R version 2.9.0 (2009-04-17) Copyright (C) 2009 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(4138,3.58,4634,3.52,3996,3.45,4308,3.36,4143,3.27,4429,3.21,5219,3.19,4929,3.16,5761,3.12,5592,3.06,4163,3.01,4962,2.98,5208,2.97,4755,3.02,4491,3.07,5732,3.18,5731,3.29,5040,3.43,6102,3.61,4904,3.74,5369,3.87,5578,3.88,4619,4.09,4731,4.19,5011,4.2,5299,4.29,4146,4.37,4625,4.47,4736,4.61,4219,4.65,5116,4.69,4205,4.82,4121,4.86,5103,4.87,4300,5.01,4578,5.03,3809,5.13,5526,5.18,4248,5.21,3830,5.26,4430,5.25,4837,5.2,4408,5.16,4569,5.19,4104,5.39,4807,5.58,3944,5.76,3794,5.89,4390,5.98,4041,6.02,4104,5.62,4823,4.87,3150,4.24,3502,4.02,3909,3.74,3997,3.45,3667,3.34,4199,3.21,3963,3.12,3895,3.04),dim=c(2,60),dimnames=list(c('bverg','rente'),1:60)) > y <- array(NA,dim=c(2,60),dimnames=list(c('bverg','rente'),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: 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/1rx6t1260702034.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 = -2.0922, p-value = 0.03642 alternative hypothesis: true tau is not equal to 0 sample estimates: tau -0.1856255 > 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/2usrb1260702034.tab") > > try(system("convert tmp/1rx6t1260702034.ps tmp/1rx6t1260702034.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.405 0.182 0.480