R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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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(3032.93
+ ,10967.87
+ ,10070
+ ,32.68
+ ,3045.78
+ ,10433.56
+ ,10137
+ ,31.54
+ ,3110.52
+ ,10665.78
+ ,9984
+ ,32.43
+ ,3013.24
+ ,10666.71
+ ,9732
+ ,26.54
+ ,2987.1
+ ,10682.74
+ ,9103
+ ,25.85
+ ,2995.55
+ ,10777.22
+ ,9155
+ ,27.6
+ ,2833.18
+ ,10052.6
+ ,9308
+ ,25.71
+ ,2848.96
+ ,10213.97
+ ,9394
+ ,25.38
+ ,2794.83
+ ,10546.82
+ ,9948
+ ,28.57
+ ,2845.26
+ ,10767.2
+ ,10177
+ ,27.64
+ ,2915.02
+ ,10444.5
+ ,10002
+ ,25.36
+ ,2892.63
+ ,10314.68
+ ,9728
+ ,25.9
+ ,2604.42
+ ,9042.56
+ ,10002
+ ,26.29
+ ,2641.65
+ ,9220.75
+ ,10063
+ ,21.74
+ ,2659.81
+ ,9721.84
+ ,10018
+ ,19.2
+ ,2638.53
+ ,9978.53
+ ,9960
+ ,19.32
+ ,2720.25
+ ,9923.81
+ ,10236
+ ,19.82
+ ,2745.88
+ ,9892.56
+ ,10893
+ ,20.36
+ ,2735.7
+ ,10500.98
+ ,10756
+ ,24.31
+ ,2811.7
+ ,10179.35
+ ,10940
+ ,25.97
+ ,2799.43
+ ,10080.48
+ ,10997
+ ,25.61
+ ,2555.28
+ ,9492.44
+ ,10827
+ ,24.67
+ ,2304.98
+ ,8616.49
+ ,10166
+ ,25.59
+ ,2214.95
+ ,8685.4
+ ,10186
+ ,26.09
+ ,2065.81
+ ,8160.67
+ ,10457
+ ,28.37
+ ,1940.49
+ ,8048.1
+ ,10368
+ ,27.34
+ ,2042
+ ,8641.21
+ ,10244
+ ,24.46
+ ,1995.37
+ ,8526.63
+ ,10511
+ ,27.46
+ ,1946.81
+ ,8474.21
+ ,10812
+ ,30.23
+ ,1765.9
+ ,7916.13
+ ,10738
+ ,32.33
+ ,1635.25
+ ,7977.64
+ ,10171
+ ,29.87
+ ,1833.42
+ ,8334.59
+ ,9721
+ ,24.87
+ ,1910.43
+ ,8623.36
+ ,9897
+ ,25.48
+ ,1959.67
+ ,9098.03
+ ,9828
+ ,27.28
+ ,1969.6
+ ,9154.34
+ ,9924
+ ,28.24
+ ,2061.41
+ ,9284.73
+ ,10371
+ ,29.58
+ ,2093.48
+ ,9492.49
+ ,10846
+ ,26.95
+ ,2120.88
+ ,9682.35
+ ,10413
+ ,29.08
+ ,2174.56
+ ,9762.12
+ ,10709
+ ,28.76
+ ,2196.72
+ ,10124.63
+ ,10662
+ ,29.59
+ ,2350.44
+ ,10540.05
+ ,10570
+ ,30.7
+ ,2440.25
+ ,10601.61
+ ,10297
+ ,30.52
+ ,2408.64
+ ,10323.73
+ ,10635
+ ,32.67
+ ,2472.81
+ ,10418.4
+ ,10872
+ ,33.19
+ ,2407.6
+ ,10092.96
+ ,10296
+ ,37.13
+ ,2454.62
+ ,10364.91
+ ,10383
+ ,35.54
+ ,2448.05
+ ,10152.09
+ ,10431
+ ,37.75
+ ,2497.84
+ ,10032.8
+ ,10574
+ ,41.84
+ ,2645.64
+ ,10204.59
+ ,10653
+ ,42.94
+ ,2756.76
+ ,10001.6
+ ,10805
+ ,49.14
+ ,2849.27
+ ,10411.75
+ ,10872
+ ,44.61
+ ,2921.44
+ ,10673.38
+ ,10625
+ ,40.22
+ ,2981.85
+ ,10539.51
+ ,10407
+ ,44.23
+ ,3080.58
+ ,10723.78
+ ,10463
+ ,45.85
+ ,3106.22
+ ,10682.06
+ ,10556
+ ,53.38
+ ,3119.31
+ ,10283.19
+ ,10646
+ ,53.26
+ ,3061.26
+ ,10377.18
+ ,10702
+ ,51.8
+ ,3097.31
+ ,10486.64
+ ,11353
+ ,55.3
+ ,3161.69
+ ,10545.38
+ ,11346
+ ,57.81
+ ,3257.16
+ ,10554.27
+ ,11451
+ ,63.96
+ ,3277.01
+ ,10532.54
+ ,11964
+ ,63.77
+ ,3295.32
+ ,10324.31
+ ,12574
+ ,59.15
+ ,3363.99
+ ,10695.25
+ ,13031
+ ,56.12
+ ,3494.17
+ ,10827.81
+ ,13812
+ ,57.42
+ ,3667.03
+ ,10872.48
+ ,14544
+ ,63.52
+ ,3813.06
+ ,10971.19
+ ,14931
+ ,61.71
+ ,3917.96
+ ,11145.65
+ ,14886
+ ,63.01
+ ,3895.51
+ ,11234.68
+ ,16005
+ ,68.18
+ ,3801.06
+ ,11333.88
+ ,17064
+ ,72.03
+ ,3570.12
+ ,10997.97
+ ,15168
+ ,69.75
+ ,3701.61
+ ,11036.89
+ ,16050
+ ,74.41
+ ,3862.27
+ ,11257.35
+ ,15839
+ ,74.33
+ ,3970.1
+ ,11533.59
+ ,15137
+ ,64.24
+ ,4138.52
+ ,11963.12
+ ,14954
+ ,60.03
+ ,4199.75
+ ,12185.15
+ ,15648
+ ,59.44
+ ,4290.89
+ ,12377.62
+ ,15305
+ ,62.5
+ ,4443.91
+ ,12512.89
+ ,15579
+ ,55.04
+ ,4502.64
+ ,12631.48
+ ,16348
+ ,58.34
+ ,4356.98
+ ,12268.53
+ ,15928
+ ,61.92
+ ,4591.27
+ ,12754.8
+ ,16171
+ ,67.65
+ ,4696.96
+ ,13407.75
+ ,15937
+ ,67.68
+ ,4621.4
+ ,13480.21
+ ,15713
+ ,70.3
+ ,4562.84
+ ,13673.28
+ ,15594
+ ,75.26
+ ,4202.52
+ ,13239.71
+ ,15683
+ ,71.44
+ ,4296.49
+ ,13557.69
+ ,16438
+ ,76.36
+ ,4435.23
+ ,13901.28
+ ,17032
+ ,81.71
+ ,4105.18
+ ,13200.58
+ ,17696
+ ,92.6
+ ,4116.68
+ ,13406.97
+ ,17745
+ ,90.6
+ ,3844.49
+ ,12538.12
+ ,19394
+ ,92.23
+ ,3720.98
+ ,12419.57
+ ,20148
+ ,94.09
+ ,3674.4
+ ,12193.88
+ ,20108
+ ,102.79
+ ,3857.62
+ ,12656.63
+ ,18584
+ ,109.65
+ ,3801.06
+ ,12812.48
+ ,18441
+ ,124.05
+ ,3504.37
+ ,12056.67
+ ,18391
+ ,132.69
+ ,3032.6
+ ,11322.38
+ ,19178
+ ,135.81
+ ,3047.03
+ ,11530.75
+ ,18079
+ ,116.07
+ ,2962.34
+ ,11114.08
+ ,18483
+ ,101.42
+ ,2197.82
+ ,9181.73
+ ,19644
+ ,75.73
+ ,2014.45
+ ,8614.55
+ ,19195
+ ,55.48)
+ ,dim=c(4
+ ,99)
+ ,dimnames=list(c('Bel20'
+ ,'Dowjones'
+ ,'Goudprijs'
+ ,'Prijsruweolie')
+ ,1:99))
>  y <- array(NA,dim=c(4,99),dimnames=list(c('Bel20','Dowjones','Goudprijs','Prijsruweolie'),1:99))
>  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/14d8m1229169768.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] 4
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 11.2884, p-value < 2.2e-16
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.7698175 

> 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/2veo51229169768.tab") 
> 
> system("convert tmp/14d8m1229169768.ps tmp/14d8m1229169768.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.558   0.238   0.924