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Type 'q()' to quit R. > x <- array(list(2.6 + ,2.00 + ,2849.27 + ,10872 + ,2.3 + ,2.00 + ,2921.44 + ,10625 + ,2.3 + ,2.00 + ,2981.85 + ,10407 + ,2.6 + ,2.00 + ,3080.58 + ,10463 + ,3.1 + ,2.00 + ,3106.22 + ,10556 + ,2.8 + ,2.00 + ,3119.31 + ,10646 + ,2.5 + ,2.00 + ,3061.26 + ,10702 + ,2.9 + ,2.00 + ,3097.31 + ,11353 + ,3.1 + ,2.00 + ,3161.69 + ,11346 + ,3.1 + ,2.00 + ,3257.16 + ,11451 + ,3.2 + ,2.00 + ,3277.01 + ,11964 + ,2.5 + ,2.00 + ,3295.32 + ,12574 + ,2.6 + ,2.00 + ,3363.99 + ,13031 + ,2.9 + ,2.21 + ,3494.17 + ,13812 + ,2.6 + ,2.25 + ,3667.03 + ,14544 + ,2.4 + ,2.25 + ,3813.06 + ,14931 + ,1.7 + ,2.45 + ,3917.96 + ,14886 + ,2.0 + ,2.50 + ,3895.51 + ,16005 + ,2.2 + ,2.50 + ,3801.06 + ,17064 + ,1.9 + ,2.64 + ,3570.12 + ,15168 + ,1.6 + ,2.75 + ,3701.61 + ,16050 + ,1.6 + ,2.93 + ,3862.27 + ,15839 + ,1.2 + ,3.00 + ,3970.10 + ,15137 + ,1.2 + ,3.17 + ,4138.52 + ,14954 + ,1.5 + ,3.25 + ,4199.75 + ,15648 + ,1.6 + ,3.39 + ,4290.89 + ,15305 + ,1.7 + ,3.50 + ,4443.91 + ,15579 + ,1.8 + ,3.50 + ,4502.64 + ,16348 + ,1.8 + ,3.65 + ,4356.98 + ,15928 + ,1.8 + ,3.75 + ,4591.27 + ,16171 + ,1.3 + ,3.75 + ,4696.96 + ,15937 + ,1.3 + ,3.90 + ,4621.40 + ,15713 + ,1.4 + ,4.00 + ,4562.84 + ,15594 + ,1.1 + ,4.00 + ,4202.52 + ,15683 + ,1.5 + ,4.00 + ,4296.49 + ,16438 + ,2.2 + ,4.00 + ,4435.23 + ,17032 + ,2.9 + ,4.00 + ,4105.18 + ,17696 + ,3.1 + ,4.00 + ,4116.68 + ,17745 + ,3.5 + ,4.00 + ,3844.49 + ,19394 + ,3.6 + ,4.00 + ,3720.98 + ,20148 + ,4.4 + ,4.00 + ,3674.40 + ,20108 + ,4.2 + ,4.00 + ,3857.62 + ,18584 + ,5.2 + ,4.00 + ,3801.06 + ,18441 + ,5.8 + ,4.00 + ,3504.37 + ,18391 + ,5.9 + ,4.18 + ,3032.60 + ,19178 + ,5.4 + ,4.25 + ,3047.03 + ,18079 + ,5.5 + ,4.25 + ,2962.34 + ,18483 + ,4.7 + ,3.97 + ,2197.82 + ,19644 + ,3.1 + ,3.42 + ,2014.45 + ,19195 + ,2.6 + ,2.75 + ,1862.83 + ,19650 + ,2.3 + ,2.31 + ,1905.41 + ,20830 + ,1.9 + ,2.00 + ,1810.99 + ,23595 + ,0.6 + ,1.66 + ,1670.07 + ,22937 + ,0.6 + ,1.31 + ,1864.44 + ,21814 + ,-0.4 + ,1.09 + ,2052.02 + ,21928 + ,-1.1 + ,1.00 + ,2029.60 + ,21777 + ,-1.7 + ,1.00 + ,2070.83 + ,21383 + ,-0.8 + ,1.00 + ,2293.41 + ,21467 + ,-1.2 + ,1.00 + ,2443.27 + ,22052 + ,-1.0 + ,1.00 + ,2513.17 + ,22680) + ,dim=c(4 + ,60) + ,dimnames=list(c('Aindex' + ,'rente' + ,'BEL20' + ,'Goud(EUR/kg)') + ,1:60)) > y <- array(NA,dim=c(4,60),dimnames=list(c('Aindex','rente','BEL20','Goud(EUR/kg)'),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/186991258392353.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 = 2.9781, p-value = 0.002901 alternative hypothesis: true tau is not equal to 0 sample estimates: tau 0.2773482 > 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/2ypt51258392353.tab") > system("convert tmp/186991258392353.ps tmp/186991258392353.png") > > > proc.time() user system elapsed 0.492 0.210 0.574