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(100.00
+ ,100.00
+ ,100.00
+ ,100.00
+ ,101.25
+ ,98.20
+ ,117.87
+ ,95.00
+ ,96.25
+ ,90.09
+ ,113.95
+ ,117.50
+ ,93.75
+ ,82.88
+ ,107.33
+ ,107.50
+ ,95.00
+ ,82.88
+ ,104.96
+ ,97.50
+ ,97.50
+ ,85.59
+ ,97.73
+ ,100.00
+ ,97.50
+ ,86.49
+ ,99.07
+ ,107.50
+ ,97.50
+ ,85.59
+ ,108.16
+ ,120.00
+ ,93.75
+ ,81.98
+ ,106.20
+ ,110.00
+ ,93.75
+ ,80.18
+ ,101.34
+ ,107.50
+ ,88.75
+ ,81.08
+ ,117.67
+ ,117.50
+ ,93.75
+ ,90.99
+ ,83.57
+ ,117.50
+ ,93.75
+ ,92.79
+ ,98.86
+ ,122.50
+ ,95.00
+ ,91.89
+ ,116.94
+ ,125.00
+ ,96.25
+ ,86.49
+ ,109.40
+ ,105.00
+ ,96.25
+ ,82.88
+ ,112.40
+ ,107.50
+ ,98.75
+ ,83.78
+ ,105.68
+ ,120.00
+ ,101.25
+ ,84.68
+ ,102.27
+ ,120.00
+ ,102.50
+ ,84.68
+ ,104.03
+ ,120.00
+ ,102.50
+ ,82.88
+ ,119.32
+ ,105.00
+ ,102.50
+ ,81.08
+ ,104.03
+ ,115.00
+ ,98.75
+ ,81.08
+ ,113.53
+ ,120.00
+ ,91.25
+ ,81.08
+ ,118.39
+ ,112.50
+ ,86.25
+ ,88.29
+ ,88.22
+ ,110.00
+ ,82.50
+ ,90.09
+ ,103.82
+ ,107.50
+ ,83.75
+ ,88.29
+ ,118.60
+ ,97.50
+ ,86.25
+ ,83.78
+ ,120.35
+ ,92.50
+ ,87.50
+ ,81.08
+ ,116.63
+ ,100.00
+ ,88.75
+ ,81.08
+ ,105.37
+ ,102.50
+ ,90.00
+ ,81.98
+ ,109.50
+ ,92.50
+ ,88.75
+ ,81.98
+ ,108.78
+ ,95.00
+ ,86.25
+ ,81.98
+ ,122.73
+ ,95.00
+ ,87.50
+ ,82.88
+ ,109.61
+ ,95.00
+ ,85.00
+ ,79.28
+ ,112.91
+ ,82.50
+ ,80.00
+ ,74.77
+ ,121.07
+ ,82.50
+ ,83.75
+ ,75.68
+ ,95.56
+ ,82.50
+ ,82.50
+ ,72.97
+ ,107.64
+ ,80.00
+ ,80.00
+ ,69.37
+ ,116.22
+ ,85.00
+ ,78.75
+ ,71.17
+ ,126.45
+ ,105.00
+ ,77.50
+ ,71.17
+ ,117.05
+ ,122.50
+ ,81.25
+ ,72.07
+ ,103.31
+ ,127.50
+ ,85.00
+ ,71.17
+ ,114.36
+ ,137.50
+ ,85.00
+ ,68.47
+ ,116.53
+ ,140.00
+ ,80.00
+ ,63.96
+ ,113.43
+ ,160.00
+ ,76.25
+ ,61.26
+ ,121.18
+ ,152.50
+ ,72.50
+ ,58.56
+ ,112.71
+ ,177.50
+ ,76.25
+ ,62.16
+ ,119.73
+ ,195.00
+ ,90.00
+ ,73.87
+ ,99.17
+ ,197.50
+ ,91.25
+ ,78.38
+ ,103.10
+ ,185.00
+ ,86.25
+ ,74.77
+ ,120.66
+ ,187.50
+ ,76.25
+ ,71.17
+ ,119.52
+ ,170.00
+ ,72.50
+ ,67.57
+ ,102.69
+ ,130.00
+ ,77.50
+ ,70.27
+ ,97.42
+ ,117.50
+ ,88.75
+ ,74.77
+ ,94.01
+ ,102.50
+ ,96.25
+ ,75.68
+ ,96.28
+ ,97.50
+ ,98.75
+ ,73.87
+ ,106.51
+ ,65.00
+ ,96.25
+ ,69.37
+ ,97.21
+ ,67.50
+ ,92.50
+ ,64.86
+ ,94.83
+ ,45.00
+ ,93.75
+ ,65.77
+ ,106.10
+ ,25.00
+ ,100.00
+ ,72.97
+ ,85.33
+ ,7.50)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('werklhmannen'
+ ,'werklhvrouwen'
+ ,'ecogroei'
+ ,'inflatie')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('werklhmannen','werklhvrouwen','ecogroei','inflatie'),1:60))
>  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/1ldo81257511770.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 = 4.6783, p-value = 2.892e-06
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.4268654 

> 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/2nkzq1257511770.tab") 
> 
> system("convert tmp/1ldo81257511770.ps tmp/1ldo81257511770.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.507   0.231   0.573