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(392
+ ,5.66
+ ,111.28
+ ,3353.00
+ ,394
+ ,5.48
+ ,111.41
+ ,3186.00
+ ,392
+ ,5.29
+ ,111.62
+ ,3902.00
+ ,396
+ ,5.18
+ ,111.76
+ ,4164.00
+ ,392
+ ,4.99
+ ,111.89
+ ,3499.00
+ ,396
+ ,4.92
+ ,112.04
+ ,4145.00
+ ,419
+ ,4.81
+ ,112.12
+ ,3796.00
+ ,421
+ ,4.79
+ ,112.30
+ ,3711.00
+ ,420
+ ,4.75
+ ,112.47
+ ,3949.00
+ ,418
+ ,4.68
+ ,112.59
+ ,3740.00
+ ,410
+ ,4.68
+ ,112.78
+ ,3243.00
+ ,418
+ ,4.73
+ ,112.73
+ ,4407.00
+ ,426
+ ,4.75
+ ,112.99
+ ,4814.00
+ ,428
+ ,4.61
+ ,113.10
+ ,3908.00
+ ,430
+ ,4.76
+ ,113.33
+ ,5250.00
+ ,424
+ ,4.74
+ ,113.38
+ ,3937.00
+ ,423
+ ,4.64
+ ,113.68
+ ,4004.00
+ ,427
+ ,4.65
+ ,113.65
+ ,5560.00
+ ,441
+ ,4.68
+ ,113.81
+ ,3922.00
+ ,449
+ ,4.78
+ ,113.88
+ ,3759.00
+ ,452
+ ,4.78
+ ,114.02
+ ,4138.00
+ ,462
+ ,4.95
+ ,114.25
+ ,4634.00
+ ,455
+ ,4.96
+ ,114.28
+ ,3996.00
+ ,461
+ ,4.71
+ ,114.38
+ ,4308.00
+ ,461
+ ,4.45
+ ,114.73
+ ,4143.00
+ ,463
+ ,4.38
+ ,114.97
+ ,4429.00
+ ,462
+ ,4.32
+ ,115.05
+ ,5219.00
+ ,456
+ ,4.27
+ ,115.29
+ ,4929.00
+ ,455
+ ,4.17
+ ,115.37
+ ,5755.00
+ ,456
+ ,4.07
+ ,115.54
+ ,5592.00
+ ,472
+ ,4.02
+ ,115.76
+ ,4163.00
+ ,472
+ ,3.95
+ ,115.92
+ ,4962.00
+ ,471
+ ,3.90
+ ,116.02
+ ,5208.00
+ ,465
+ ,3.90
+ ,116.21
+ ,4755.00
+ ,459
+ ,3.88
+ ,116.26
+ ,4491.00
+ ,465
+ ,3.89
+ ,116.51
+ ,5732.00
+ ,468
+ ,3.89
+ ,104.71
+ ,5731.00
+ ,467
+ ,3.93
+ ,105.35
+ ,5040.00
+ ,463
+ ,3.94
+ ,106.31
+ ,6102.00
+ ,460
+ ,3.97
+ ,106.26
+ ,4904.00
+ ,462
+ ,4.00
+ ,106.97
+ ,5369.00
+ ,461
+ ,4.04
+ ,107.04
+ ,5578.00
+ ,476
+ ,4.18
+ ,106.98
+ ,4619.00
+ ,476
+ ,4.32
+ ,107.05
+ ,4731.00
+ ,471
+ ,4.37
+ ,107.33
+ ,5011.00
+ ,453
+ ,4.40
+ ,107.36
+ ,5299.00
+ ,443
+ ,4.38
+ ,107.28
+ ,4146.00
+ ,442
+ ,4.36
+ ,107.58
+ ,4625.00
+ ,444
+ ,4.36
+ ,109.03
+ ,4736.00
+ ,438
+ ,4.40
+ ,110.43
+ ,4219.00
+ ,427
+ ,4.41
+ ,111.01
+ ,5116.00
+ ,424
+ ,4.43
+ ,111.01
+ ,4205.00
+ ,416
+ ,4.42
+ ,110.76
+ ,4121.00
+ ,406
+ ,4.46
+ ,111.13
+ ,5103.00
+ ,431
+ ,4.61
+ ,111.07
+ ,4300.00
+ ,434
+ ,4.78
+ ,111.09
+ ,4578.00
+ ,418
+ ,4.88
+ ,110.96
+ ,3809.00
+ ,412
+ ,4.95
+ ,110.64
+ ,5526.00
+ ,404
+ ,4.95
+ ,110.62
+ ,4247.00
+ ,409
+ ,4.93
+ ,110.58
+ ,3830.00
+ ,412
+ ,4.93
+ ,111.33
+ ,4394.00)
+ ,dim=c(4
+ ,61)
+ ,dimnames=list(c('wkl'
+ ,'rtar'
+ ,'hpi'
+ ,'bv')
+ ,1:61))
>  y <- array(NA,dim=c(4,61),dimnames=list(c('wkl','rtar','hpi','bv'),1:61))
>  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/1c7gg1258130160.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 = -6.8575, p-value = 7.01e-12
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
-0.608456 

> 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/2hwqx1258130160.tab") 
> 
> system("convert tmp/1c7gg1258130160.ps tmp/1c7gg1258130160.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.526   0.233   1.165