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 + ,610763 + ,4.2 + ,114.1 + ,128.4 + ,612613 + ,4 + ,110.3 + ,121.1 + ,611324 + ,4.9 + ,103.9 + ,119.5 + ,594167 + ,4.6 + ,101.6 + ,128.7 + ,595454 + ,4.3 + ,94.6 + ,108.7 + ,590865 + ,4.3 + ,95.9 + ,105.5 + ,589379 + ,4.6 + ,104.7 + ,119.8 + ,584428 + ,5.1 + ,102.8 + ,111.3 + ,573100 + ,4.8 + ,98.1 + ,110.6 + ,567456 + ,4.5 + ,113.9 + ,120.1 + ,569028 + ,4.9 + ,80.9 + ,97.5 + ,620735 + ,5.1 + ,95.7 + ,107.7 + ,628884 + ,5.1 + ,113.2 + ,127.3 + ,628232 + ,5.2 + ,105.9 + ,117.2 + ,612117 + ,4.5 + ,108.8 + ,119.8 + ,595404 + ,4.6 + ,102.3 + ,116.2 + ,597141 + ,4.9 + ,99 + ,111 + ,593408 + ,4.6 + ,100.7 + ,112.4 + ,590072 + ,4.4 + ,115.5 + ,130.6 + ,579799 + ,3.7 + ,100.7 + ,109.1 + ,574205 + ,4 + ,109.9 + ,118.8 + ,572775 + ,4.2 + ,114.6 + ,123.9 + ,572942 + ,3.9 + ,85.4 + ,101.6 + ,619567 + ,3.6 + ,100.5 + ,112.8 + ,625809 + ,3.6 + ,114.8 + ,128 + ,619916 + ,3.2 + ,116.5 + ,129.6 + ,587625 + ,3.2 + ,112.9 + ,125.8 + ,565742 + ,3.5 + ,102 + ,119.5 + ,557274 + ,3.6 + ,106 + ,115.7 + ,560576 + ,3.7 + ,105.3 + ,113.6 + ,548854 + ,3.8 + ,118.8 + ,129.7 + ,531673 + ,3.8 + ,106.1 + ,112 + ,525919 + ,3.8 + ,109.3 + ,116.8 + ,511038 + ,3.3 + ,117.2 + ,127 + ,498662 + ,3.3 + ,92.5 + ,112.1 + ,555362 + ,3.4 + ,104.2 + ,114.2 + ,564591 + ,3.1 + ,112.5 + ,121.1 + ,541657 + ,3.5 + ,122.4 + ,131.6 + ,527070 + ,4.2 + ,113.3 + ,125 + ,509846 + ,4.9 + ,100 + ,120.4 + ,514258 + ,5.1 + ,110.7 + ,117.7 + ,516922 + ,5.5 + ,112.8 + ,117.5 + ,507561 + ,5.6 + ,109.8 + ,120.6 + ,492622 + ,6.4 + ,117.3 + ,127.5 + ,490243 + ,6.2 + ,109.1 + ,112.3 + ,469357 + ,7.2 + ,115.9 + ,124.5 + ,477580 + ,7.8 + ,96 + ,115.2 + ,528379 + ,7.9 + ,99.8 + ,104.7 + ,533590 + ,7.4 + ,116.8 + ,130.9 + ,517945 + ,7.5 + ,115.7 + ,129.2 + ,506174 + ,6.7 + ,99.4 + ,113.5 + ,501866 + ,5.1 + ,94.3 + ,125.6 + ,516141 + ,4.6 + ,91 + ,107.6 + ,528222 + ,4.3 + ,93.2 + ,107 + ,532638 + ,3.9 + ,103.1 + ,121.6 + ,536322 + ,2.6 + ,94.1 + ,110.7 + ,536535 + ,2.6 + ,91.8 + ,106.3 + ,523597 + ,1.6 + ,102.7 + ,118.6 + ,536214 + ,0.9 + ,82.6 + ,104.6 + ,586570 + ,0.3 + ,89.1 + ,103.5 + ,596594 + ,1.2) + ,dim=c(4 + ,61) + ,dimnames=list(c('Tot_ind_productie' + ,'Tot_prod_consumpgoed' + ,'Niet_werkende_werkzoekenden' + ,'Nat_Consumptieprijsindex') + ,1:61)) > y <- array(NA,dim=c(4,61),dimnames=list(c('Tot_ind_productie','Tot_prod_consumpgoed','Niet_werkende_werkzoekenden','Nat_Consumptieprijsindex'),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$counts; y <- y/max(y) + rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...) + } > postscript(file="/var/www/html/rcomp/tmp/1fmj31260973738.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main) > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'pair',1,TRUE) > a<-table.element(a,'tau',1,TRUE) > a<-table.element(a,'p-value',1,TRUE) > a<-table.row.end(a) > n <- length(y[,1]) > n [1] 4 > cor.test(y[1,],y[2,],method='kendall') Kendall's rank correlation tau data: y[1, ] and y[2, ] z = 7.8166, p-value = 5.329e-15 alternative hypothesis: true tau is not equal to 0 sample estimates: tau 0.6870898 > for (i in 1:(n-1)) + { + for (j in (i+1):n) + { + a<-table.row.start(a) + dum <- paste('tau(',dimnames(t(x))[[2]][i]) + dum <- paste(dum,',') + dum <- paste(dum,dimnames(t(x))[[2]][j]) + dum <- paste(dum,')') + a<-table.element(a,dum,header=TRUE) + r <- cor.test(y[i,],y[j,],method='kendall') + a<-table.element(a,r$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/2esca1260973738.tab") > > try(system("convert tmp/1fmj31260973738.ps tmp/1fmj31260973738.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.514 0.223 1.161