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
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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(110.40
+ ,109.20
+ ,99.90
+ ,72.50
+ ,96.40
+ ,88.60
+ ,99.80
+ ,59.40
+ ,101.90
+ ,94.30
+ ,99.80
+ ,85.70
+ ,106.20
+ ,98.30
+ ,100.30
+ ,88.20
+ ,81.00
+ ,86.40
+ ,99.90
+ ,62.80
+ ,94.70
+ ,80.60
+ ,99.90
+ ,87.00
+ ,101.00
+ ,104.10
+ ,100.00
+ ,79.20
+ ,109.40
+ ,108.20
+ ,100.10
+ ,112.00
+ ,102.30
+ ,93.40
+ ,100.10
+ ,79.20
+ ,90.70
+ ,71.90
+ ,100.20
+ ,132.10
+ ,96.20
+ ,94.10
+ ,100.30
+ ,40.10
+ ,96.10
+ ,94.90
+ ,100.60
+ ,69.00
+ ,106.00
+ ,96.40
+ ,100.00
+ ,59.40
+ ,103.10
+ ,91.10
+ ,100.10
+ ,73.80
+ ,102.00
+ ,84.40
+ ,100.20
+ ,57.40
+ ,104.70
+ ,86.40
+ ,100.00
+ ,81.10
+ ,86.00
+ ,88.00
+ ,100.10
+ ,46.60
+ ,92.10
+ ,75.10
+ ,100.10
+ ,41.40
+ ,106.90
+ ,109.70
+ ,100.10
+ ,71.20
+ ,112.60
+ ,103.00
+ ,100.50
+ ,67.90
+ ,101.70
+ ,82.10
+ ,100.50
+ ,72.00
+ ,92.00
+ ,68.00
+ ,100.50
+ ,145.50
+ ,97.40
+ ,96.40
+ ,96.30
+ ,39.70
+ ,97.00
+ ,94.30
+ ,96.30
+ ,51.90
+ ,105.40
+ ,90.00
+ ,96.80
+ ,73.70
+ ,102.70
+ ,88.00
+ ,96.80
+ ,70.90
+ ,98.10
+ ,76.10
+ ,96.90
+ ,60.80
+ ,104.50
+ ,82.50
+ ,96.80
+ ,61.00
+ ,87.40
+ ,81.40
+ ,96.80
+ ,54.50
+ ,89.90
+ ,66.50
+ ,96.80
+ ,39.10
+ ,109.80
+ ,97.20
+ ,96.80
+ ,66.60
+ ,111.70
+ ,94.10
+ ,97.00
+ ,58.50
+ ,98.60
+ ,80.70
+ ,97.00
+ ,59.80
+ ,96.90
+ ,70.50
+ ,97.00
+ ,80.90
+ ,95.10
+ ,87.80
+ ,96.80
+ ,37.30
+ ,97.00
+ ,89.50
+ ,96.90
+ ,44.60
+ ,112.70
+ ,99.60
+ ,97.20
+ ,48.70
+ ,102.90
+ ,84.20
+ ,97.30
+ ,54.00
+ ,97.40
+ ,75.10
+ ,97.30
+ ,49.50
+ ,111.40
+ ,92.00
+ ,97.20
+ ,61.60
+ ,87.40
+ ,80.80
+ ,97.30
+ ,35.00
+ ,96.80
+ ,73.10
+ ,97.30
+ ,35.70
+ ,114.10
+ ,99.80
+ ,97.30
+ ,51.30
+ ,110.30
+ ,90.00
+ ,97.30
+ ,49.00
+ ,103.90
+ ,83.10
+ ,97.30
+ ,41.50
+ ,101.60
+ ,72.40
+ ,97.30
+ ,72.50
+ ,94.60
+ ,78.80
+ ,98.10
+ ,42.10
+ ,95.90
+ ,87.30
+ ,96.80
+ ,44.10
+ ,104.70
+ ,91.00
+ ,96.80
+ ,45.10
+ ,102.80
+ ,80.10
+ ,96.80
+ ,50.30
+ ,98.10
+ ,73.60
+ ,96.80
+ ,40.90
+ ,113.90
+ ,86.40
+ ,96.80
+ ,47.20
+ ,80.90
+ ,74.50
+ ,96.80
+ ,36.90
+ ,95.70
+ ,71.20
+ ,96.80
+ ,40.90
+ ,113.20
+ ,92.40
+ ,96.80
+ ,38.30
+ ,105.90
+ ,81.50
+ ,96.80
+ ,46.30
+ ,108.80
+ ,85.30
+ ,96.80
+ ,28.40
+ ,102.30
+ ,69.90
+ ,96.80
+ ,78.40
+ ,99.00
+ ,84.20
+ ,96.90
+ ,36.80
+ ,100.70
+ ,90.70
+ ,97.10
+ ,50.70
+ ,115.50
+ ,100.30
+ ,97.10
+ ,42.80)
+ ,dim=c(4
+ ,61)
+ ,dimnames=list(c('iptot'
+ ,'ipkl'
+ ,'pkl'
+ ,'invkl')
+ ,1:61))
>  y <- array(NA,dim=c(4,61),dimnames=list(c('iptot','ipkl','pkl','invkl'),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/1g2z31257197097.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 = 4.7558, p-value = 1.976e-06
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.4193197 

> 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/2t94e1257197097.tab") 
> 
> system("convert tmp/1g2z31257197097.ps tmp/1g2z31257197097.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.498   0.195   0.570