R version 2.8.0 (2008-10-20) Copyright (C) 2008 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(493.000,58.972,481.000,59.249,462.000,63.955,457.000,53.785,442.000,52.760,439.000,44.795,488.000,37.348,521.000,32.370,501.000,32.717,485.000,40.974,464.000,33.591,460.000,21.124,467.000,58.608,460.000,46.865,448.000,51.378,443.000,46.235,436.000,47.206,431.000,45.382,484.000,41.227,510.000,33.795,513.000,31.295,503.000,42.625,471.000,33.625,471.000,21.538,476.000,56.421,475.000,53.152,470.000,53.536,461.000,52.408,455.000,41.454,456.000,38.271,517.000,35.306,525.000,26.414,523.000,31.917,519.000,38.030,509.000,27.534,512.000,18.387,519.000,50.556,517.000,43.901,510.000,48.572,509.000,43.899,501.000,37.532,507.000,40.357,569.000,35.489,580.000,29.027,578.000,34.485,565.000,42.598,547.000,30.306,555.000,26.451,562.000,47.460,561.000,50.104,555.000,61.465,544.000,53.726,537.000,39.477,543.000,43.895,594.000,31.481,611.000,29.896,613.000,33.842,611.000,39.120,594.000,33.702,595.000,25.094),dim=c(2,60),dimnames=list(c('werkloosheid','nieuwewagens'),1:60)) > y <- array(NA,dim=c(2,60),dimnames=list(c('werkloosheid','nieuwewagens'),1:60)) > 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/1aez21228473258.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 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > 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 = -3.011, p-value = 0.002604 alternative hypothesis: true tau is not equal to 0 sample estimates: tau -0.2674232 > 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/24i811228473258.tab") > > system("convert tmp/1aez21228473258.ps tmp/1aez21228473258.png") > > > proc.time() user system elapsed 0.412 0.187 0.492