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(15.2 + ,20 + ,20 + ,20 + ,15.4 + ,15.5 + ,30.1 + ,19.5 + ,10.8 + ,13.8 + ,4.4 + ,19.5 + ,27.2 + ,39.1 + ,24.4 + ,24.5 + ,12.8 + ,11.9 + ,21 + ,17.3 + ,12 + ,16.5 + ,2.4 + ,15.8 + ,22.3 + ,39.1 + ,44.4 + ,28.2 + ,15.5 + ,4.7 + ,8.5 + ,18.1 + ,24.1 + ,18.6 + ,6.6 + ,26.9 + ,18.1 + ,25 + ,46.4 + ,11.6 + ,23 + ,24.1 + ,2.9 + ,16.4 + ,22.5 + ,20.5 + ,26 + ,22.6 + ,25.4 + ,20.5 + ,44.4 + ,30.3 + ,22.4 + ,17.8 + ,9.9 + ,15.3 + ,16.9 + ,14.6 + ,14.7 + ,13.1 + ,19.8 + ,22 + ,37.1 + ,24 + ,14.4 + ,20.5 + ,-12.2 + ,14.6 + ,18.8 + ,23.1 + ,33 + ,25 + ,16.4 + ,12.8 + ,26.5 + ,19.7 + ,15 + ,15.3 + ,19 + ,18.7 + ,16.1 + ,32 + ,30.6 + ,7.4 + ,14.7 + ,11 + ,3.4 + ,30.7 + ,10.1 + ,21.8 + ,40.8 + ,28.3 + ,22 + ,25.1 + ,28.5 + ,14.8 + ,12.7 + ,16.4 + ,1 + ,17.5 + ,16.7 + ,21.2 + ,28.9 + ,23.4 + ,32.6 + ,33.1 + ,21.1 + ,24.6 + ,17.6 + ,13.3 + ,10.6 + ,16.9 + ,22.4 + ,16.1 + ,33.2 + ,22.9 + ,34.3 + ,25.8 + ,34.5 + ,20 + ,21.1 + ,17 + ,-0.4 + ,23.5 + ,27.9 + ,24.8 + ,30.3 + ,18.3 + ,26 + ,14 + ,17.9 + ,19.7 + ,17.5 + ,21.2 + ,8.1 + ,21.4 + ,23.6 + ,27.9 + ,29.5 + ,14.6 + ,24.6 + ,14 + ,22.2 + ,20.3 + ,12.4 + ,12.8 + ,-6.9 + ,11.7 + ,18.2 + ,28 + ,20.7 + ,25.8 + ,9.8 + ,17.8 + ,30.9 + ,17.5 + ,17.6 + ,21.1 + ,5.9 + ,22.1 + ,16.2 + ,31.1 + ,28.6 + ,22.2 + ,13.6 + ,12.6 + ,20 + ,16.7 + ,11.9 + ,16.6 + ,37.2 + ,23.2 + ,16 + ,25.4 + ,-2.6 + ,16.6 + ,13.9 + ,8.8 + ,32.9 + ,19.5 + ,10.6 + ,25.7 + ,14.2 + ,16.3 + ,24.1 + ,25.3 + ,25.7 + ,29.7 + ,18.5 + ,17.6 + ,6.9 + ,22.6 + ,24.2 + ,28 + ,57.2 + ,22.5 + ,22.6 + ,16.8 + ,20.3 + ,18.3 + ,31.4 + ,20.8 + ,10.1 + ,24.8 + ,17.6 + ,19 + ,13.4 + ,17.5 + ,34.3 + ,20.3 + ,36.7 + ,19.6 + ,29.3 + ,18.1 + ,-2.4 + ,25 + ,28.8 + ,22.4 + ,19.2 + ,13.3 + ,27.3 + ,13.3 + ,45.4 + ,21.7 + ,25.9 + ,30 + ,5.8 + ,23.3 + ,35.6 + ,2.8 + ,32 + ,16.3 + ,27.4 + ,25.1 + ,7.6 + ,16.6 + ,21.1 + ,14.4 + ,12.6 + ,23.2 + ,30.2 + ,36.9 + ,32.4 + ,21.2 + ,27.6 + ,15.1 + ,20.7 + ,20.2 + ,24.6 + ,10.5 + ,9.1 + ,17.1 + ,26.9 + ,16.2 + ,34.4 + ,15 + ,21.1 + ,19.3 + ,2.7 + ,20.6 + ,19.9 + ,22.4 + ,38.7 + ,17.6 + ,25.5 + ,18.3 + ,3.5 + ,18.2 + ,23.7 + ,15.2 + ,26.6 + ,24.5 + ,14.6 + ,15.7 + ,25.4 + ,14.5) + ,dim=c(4 + ,69) + ,dimnames=list(c('Textiel' + ,'kleding' + ,'leer' + ,'vervaardiging') + ,1:69)) > y <- array(NA,dim=c(4,69),dimnames=list(c('Textiel','kleding','leer','vervaardiging'),1:69)) > 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/1u65m1196336091.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 = 2.0621, p-value = 0.0392 alternative hypothesis: true tau is not equal to 0 sample estimates: tau 0.1704497 > 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/2s8m11196336091.tab") > > system("convert tmp/1u65m1196336091.ps tmp/1u65m1196336091.png") > > > proc.time() user system elapsed 0.789 0.232 1.017