R version 2.8.1 (2008-12-22)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- array(list(100.00
+ ,100
+ ,100
+ ,104.02
+ ,95.70
+ ,101.73
+ ,112.82
+ ,96.10
+ ,102.97
+ ,133.11
+ ,102.64
+ ,100.18
+ ,102.26
+ ,93.99
+ ,99.58
+ ,103.44
+ ,95.42
+ ,100.79
+ ,98.49
+ ,94.85
+ ,102.60
+ ,111.32
+ ,94.05
+ ,99.08
+ ,112.82
+ ,97.93
+ ,99.31
+ ,114.67
+ ,100.44
+ ,100.24
+ ,121.37
+ ,103.09
+ ,101.64
+ ,129.34
+ ,108.79
+ ,105.56
+ ,107.12
+ ,102.76
+ ,108.99
+ ,112.32
+ ,101.12
+ ,106.24
+ ,121.71
+ ,104.13
+ ,108.25
+ ,119.11
+ ,102.62
+ ,106.18
+ ,114.84
+ ,102.80
+ ,104.04
+ ,123.72
+ ,99.78
+ ,107.16
+ ,117.69
+ ,103.93
+ ,107.14
+ ,121.54
+ ,103.70
+ ,111.00
+ ,114.92
+ ,105.61
+ ,109.75
+ ,123.55
+ ,111.98
+ ,110.51
+ ,126.32
+ ,110.39
+ ,108.55
+ ,139.40
+ ,120.06
+ ,112.37
+ ,151.55
+ ,127.33
+ ,112.26
+ ,163.79
+ ,136.52
+ ,115.12
+ ,164.29
+ ,135.56
+ ,115.18
+ ,194.22
+ ,141.02
+ ,117.17
+ ,233.36
+ ,158.80
+ ,117.87
+ ,202.01
+ ,150.15
+ ,114.22
+ ,189.10
+ ,149.66
+ ,114.22
+ ,190.36
+ ,153.09
+ ,114.98
+ ,213.75
+ ,149.20
+ ,117.26
+ ,194.13
+ ,144.29
+ ,120.14
+ ,207.21
+ ,147.53
+ ,123.91
+ ,232.19
+ ,155.86
+ ,125.96
+ ,218.11
+ ,153.69
+ ,127.53
+ ,227.66
+ ,158.61
+ ,129.32
+ ,239.56
+ ,161.06
+ ,126.52
+ ,223.55
+ ,158.14
+ ,127.78
+ ,225.48
+ ,161.83
+ ,133.32
+ ,226.82
+ ,160.12
+ ,137.66
+ ,209.05
+ ,157.30
+ ,135.32
+ ,214.08
+ ,159.94
+ ,130.87
+ ,202.85
+ ,161.44
+ ,132.56
+ ,230.93
+ ,178.38
+ ,137.36
+ ,240.74
+ ,189.85
+ ,139.02
+ ,232.36
+ ,188.41
+ ,133.07
+ ,250.29
+ ,203.42
+ ,132.02
+ ,288.18
+ ,219.76
+ ,123.98
+ ,337.97
+ ,237.48
+ ,119.65
+ ,280.64
+ ,213.27
+ ,119.29
+ ,278.96
+ ,204.92
+ ,124.65
+ ,282.65
+ ,213.39
+ ,125.87
+ ,294.38
+ ,225.23
+ ,114.82
+ ,294.89
+ ,219.22
+ ,114.16
+ ,227.66
+ ,197.54
+ ,115.82
+ ,205.87
+ ,211.41
+ ,104.70
+ ,168.48
+ ,175.26
+ ,87.12
+ ,166.14
+ ,186.91
+ ,79.92)
+ ,dim=c(3
+ ,60)
+ ,dimnames=list(c('Zilver'
+ ,'Goud'
+ ,'S&P500')
+ ,1:60))
>  y <- array(NA,dim=c(3,60),dimnames=list(c('Zilver','Goud','S&P500'),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/rcomp/tmp/1lws21257944697.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/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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] 3
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 9.1846, p-value < 2.2e-16
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.8140193 

> 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/rcomp/tmp/2tqlu1257944697.tab") 
> 
> system("convert tmp/1lws21257944697.ps tmp/1lws21257944697.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.480   0.280   0.743