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
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Type 'q()' to quit R.

> x <- array(list(540
+ ,2863
+ ,91.0
+ ,39892
+ ,522
+ ,2688
+ ,85.3
+ ,32194
+ ,526
+ ,3041
+ ,89.5
+ ,21629
+ ,527
+ ,3119
+ ,76.1
+ ,59968
+ ,516
+ ,3102
+ ,76.1
+ ,45694
+ ,503
+ ,4608
+ ,91.5
+ ,55756
+ ,489
+ ,3466
+ ,85.4
+ ,48554
+ ,479
+ ,3748
+ ,80.0
+ ,41052
+ ,475
+ ,4541
+ ,94.0
+ ,49822
+ ,524
+ ,3650
+ ,72.6
+ ,39191
+ ,552
+ ,4274
+ ,80.8
+ ,31994
+ ,532
+ ,3827
+ ,94.1
+ ,35735
+ ,511
+ ,3778
+ ,94.9
+ ,38930
+ ,492
+ ,3453
+ ,91.9
+ ,33658
+ ,492
+ ,4160
+ ,99.2
+ ,23849
+ ,493
+ ,3595
+ ,84.7
+ ,58972
+ ,481
+ ,3914
+ ,93.7
+ ,59249
+ ,462
+ ,4159
+ ,106.7
+ ,63955
+ ,457
+ ,3676
+ ,93.5
+ ,53785
+ ,442
+ ,3794
+ ,104.8
+ ,52760
+ ,439
+ ,3446
+ ,103.5
+ ,44795
+ ,488
+ ,3504
+ ,83.1
+ ,37348
+ ,521
+ ,3958
+ ,89.6
+ ,32370
+ ,501
+ ,3353
+ ,105.7
+ ,32717
+ ,485
+ ,3480
+ ,110.7
+ ,40974
+ ,464
+ ,3098
+ ,110.4
+ ,33591
+ ,460
+ ,2944
+ ,109.0
+ ,21124
+ ,467
+ ,3389
+ ,106.0
+ ,58608
+ ,460
+ ,3497
+ ,100.9
+ ,46865
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+ ,4404
+ ,114.3
+ ,51378
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+ ,3849
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+ ,436
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+ ,456
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+ ,18387
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+ ,517
+ ,3186
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+ ,510
+ ,3902
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+ ,37532
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+ ,40357
+ ,569
+ ,3796
+ ,95.2
+ ,35489
+ ,580
+ ,3711
+ ,89.0
+ ,29027
+ ,578
+ ,3949
+ ,112.5
+ ,34485
+ ,565
+ ,3740
+ ,116.8
+ ,42598
+ ,547
+ ,3243
+ ,107.2
+ ,30306
+ ,555
+ ,4407
+ ,113.6
+ ,26451
+ ,562
+ ,4814
+ ,101.8
+ ,47460
+ ,561
+ ,3908
+ ,102.6
+ ,50104
+ ,555
+ ,5250
+ ,122.7
+ ,61465
+ ,544
+ ,3937
+ ,110.3
+ ,53726
+ ,537
+ ,4004
+ ,110.5
+ ,39477
+ ,543
+ ,5560
+ ,121.6
+ ,43895
+ ,594
+ ,3922
+ ,100.3
+ ,31481
+ ,611
+ ,3759
+ ,100.7
+ ,29896
+ ,613
+ ,4138
+ ,123.4
+ ,33842
+ ,611
+ ,4634
+ ,127.1
+ ,39120
+ ,594
+ ,3996
+ ,124.1
+ ,33702
+ ,595
+ ,4307
+ ,131.2
+ ,25094
+ ,591
+ ,4142
+ ,111.6
+ ,51442
+ ,589
+ ,4429
+ ,114.2
+ ,45594
+ ,584
+ ,5219
+ ,130.1
+ ,52518
+ ,573
+ ,4929
+ ,125.9
+ ,48564
+ ,567
+ ,5754
+ ,119.0
+ ,41745
+ ,569
+ ,5591
+ ,133.8
+ ,49585
+ ,621
+ ,4162
+ ,107.5
+ ,32747
+ ,629
+ ,4947
+ ,113.5
+ ,33379
+ ,628
+ ,5208
+ ,134.4
+ ,35645
+ ,612
+ ,4754
+ ,126.8
+ ,37034
+ ,595
+ ,4487
+ ,135.6
+ ,35681
+ ,597
+ ,5719
+ ,139.9
+ ,20972
+ ,593
+ ,5719
+ ,129.8
+ ,58552
+ ,590
+ ,4994
+ ,131.0
+ ,54955
+ ,580
+ ,6032
+ ,153.1
+ ,64540
+ ,574
+ ,4897
+ ,134.1
+ ,51570
+ ,573
+ ,5339
+ ,144.1
+ ,51145
+ ,573
+ ,5571
+ ,155.9
+ ,46641
+ ,620
+ ,4635
+ ,123.3
+ ,35704
+ ,626
+ ,4733
+ ,128.1
+ ,33253
+ ,620
+ ,5004
+ ,144.3
+ ,35193
+ ,588
+ ,5322
+ ,153.0
+ ,41668
+ ,566
+ ,4168
+ ,149.9
+ ,34865
+ ,557
+ ,4633
+ ,150.9
+ ,21210
+ ,561
+ ,4763
+ ,141.0
+ ,56126
+ ,549
+ ,4252
+ ,138.9
+ ,49321
+ ,532
+ ,4996
+ ,157.4
+ ,59723
+ ,526
+ ,4261
+ ,142.7
+ ,48103
+ ,511
+ ,4084
+ ,151.5
+ ,47472
+ ,499
+ ,5084
+ ,160.8
+ ,50497
+ ,555
+ ,4236
+ ,138.6
+ ,40059)
+ ,dim=c(4
+ ,106)
+ ,dimnames=list(c('werkloosheid'
+ ,'bouwvergunningen'
+ ,'omzetcijfer'
+ ,'personenwagens')
+ ,1:106))
>  y <- array(NA,dim=c(4,106),dimnames=list(c('werkloosheid','bouwvergunningen','omzetcijfer','personenwagens'),1:106))
>  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/1q0g31196246943.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 = 6.1513, p-value = 7.685e-10
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.4058738 

> 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/2hinv1196246943.tab") 
> 
> system("convert tmp/1q0g31196246943.ps tmp/1q0g31196246943.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.816   0.253   0.928