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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> x <- array(list(85.9
+ ,3.25
+ ,252.5
+ ,2.6
+ ,76.8
+ ,3.25
+ ,251.1
+ ,2.5
+ ,96.2
+ ,3.25
+ ,255.1
+ ,2.5
+ ,83.9
+ ,3.25
+ ,258.3
+ ,1.6
+ ,88.7
+ ,3.25
+ ,255.3
+ ,1.4
+ ,105.4
+ ,3.25
+ ,261.1
+ ,0.8
+ ,86.7
+ ,3.25
+ ,253.8
+ ,1.1
+ ,76.3
+ ,3.25
+ ,252.9
+ ,1.3
+ ,93.2
+ ,3.25
+ ,253.9
+ ,1.2
+ ,105.1
+ ,3.25
+ ,255.5
+ ,1.3
+ ,121
+ ,3.25
+ ,262
+ ,1.1
+ ,163
+ ,2.85
+ ,262.8
+ ,1.3
+ ,94.7
+ ,2.75
+ ,263.3
+ ,1.2
+ ,78.4
+ ,2.75
+ ,262.5
+ ,1.6
+ ,101.4
+ ,2.55
+ ,269.2
+ ,1.7
+ ,91.2
+ ,2.5
+ ,270.8
+ ,1.5
+ ,89.9
+ ,2.5
+ ,274.1
+ ,0.9
+ ,112.2
+ ,2.1
+ ,273
+ ,1.5
+ ,81.5
+ ,2
+ ,267.3
+ ,1.4
+ ,78.8
+ ,2
+ ,267.1
+ ,1.6
+ ,99.1
+ ,2
+ ,268.2
+ ,1.7
+ ,101.3
+ ,2
+ ,270.2
+ ,1.4
+ ,91.5
+ ,2
+ ,271.5
+ ,1.8
+ ,152.6
+ ,2
+ ,281
+ ,1.7
+ ,86.6
+ ,2
+ ,280.1
+ ,1.4
+ ,86.6
+ ,2
+ ,281.5
+ ,1.2
+ ,98.5
+ ,2
+ ,285.9
+ ,1
+ ,86.7
+ ,2
+ ,289.8
+ ,1.7
+ ,89.1
+ ,2
+ ,292.9
+ ,2.4
+ ,111
+ ,2
+ ,291.2
+ ,2
+ ,92.6
+ ,2
+ ,291.8
+ ,2.1
+ ,85.1
+ ,2
+ ,289.8
+ ,2
+ ,116.1
+ ,2
+ ,292.5
+ ,1.8
+ ,98.3
+ ,2
+ ,290.3
+ ,2.7
+ ,97.7
+ ,2
+ ,297.5
+ ,2.3
+ ,177.9
+ ,2
+ ,307.5
+ ,1.9
+ ,94.2
+ ,2
+ ,304.7
+ ,2
+ ,83.8
+ ,2
+ ,304.6
+ ,2.3
+ ,109.5
+ ,2
+ ,310.7
+ ,2.8
+ ,102.3
+ ,2
+ ,310.7
+ ,2.4
+ ,102.5
+ ,2
+ ,315.7
+ ,2.3
+ ,162.7
+ ,2
+ ,314.7
+ ,2.7
+ ,85.3
+ ,2
+ ,312.2
+ ,2.7
+ ,88.2
+ ,2
+ ,312.8
+ ,2.9
+ ,104.7
+ ,2
+ ,314.3
+ ,3
+ ,99.4
+ ,2
+ ,319.7
+ ,2.2
+ ,113.8
+ ,2
+ ,319.9
+ ,2.3
+ ,166.6
+ ,2.21
+ ,329.5
+ ,2.8
+ ,89.2
+ ,2.25
+ ,326.9
+ ,2.8
+ ,93.2
+ ,2.25
+ ,329.7
+ ,2.8
+ ,115
+ ,2.45
+ ,335.7
+ ,2.2
+ ,97.2
+ ,2.5
+ ,337.2
+ ,2.6
+ ,112.5
+ ,2.5
+ ,339.7
+ ,2.8
+ ,121.8
+ ,2.64
+ ,338.3
+ ,2.5
+ ,100.2
+ ,2.75
+ ,339.2
+ ,2.4
+ ,93.8
+ ,2.93
+ ,342.5
+ ,2.3
+ ,113.6
+ ,3
+ ,342.2
+ ,1.9
+ ,110.7
+ ,3.17
+ ,338.3
+ ,1.7
+ ,127.6
+ ,3.25
+ ,339
+ ,2
+ ,185.9
+ ,3.39
+ ,345.9
+ ,2.1)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('Inves.'
+ ,'Rente'
+ ,'M3'
+ ,'HICP')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('Inves.','Rente','M3','HICP'),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/1fznf1257771562.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 = 0.2727, p-value = 0.785
alternative hypothesis: true tau is not equal to 0 
sample estimates:
       tau 
0.02651452 

> 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/2co481257771562.tab") 
> 
> system("convert tmp/1fznf1257771562.ps tmp/1fznf1257771562.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.497   0.210   0.587