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.

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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(101.02
+ ,101.73
+ ,100.67
+ ,101.63
+ ,100.47
+ ,101.43
+ ,100.38
+ ,101.34
+ ,100.33
+ ,101.01
+ ,100.34
+ ,100.89
+ ,100.37
+ ,100.93
+ ,100.39
+ ,100.77
+ ,100.21
+ ,100.3
+ ,100.21
+ ,99.86
+ ,100.22
+ ,99.71
+ ,100.28
+ ,99.93
+ ,100.25
+ ,99.88
+ ,100.25
+ ,99.92
+ ,100.21
+ ,99.87
+ ,100.16
+ ,99.63
+ ,100.18
+ ,100.05
+ ,100.1
+ ,99.88
+ ,99.96
+ ,100.11
+ ,99.88
+ ,100.05
+ ,99.88
+ ,100.07
+ ,99.86
+ ,100.2
+ ,99.84
+ ,100.21
+ ,99.8
+ ,99.76
+ ,99.82
+ ,99.41
+ ,99.81
+ ,99.24
+ ,99.92
+ ,99.65
+ ,100.03
+ ,99.7
+ ,99.99
+ ,99.79
+ ,100.02
+ ,99.84
+ ,100.01
+ ,101
+ ,100.13
+ ,101.62
+ ,100.33
+ ,101.98
+ ,100.13
+ ,101.46
+ ,99.96
+ ,102.28
+ ,100.05
+ ,102.14
+ ,99.83
+ ,102.02
+ ,99.8
+ ,102.21
+ ,100.01
+ ,101.61
+ ,100.1
+ ,102.38
+ ,100.13
+ ,102.19
+ ,100.16
+ ,102.04
+ ,100.41
+ ,101.76
+ ,101.34
+ ,101.9
+ ,101.65
+ ,102.01
+ ,101.85
+ ,102.37
+ ,102.07
+ ,103.04
+ ,102.12
+ ,103.42
+ ,102.14
+ ,103.76
+ ,102.21
+ ,104.41
+ ,102.28
+ ,104.75
+ ,102.19
+ ,104.28
+ ,102.33
+ ,103.89
+ ,102.54
+ ,104.09
+ ,102.44
+ ,103.8
+ ,102.78
+ ,105.03
+ ,102.9
+ ,105.86
+ ,103.08
+ ,106.04
+ ,102.77
+ ,106.03
+ ,102.65
+ ,106.13
+ ,102.71
+ ,107.21
+ ,103.29
+ ,107.66
+ ,102.86
+ ,108.08
+ ,103.45
+ ,108.76
+ ,103.72
+ ,108.26
+ ,103.65
+ ,108.71
+ ,103.83
+ ,108.65
+ ,104.45
+ ,108.61
+ ,105.14
+ ,108.86
+ ,105.07
+ ,109.54
+ ,105.31
+ ,108.22
+ ,105.19
+ ,108.77
+ ,105.3
+ ,109.9
+ ,105.02
+ ,110.13
+ ,105.17
+ ,109.6
+ ,105.28
+ ,110.42
+ ,105.45
+ ,110.6
+ ,105.38
+ ,109.73
+ ,105.8
+ ,110.72
+ ,105.96
+ ,111.08
+ ,105.08
+ ,111.14
+ ,105.11
+ ,111.01
+ ,105.61
+ ,110.56
+ ,105.5
+ ,111.57)
+ ,dim=c(2
+ ,84)
+ ,dimnames=list(c('Suiker'
+ ,'pasta')
+ ,1:84))
>  y <- array(NA,dim=c(2,84),dimnames=list(c('Suiker','pasta'),1:84))
>  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: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method='kendall')
+ r <- round(rr$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/1scj01228843466.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 = 9.8135, p-value < 2.2e-16
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.7303059 

> 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/2fmg61228843467.tab") 
> 
> system("convert tmp/1scj01228843466.ps tmp/1scj01228843466.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.420   0.197   0.972