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(15836.8
+ ,15799.5
+ ,8.9
+ ,89.1
+ ,17570.4
+ ,16685.6
+ ,8.6
+ ,82.6
+ ,18252.1
+ ,18357.8
+ ,8.3
+ ,102.7
+ ,16196.7
+ ,15952.7
+ ,8.3
+ ,91.8
+ ,16643
+ ,16540.9
+ ,8.3
+ ,94.1
+ ,17729
+ ,18159.5
+ ,8.4
+ ,103.1
+ ,16446.1
+ ,16847.2
+ ,8.5
+ ,93.2
+ ,15993.8
+ ,17282.5
+ ,8.4
+ ,91
+ ,16373.5
+ ,18042.3
+ ,8.6
+ ,94.3
+ ,17842.2
+ ,19614.9
+ ,8.5
+ ,99.4
+ ,22321.5
+ ,23335.7
+ ,8.5
+ ,115.7
+ ,22786.7
+ ,23650.4
+ ,8.4
+ ,116.8
+ ,18274.1
+ ,20328.3
+ ,8.5
+ ,99.8
+ ,22392.9
+ ,22751.6
+ ,8.5
+ ,96
+ ,23899.3
+ ,24347.7
+ ,8.5
+ ,115.9
+ ,21343.5
+ ,21479.6
+ ,8.5
+ ,109.1
+ ,22952.3
+ ,23533.8
+ ,8.5
+ ,117.3
+ ,21374.4
+ ,22176.2
+ ,8.5
+ ,109.8
+ ,21164.1
+ ,20866.8
+ ,8.5
+ ,112.8
+ ,20906.5
+ ,22168.7
+ ,8.5
+ ,110.7
+ ,17877.4
+ ,19484.6
+ ,8.6
+ ,100
+ ,20664.3
+ ,21131.5
+ ,8.4
+ ,113.3
+ ,22160
+ ,21968.9
+ ,8.1
+ ,122.4
+ ,19813.6
+ ,19220.8
+ ,8
+ ,112.5
+ ,17735.4
+ ,17789.6
+ ,8
+ ,104.2
+ ,19640.2
+ ,19227.5
+ ,8
+ ,92.5
+ ,20844.4
+ ,19899.2
+ ,8
+ ,117.2
+ ,19823.1
+ ,19563
+ ,7.9
+ ,109.3
+ ,18594.6
+ ,18075.2
+ ,7.8
+ ,106.1
+ ,21350.6
+ ,20438.6
+ ,7.8
+ ,118.8
+ ,18574.1
+ ,18076.7
+ ,7.9
+ ,105.3
+ ,18924.2
+ ,18637.3
+ ,8.1
+ ,106
+ ,17343.4
+ ,17579.4
+ ,8
+ ,102
+ ,19961.2
+ ,19422.1
+ ,7.6
+ ,112.9
+ ,19932.1
+ ,19270
+ ,7.3
+ ,116.5
+ ,19464.6
+ ,18553
+ ,7
+ ,114.8
+ ,16165.4
+ ,16895.6
+ ,6.8
+ ,100.5
+ ,17574.9
+ ,16398.9
+ ,7
+ ,85.4
+ ,19795.4
+ ,18953.1
+ ,7.1
+ ,114.6
+ ,19439.5
+ ,18690
+ ,7.2
+ ,109.9
+ ,17170
+ ,17065.3
+ ,7.1
+ ,100.7
+ ,21072.4
+ ,21489.9
+ ,6.9
+ ,115.5
+ ,17751.8
+ ,17776.1
+ ,6.7
+ ,100.7
+ ,17515.5
+ ,18101.9
+ ,6.7
+ ,99
+ ,18040.3
+ ,19021
+ ,6.6
+ ,102.3
+ ,19090.1
+ ,18883
+ ,6.9
+ ,108.8
+ ,17746.5
+ ,16768.7
+ ,7.3
+ ,105.9
+ ,19202.1
+ ,18135.3
+ ,7.5
+ ,113.2
+ ,15141.6
+ ,15699.8
+ ,7.3
+ ,95.7
+ ,16258.1
+ ,15052.1
+ ,7.1
+ ,80.9
+ ,18586.5
+ ,18320.9
+ ,6.9
+ ,113.9
+ ,17209.4
+ ,16505
+ ,7.1
+ ,98.1
+ ,17838.7
+ ,16889
+ ,7.5
+ ,102.8
+ ,19123.5
+ ,18447.7
+ ,7.7
+ ,104.7
+ ,16583.6
+ ,16359.9
+ ,7.8
+ ,95.9
+ ,15991.2
+ ,15663.9
+ ,7.8
+ ,94.6
+ ,16704.4
+ ,16869.2
+ ,7.7
+ ,101.6
+ ,17420.4
+ ,16614.8
+ ,7.8
+ ,103.9
+ ,17872
+ ,16670.7
+ ,7.8
+ ,110.3
+ ,17823.2
+ ,16629.6
+ ,7.9
+ ,114.1)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('UV'
+ ,'IV'
+ ,'WL'
+ ,'ID')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('UV','IV','WL','ID'),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/11z1o1257960788.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 = 8.5082, p-value < 2.2e-16
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.7536723 

> 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/2o6bc1257960788.tab") 
> 
> system("convert tmp/11z1o1257960788.ps tmp/11z1o1257960788.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.487   0.219   0.582