R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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Type 'demo()' for some demos, 'help()' for on-line help, or
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> y <- c(0.002022723,-0.017208098,-0.051656261,-0.072675401,-0.04888664,-0.035594314,-0.043990322,-0.026968066,-0.008756337,0.032209121,0.042033292,0.026096897,0.026430772,0.042472121,0.058426687,0.053742338,0.041398106,0.052385238,0.052190308,0.039393774,0.00733234,0.018657154,0.017944976,0.006882464,0.009761905,0.019803549,0.004696588,-0.014269327,0.004359046,5.42631E-05,-0.004455318,-0.02117114,-0.021005357,-0.011061589,-0.028604411,-0.02249124,-0.030906084,-0.036827378,-0.055456866,-0.045366315,-0.043827384,-0.036552019,-0.067865593,-0.066311103,-0.051684645,-0.045133838,-0.061448816,-0.025835909,0.00011375,0.047607207,0.079794997,0.039112385,0.055018633,0.074915741,0.061521734,0.052521997,0.024700439,0.004811919,0.0048453,-0.007247995)
> x <- c(-43.46299021,-80.75309516,-70.74336158,38.9668564,103.8074054,-154.6120618,80.77812389,-8.071755014,98.25849525,-30.58100421,-44.78092348,40.3791734,-132.19098,-76.88100421,-106.2410204,-60.55099614,-2.200632843,-67.52066514,-28.0902534,-21.31993855,204.9200453,-150.9996641,90.49044089,3.190198694,-95.23997084,-53.65976094,-80.03964792,206.0103925,95.62085262,70.15086069,-4.308751793,-9.298856744,138.9711352,77.72149848,281.4313935,108.1314743,118.3119264,-143.9872663,73.21297587,215.4333311,67.37396079,-107.8253934,-100.1751915,-279.1043923,25.05610826,71.32658458,126.5560275,225.3961728,229.2960114,-32.31452952,256.6652767,74.69536553,8.935672307,161.5151556,-242.1946587,-173.2347233,-53.46489282,-290.1749493,-360.6546748,-187.924909)
> ylab = 'y'
> xlab = 'x'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> postscript(file="/var/www/html/rcomp/tmp/18t7t1257503824.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> histx <- hist(x, plot=FALSE)
> histy <- hist(y, plot=FALSE)
> maxcounts <- max(c(histx$counts, histx$counts))
> xrange <- c(min(x),max(x))
> yrange <- c(min(y),max(y))
> nf <- layout(matrix(c(2,0,1,3),2,2,byrow=TRUE), c(3,1), c(1,3), TRUE)
> par(mar=c(4,4,1,1))
> plot(x, y, xlim=xrange, ylim=yrange, xlab=xlab, ylab=ylab)
> par(mar=c(0,4,1,1))
> barplot(histx$counts, axes=FALSE, ylim=c(0, maxcounts), space=0)
> par(mar=c(4,0,1,1))
> barplot(histy$counts, axes=FALSE, xlim=c(0, maxcounts), space=0, horiz=TRUE)
> dev.off()
null device 
          1 
> lx = length(x)
> makebiased = (lx-1)/lx
> varx = var(x)*makebiased
> vary = var(y)*makebiased
> corxy <- cor.test(x,y,method='pearson')
> cxy <- as.matrix(corxy$estimate)[1,1]
> 
> #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,'Pearson Product Moment Correlation - Ungrouped Data',3,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Statistic',1,TRUE)
> a<-table.element(a,'Variable X',1,TRUE)
> a<-table.element(a,'Variable Y',1,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/arithmetic_mean.htm','Mean',''),header=TRUE)
> a<-table.element(a,mean(x))
> a<-table.element(a,mean(y))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/biased.htm','Biased Variance',''),header=TRUE)
> a<-table.element(a,varx)
> a<-table.element(a,vary)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/biased1.htm','Biased Standard Deviation',''),header=TRUE)
> a<-table.element(a,sqrt(varx))
> a<-table.element(a,sqrt(vary))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/covariance.htm','Covariance',''),header=TRUE)
> a<-table.element(a,cov(x,y),2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/pearson_correlation.htm','Correlation',''),header=TRUE)
> a<-table.element(a,cxy,2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/coeff_of_determination.htm','Determination',''),header=TRUE)
> a<-table.element(a,cxy*cxy,2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ttest_statistic.htm','T-Test',''),header=TRUE)
> a<-table.element(a,as.matrix(corxy$statistic)[1,1],2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'p-value (2 sided)',header=TRUE)
> a<-table.element(a,(p2 <- as.matrix(corxy$p.value)[1,1]),2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'p-value (1 sided)',header=TRUE)
> a<-table.element(a,p2/2,2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Degrees of Freedom',header=TRUE)
> a<-table.element(a,lx-2,2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Number of Observations',header=TRUE)
> a<-table.element(a,lx,2)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/2b2rd1257503824.tab") 
> 
> system("convert tmp/18t7t1257503824.ps tmp/18t7t1257503824.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.365   0.155   0.433