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(124,104.89,118.63,105.15,121.86,105.24,119.97,105.57,125.03,105.62,130.09,106.17,126.65,106.27,121.7,106.41,119.24,106.94,122.63,107.16,116.66,107.32,114.12,107.32,113.11,107.35,112.61,107.55,113.4,107.87,115.18,108.37,121.01,108.38,119.44,107.92,116.68,108.03,117.07,108.14,117.41,108.3,119.58,108.64,120.92,108.66,117.09,109.04,116.77,109.03,119.39,109.03,122.49,109.54,124.08,109.75,118.29,109.83,112.94,109.65,113.79,109.82,114.43,109.95,118.7,110.12,120.36,110.15,118.27,110.21,118.34,109.99,117.82,110.14,117.65,110.14,118.18,110.81,121.02,110.97,124.78,110.99,131.16,109.73,130.14,109.81,131.75,110.02,134.73,110.18,135.35,110.21,140.32,110.25,136.35,110.36,131.6,110.51,128.9,110.6,133.89,110.95,138.25,111.18,146.23,111.19,144.76,111.69,149.3,111.7,156.8,111.83,159.08,111.77,165.12,111.73,163.14,112.01,153.43,111.86,151.01,112.04),dim=c(2,61),dimnames=list(c('brandstof','autos'),1:61)) > y <- array(NA,dim=c(2,61),dimnames=list(c('brandstof','autos'),1:61)) > 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/199921229009231.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 = 4.7671, p-value = 1.869e-06 alternative hypothesis: true tau is not equal to 0 sample estimates: tau 0.4190374 > 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/2ihe81229009231.tab") > > system("convert tmp/199921229009231.ps tmp/199921229009231.png") > > > proc.time() user system elapsed 0.412 0.192 0.564