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(8.00
+ ,11.10
+ ,96.80
+ ,4.00
+ ,8.10
+ ,10.90
+ ,114.10
+ ,3.80
+ ,7.70
+ ,10.00
+ ,110.30
+ ,4.70
+ ,7.50
+ ,9.20
+ ,103.90
+ ,4.30
+ ,7.60
+ ,9.20
+ ,101.60
+ ,3.90
+ ,7.80
+ ,9.50
+ ,94.60
+ ,4.00
+ ,7.80
+ ,9.60
+ ,95.90
+ ,4.30
+ ,7.80
+ ,9.50
+ ,104.70
+ ,4.80
+ ,7.50
+ ,9.10
+ ,102.80
+ ,4.40
+ ,7.50
+ ,8.90
+ ,98.10
+ ,4.30
+ ,7.10
+ ,9.00
+ ,113.90
+ ,4.70
+ ,7.50
+ ,10.10
+ ,80.90
+ ,4.70
+ ,7.50
+ ,10.30
+ ,95.70
+ ,4.90
+ ,7.60
+ ,10.20
+ ,113.20
+ ,5.00
+ ,7.70
+ ,9.60
+ ,105.90
+ ,4.20
+ ,7.70
+ ,9.20
+ ,108.80
+ ,4.30
+ ,7.90
+ ,9.30
+ ,102.30
+ ,4.80
+ ,8.10
+ ,9.40
+ ,99.00
+ ,4.80
+ ,8.20
+ ,9.40
+ ,100.70
+ ,4.80
+ ,8.20
+ ,9.20
+ ,115.50
+ ,4.20
+ ,8.20
+ ,9.00
+ ,100.70
+ ,4.60
+ ,7.90
+ ,9.00
+ ,109.90
+ ,4.80
+ ,7.30
+ ,9.00
+ ,114.60
+ ,4.50
+ ,6.90
+ ,9.80
+ ,85.40
+ ,4.40
+ ,6.60
+ ,10.00
+ ,100.50
+ ,4.30
+ ,6.70
+ ,9.80
+ ,114.80
+ ,3.90
+ ,6.90
+ ,9.30
+ ,116.50
+ ,3.70
+ ,7.00
+ ,9.00
+ ,112.90
+ ,4.00
+ ,7.10
+ ,9.00
+ ,102.00
+ ,4.10
+ ,7.20
+ ,9.10
+ ,106.00
+ ,3.70
+ ,7.10
+ ,9.10
+ ,105.30
+ ,3.80
+ ,6.90
+ ,9.10
+ ,118.80
+ ,3.80
+ ,7.00
+ ,9.20
+ ,106.10
+ ,3.80
+ ,6.80
+ ,8.80
+ ,109.30
+ ,3.30
+ ,6.40
+ ,8.30
+ ,117.20
+ ,3.30
+ ,6.70
+ ,8.40
+ ,92.50
+ ,3.30
+ ,6.60
+ ,8.10
+ ,104.20
+ ,3.20
+ ,6.40
+ ,7.70
+ ,112.50
+ ,3.40
+ ,6.30
+ ,7.90
+ ,122.40
+ ,4.20
+ ,6.20
+ ,7.90
+ ,113.30
+ ,4.90
+ ,6.50
+ ,8.00
+ ,100.00
+ ,5.10
+ ,6.80
+ ,7.90
+ ,110.70
+ ,5.50
+ ,6.80
+ ,7.60
+ ,112.80
+ ,5.60
+ ,6.40
+ ,7.10
+ ,109.80
+ ,6.40
+ ,6.10
+ ,6.80
+ ,117.30
+ ,6.10
+ ,5.80
+ ,6.50
+ ,109.10
+ ,7.10
+ ,6.10
+ ,6.90
+ ,115.90
+ ,7.80
+ ,7.20
+ ,8.20
+ ,96.00
+ ,7.90
+ ,7.30
+ ,8.70
+ ,99.80
+ ,7.40
+ ,6.90
+ ,8.30
+ ,116.80
+ ,7.50
+ ,6.10
+ ,7.90
+ ,115.70
+ ,6.80
+ ,5.80
+ ,7.50
+ ,99.40
+ ,5.20
+ ,6.20
+ ,7.80
+ ,94.30
+ ,4.70
+ ,7.10
+ ,8.30
+ ,91.00
+ ,4.10
+ ,7.70
+ ,8.40
+ ,93.20
+ ,3.90
+ ,7.90
+ ,8.20
+ ,103.10
+ ,2.60
+ ,7.70
+ ,7.70
+ ,94.10
+ ,2.70
+ ,7.40
+ ,7.20
+ ,91.80
+ ,1.80
+ ,7.50
+ ,7.30
+ ,102.70
+ ,1.00
+ ,8.00
+ ,8.10
+ ,82.60
+ ,0.30)
+ ,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/1j9q31257511921.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/2643x1257511921.tab") 
> 
> system("convert tmp/1j9q31257511921.ps tmp/1j9q31257511921.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.477   0.206   0.596