R version 2.7.2 (2008-08-25)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- array(list(-0.2,4.3,-8.6,1.0,4.2,-11.2,0.4,2.9,-12.7,1.0,4.9,-3.1,1.7,7.2,-1.0,3.1,8.7,0.3,3.3,9.1,-2.9,3.1,8.9,-2.3,3.5,9.0,3.2,6.0,11.6,5.9,5.7,9.6,13.2,4.7,9.1,7.2,4.2,9.2,6.9,3.6,10.8,8.2,4.4,11.0,11.8,2.5,8.5,9.3,-0.6,6.5,5.8,-1.9,7.2,8.8,-1.9,7.8,14.6,0.7,8.7,28.2,-0.9,7.8,19.8,-1.7,7.5,16.5,-3.1,7.7,-5.3,-2.1,7.5,-2.4,0.2,8.3,1.9,1.2,7.9,1.6,3.8,10.4,-0.1,4.0,11.5,-2.0,6.6,14.0,3.4,5.3,11.9,3.3,7.6,11.9,3.3,4.7,10.3,-9.8,6.6,11.3,-4.6,4.4,9.9,-6.1,4.6,8.9,10.6,6.0,9.2,8.9,4.8,8.8,10.7,4.0,6.7,11.7,2.7,7.1,13.5,3.0,6.6,14.6,4.1,7.2,14.1,4.0,5.0,11.1,2.7,5.3,9.2,2.6,6.3,13.0,3.1,8.0,14.4,4.4,7.6,16.5,3.0,7.0,11.7,2.0,6.9,11.8,1.3,6.8,10.4,1.5,7.5,12.2,1.3,6.4,14.7,3.2,8.0,15.0,1.8,6.4,10.3,3.3,9.5,12.0,1.0,7.6,13.3,2.4,9.1,15.8,0.4,8.2,10.5,-1.1,8.5,5.5),dim=c(3,58),dimnames=list(c('Cons','Inc','Price'),1:58))
>  y <- array(NA,dim=c(3,58),dimnames=list(c('Cons','Inc','Price'),1:58))
>  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/1p4031226594148.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] 3
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 5.0091, p-value = 5.47e-07
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.4566883 

> 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/27g601226594148.tab") 
> 
> system("convert tmp/1p4031226594148.ps tmp/1p4031226594148.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.670   0.185   0.777