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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> x <- array(list(10.137
+ ,0.8552
+ ,1.5
+ ,4.76
+ ,9.984
+ ,0.8564
+ ,1.4
+ ,4.83
+ ,9.732
+ ,0.8973
+ ,1.6
+ ,4.81
+ ,9.103
+ ,0.9383
+ ,1.6
+ ,4.77
+ ,9.155
+ ,0.9217
+ ,1.6
+ ,4.77
+ ,9.308
+ ,0.9095
+ ,1.4
+ ,4.77
+ ,9.394
+ ,0.892
+ ,1.7
+ ,4.79
+ ,9.948
+ ,0.8742
+ ,1.8
+ ,4.63
+ ,10.177
+ ,0.8532
+ ,1.9
+ ,4.53
+ ,10.002
+ ,0.8607
+ ,2.2
+ ,4.52
+ ,9.728
+ ,0.9005
+ ,2.1
+ ,4.51
+ ,10.002
+ ,0.9111
+ ,2.4
+ ,4.06
+ ,10.063
+ ,0.9059
+ ,2.6
+ ,3.76
+ ,10.018
+ ,0.8883
+ ,2.8
+ ,3.48
+ ,9.96
+ ,0.8924
+ ,2.7
+ ,3.35
+ ,10.236
+ ,0.8833
+ ,2.6
+ ,3.31
+ ,10.893
+ ,0.87
+ ,2.9
+ ,3.3
+ ,10.756
+ ,0.8758
+ ,2.8
+ ,3.3
+ ,10.94
+ ,0.8858
+ ,2.2
+ ,3.3
+ ,10.997
+ ,0.917
+ ,2.2
+ ,3.32
+ ,10.827
+ ,0.9554
+ ,2.2
+ ,3.34
+ ,10.166
+ ,0.9922
+ ,2
+ ,3.32
+ ,10.186
+ ,0.9778
+ ,2
+ ,3.29
+ ,10.457
+ ,0.9808
+ ,1.7
+ ,3.29
+ ,10.368
+ ,0.9811
+ ,1.4
+ ,3.29
+ ,10.244
+ ,1.0014
+ ,1.3
+ ,3.28
+ ,10.511
+ ,1.0183
+ ,1.4
+ ,3.02
+ ,10.812
+ ,1.0622
+ ,1.3
+ ,2.84
+ ,10.738
+ ,1.0773
+ ,1.3
+ ,2.78
+ ,10.171
+ ,1.0807
+ ,1.4
+ ,2.63
+ ,9.721
+ ,1.0848
+ ,2
+ ,2.54
+ ,9.897
+ ,1.1582
+ ,1.7
+ ,2.56
+ ,9.828
+ ,1.1663
+ ,1.8
+ ,2.19
+ ,9.924
+ ,1.1372
+ ,1.7
+ ,2.09
+ ,10.371
+ ,1.1139
+ ,1.6
+ ,2.06
+ ,10.846
+ ,1.1222
+ ,1.7
+ ,2.08
+ ,10.413
+ ,1.1692
+ ,1.9
+ ,2.05
+ ,10.709
+ ,1.1702
+ ,1.8
+ ,2.03
+ ,10.662
+ ,1.2286
+ ,1.7
+ ,2.04
+ ,10.57
+ ,1.2613
+ ,1.6
+ ,2.03
+ ,10.297
+ ,1.2646
+ ,1.8
+ ,2.01
+ ,10.635
+ ,1.2262
+ ,1.6
+ ,2.01
+ ,10.872
+ ,1.1985
+ ,1.5
+ ,2.01
+ ,10.296
+ ,1.2007
+ ,1.5
+ ,2.01
+ ,10.383
+ ,1.2138
+ ,1.3
+ ,2.01
+ ,10.431
+ ,1.2266
+ ,1.4
+ ,2.01
+ ,10.574
+ ,1.2176
+ ,1.4
+ ,2.02
+ ,10.653
+ ,1.2218
+ ,1.3
+ ,2.02
+ ,10.805
+ ,1.249
+ ,1.3
+ ,2.03
+ ,10.872
+ ,1.2991
+ ,1.2
+ ,2.05
+ ,10.625
+ ,1.3408
+ ,1.1
+ ,2.08
+ ,10.407
+ ,1.3119
+ ,1.4
+ ,2.07
+ ,10.463
+ ,1.3014
+ ,1.2
+ ,2.06
+ ,10.556
+ ,1.3201
+ ,1.5
+ ,2.05
+ ,10.646
+ ,1.2938
+ ,1.1
+ ,2.05
+ ,10.702
+ ,1.2694
+ ,1.3
+ ,2.05
+ ,11.353
+ ,1.2165
+ ,1.5
+ ,2.05
+ ,11.346
+ ,1.2037
+ ,1.1
+ ,2.05
+ ,11.451
+ ,1.2292
+ ,1.4
+ ,2.06
+ ,11.964
+ ,1.2256
+ ,1.3
+ ,2.06
+ ,12.574
+ ,1.2015
+ ,1.5
+ ,2.07
+ ,13.031
+ ,1.1786
+ ,1.6
+ ,2.07
+ ,13.812
+ ,1.1856
+ ,1.7
+ ,2.3
+ ,14.544
+ ,1.2103
+ ,1.1
+ ,2.31
+ ,14.931
+ ,1.1938
+ ,1.6
+ ,2.31
+ ,14.886
+ ,1.202
+ ,1.3
+ ,2.53
+ ,16.005
+ ,1.2271
+ ,1.7
+ ,2.58
+ ,17.064
+ ,1.277
+ ,1.6
+ ,2.59
+ ,15.168
+ ,1.265
+ ,1.7
+ ,2.73
+ ,16.05
+ ,1.2684
+ ,1.9
+ ,2.82
+ ,15.839
+ ,1.2811
+ ,1.8
+ ,3
+ ,15.137
+ ,1.2727
+ ,1.9
+ ,3.04
+ ,14.954
+ ,1.2611
+ ,1.6
+ ,3.23
+ ,15.648
+ ,1.2881
+ ,1.5
+ ,3.32
+ ,15.305
+ ,1.3213
+ ,1.6
+ ,3.49
+ ,15.579
+ ,1.2999
+ ,1.6
+ ,3.57
+ ,16.348
+ ,1.3074
+ ,1.7
+ ,3.56
+ ,15.928
+ ,1.3242
+ ,2
+ ,3.72
+ ,16.171
+ ,1.3516
+ ,2
+ ,3.82
+ ,15.937
+ ,1.3511
+ ,1.9
+ ,3.82
+ ,15.713
+ ,1.3419
+ ,1.7
+ ,3.98
+ ,15.594
+ ,1.3716
+ ,1.8
+ ,4.06
+ ,15.683
+ ,1.3622
+ ,1.9
+ ,4.08
+ ,16.438
+ ,1.3896
+ ,1.7
+ ,4.19
+ ,17.032
+ ,1.4227
+ ,2
+ ,4.16)
+ ,dim=c(4
+ ,85)
+ ,dimnames=list(c('Goudprijs'
+ ,'Dollarkoers'
+ ,'Inflatie'
+ ,'Rentevoeten')
+ ,1:85))
>  y <- array(NA,dim=c(4,85),dimnames=list(c('Goudprijs','Dollarkoers','Inflatie','Rentevoeten'),1:85))
>  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/1ij721196412562.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 = 6.8092, p-value = 9.813e-12
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.5026618 

> 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/2lyhb1196412562.tab") 
> 
> system("convert tmp/1ij721196412562.ps tmp/1ij721196412562.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.766   0.243   0.925