,106.60
+ ,107.60
+ ,109.00
+ ,108.90
+ ,108.40
+ ,111.00
+ ,110.50
+ ,109.50
+ ,113.70
+ ,114.00
+ ,109.20
+ ,112.70
+ ,112.80
+ ,109.10
+ ,110.30
+ ,109.60
+ ,110.00
+ ,114.50
+ ,116.00
+ ,109.00
+ ,119.30
+ ,124.60
+ ,109.00
+ ,121.80
+ ,129.00
+ ,111.90
+ ,125.40
+ ,131.50
+ ,109.30
+ ,129.70
+ ,138.60
+ ,112.10
+ ,129.40
+ ,138.10
+ ,112.10
+ ,134.50
+ ,146.30
+ ,112.50
+ ,141.20
+ ,157.60
+ ,113.60
+ ,141.40
+ ,158.40
+ ,112.90
+ ,152.20
+ ,176.30
+ ,114.00
+ ,167.70
+ ,199.90
+ ,116.10
+ ,173.30
+ ,210.40
+ ,116.50
+ ,168.70
+ ,202.60
+ ,117.10
+ ,172.60
+ ,207.10
+ ,117.10
+ ,169.80
+ ,202.00
+ ,117.10
+ ,172.00
+ ,203.40
+ ,116.50
+ ,179.40
+ ,216.30
+ ,116.50
+ ,174.60
+ ,207.30
+ ,116.30
+ ,172.50
+ ,203.50
+ ,116.50
+ ,172.60
+ ,204.40
+ ,119.20
+ ,176.30
+ ,203.70
+ ,118.60
+ ,178.90
+ ,205.70
+ ,117.50
+ ,179.60
+ ,208.00
+ ,117.10
+ ,179.90
+ ,209.30
+ ,117.60
+ ,180.30
+ ,208.70
+ ,118.30
+ ,180.90
+ ,206.50
+ ,118.60
+ ,177.70
+ ,204.50
+ ,116.70)
+ ,dim=c(3
+ ,80)
+ ,dimnames=list(c('TM'
+ ,'NF'
+ ,'GM')
+ ,1:80))
>  y <- array(NA,dim=c(3,80),dimnames=list(c('TM','NF','GM'),1:80))
>  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/1d8wy1194560131.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 = 12.6021, p-value < 2.2e-16
alternative hypothesis: true tau is not equal to 0 
sample estimates:
     tau 
0.961179 

> 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/2fbbu1194560132.tab") 
> 
> system("convert tmp/1d8wy1194560131.ps tmp/1d8wy1194560131.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.691   0.196   0.771