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(95.1,117.1,97,118.7,112.7,126.5,102.9,127.5,97.4,134.6,111.4,131.8,87.4,135.9,96.8,142.7,114.1,141.7,110.3,153.4,103.9,145,101.6,137.7,94.6,148.3,95.9,152.2,104.7,169.4,102.8,168.6,98.1,161.1,113.9,174.1,80.9,179,95.7,190.6,113.2,190,105.9,181.6,108.8,174.8,102.3,180.5,99,196.8,100.7,193.8,115.5,197,100.7,216.3,109.9,221.4,114.6,217.9,85.4,229.7,100.5,227.4,114.8,204.2,116.5,196.6,112.9,198.8,102,207.5,106,190.7,105.3,201.6,118.8,210.5,106.1,223.5,109.3,223.8,117.2,231.2,92.5,244,104.2,234.7,112.5,250.2,122.4,265.7,113.3,287.6,100,283.3,110.7,295.4,112.8,312.3,109.8,333.8,117.3,347.7,109.1,383.2,115.9,407.1,96,413.6,99.8,362.7,116.8,321.9,115.7,239.4,99.4,191,94.3,159.7,91,163.4),dim=c(2,61),dimnames=list(c('tot.ind.prod.index','prijsindex.grondst.incl.energie'),1:61)) > y <- array(NA,dim=c(2,61),dimnames=list(c('tot.ind.prod.index','prijsindex.grondst.incl.energie'),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' > #'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/1n0mj1261337430.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 = 2.8688, p-value = 0.00412 alternative hypothesis: true tau is not equal to 0 sample estimates: tau 0.2519814 > 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/2ntrc1261337430.tab") > > try(system("convert tmp/1n0mj1261337430.ps tmp/1n0mj1261337430.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.412 0.181 0.488