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(96.8,108.8,114.1,128.4,110.3,121.1,103.9,119.5,101.6,128.7,94.6,108.7,95.9,105.5,104.7,119.8,102.8,111.3,98.1,110.6,113.9,120.1,80.9,97.5,95.7,107.7,113.2,127.3,105.9,117.2,108.8,119.8,102.3,116.2,99,111,100.7,112.4,115.5,130.6,100.7,109.1,109.9,118.8,114.6,123.9,85.4,101.6,100.5,112.8,114.8,128,116.5,129.6,112.9,125.8,102,119.5,106,115.7,105.3,113.6,118.8,129.7,106.1,112,109.3,116.8,117.2,127,92.5,112.1,104.2,114.2,112.5,121.1,122.4,131.6,113.3,125,100,120.4,110.7,117.7,112.8,117.5,109.8,120.6,117.3,127.5,109.1,112.3,115.9,124.5,96,115.2,99.8,104.7,116.8,130.9,115.7,129.2,99.4,113.5,94.3,125.6,91,107.6,93.2,107,103.1,121.6,94.1,110.7,91.8,106.3,102.7,118.6,82.6,104.6,89.1,103.5),dim=c(2,61),dimnames=list(c('Tot_indproductie','Tot_prodconsumpgoed'),1:61)) > y <- array(NA,dim=c(2,61),dimnames=list(c('Tot_indproductie','Tot_prodconsumpgoed'),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' > 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$counts; y <- y/max(y) + rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...) + } > postscript(file="/var/www/html/rcomp/tmp/1ec7s1260973200.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main) > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'pair',1,TRUE) > a<-table.element(a,'tau',1,TRUE) > a<-table.element(a,'p-value',1,TRUE) > a<-table.row.end(a) > n <- length(y[,1]) > n [1] 2 > cor.test(y[1,],y[2,],method='kendall') Kendall's rank correlation tau data: y[1, ] and y[2, ] z = 7.8166, p-value = 5.329e-15 alternative hypothesis: true tau is not equal to 0 sample estimates: tau 0.6870898 > for (i in 1:(n-1)) + { + for (j in (i+1):n) + { + a<-table.row.start(a) + dum <- paste('tau(',dimnames(t(x))[[2]][i]) + dum <- paste(dum,',') + dum <- paste(dum,dimnames(t(x))[[2]][j]) + dum <- paste(dum,')') + a<-table.element(a,dum,header=TRUE) + r <- cor.test(y[i,],y[j,],method='kendall') + a<-table.element(a,r$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/2fxkg1260973200.tab") > > try(system("convert tmp/1ec7s1260973200.ps tmp/1ec7s1260973200.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.448 0.193 1.001