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(3030.29
+ ,25.64
+ ,2803.47
+ ,27.97
+ ,2767.63
+ ,27.62
+ ,2882.6
+ ,23.31
+ ,2863.36
+ ,29.07
+ ,2897.06
+ ,29.58
+ ,3012.61
+ ,28.63
+ ,3142.95
+ ,29.92
+ ,3032.93
+ ,32.68
+ ,3045.78
+ ,31.54
+ ,3110.52
+ ,32.43
+ ,3013.24
+ ,26.54
+ ,2987.1
+ ,25.85
+ ,2995.55
+ ,27.6
+ ,2833.18
+ ,25.71
+ ,2848.96
+ ,25.38
+ ,2794.83
+ ,28.57
+ ,2845.26
+ ,27.64
+ ,2915.03
+ ,25.36
+ ,2892.63
+ ,25.9
+ ,2604.42
+ ,26.29
+ ,2641.65
+ ,21.74
+ ,2659.81
+ ,19.2
+ ,2638.53
+ ,19.32
+ ,2720.25
+ ,19.82
+ ,2745.88
+ ,20.36
+ ,2735.7
+ ,24.31
+ ,2811.7
+ ,25.97
+ ,2799.43
+ ,25.61
+ ,2555.28
+ ,24.67
+ ,2304.98
+ ,25.59
+ ,2214.95
+ ,26.09
+ ,2065.81
+ ,28.37
+ ,1940.49
+ ,27.34
+ ,2042
+ ,24.46
+ ,1995.37
+ ,27.46
+ ,1946.81
+ ,30.23
+ ,1765.9
+ ,32.33
+ ,1635.25
+ ,29.87
+ ,1833.42
+ ,24.87
+ ,1910.43
+ ,25.48
+ ,1959.67
+ ,27.28
+ ,1969.6
+ ,28.24
+ ,2061.41
+ ,29.58
+ ,2093.48
+ ,26.95
+ ,2120.88
+ ,29.08
+ ,2174.56
+ ,28.76
+ ,2196.72
+ ,29.59
+ ,2350.44
+ ,30.7
+ ,2440.25
+ ,30.52
+ ,2408.64
+ ,32.67
+ ,2472.81
+ ,33.19
+ ,2407.6
+ ,37.13
+ ,2454.62
+ ,35.54
+ ,2448.05
+ ,37.75
+ ,2497.84
+ ,41.84
+ ,2645.64
+ ,42.94
+ ,2756.76
+ ,49.14
+ ,2849.27
+ ,44.61
+ ,2921.44
+ ,40.22
+ ,2981.85
+ ,44.23
+ ,3080.58
+ ,45.85
+ ,3106.22
+ ,53.38
+ ,3119.31
+ ,53.26
+ ,3061.26
+ ,51.8
+ ,3097.31
+ ,55.3
+ ,3161.69
+ ,57.81
+ ,3257.16
+ ,63.96
+ ,3277.01
+ ,63.77
+ ,3295.32
+ ,59.15
+ ,3363.99
+ ,56.12
+ ,3494.17
+ ,57.42
+ ,3667.03
+ ,63.52
+ ,3813.06
+ ,61.71
+ ,3917.96
+ ,63.01
+ ,3895.51
+ ,68.18
+ ,3801.06
+ ,72.03
+ ,3570.12
+ ,69.75
+ ,3701.61
+ ,74.41
+ ,3862.27
+ ,74.33
+ ,3970.1
+ ,64.24
+ ,4138.52
+ ,60.03
+ ,4199.75
+ ,59.44
+ ,4290.89
+ ,62.5
+ ,4443.91
+ ,55.04
+ ,4502.64
+ ,58.34
+ ,4356.98
+ ,61.92
+ ,4591.27
+ ,67.65
+ ,4696.96
+ ,67.68
+ ,4621.4
+ ,70.3
+ ,4562.84
+ ,75.26
+ ,4202.52
+ ,71.44
+ ,4296.49
+ ,76.36
+ ,4435.23
+ ,81.71
+ ,4105.18
+ ,92.6
+ ,4116.68
+ ,90.6
+ ,3844.49
+ ,92.23
+ ,3720.98
+ ,94.09
+ ,3674.4
+ ,102.79
+ ,3857.62
+ ,109.65
+ ,3801.06
+ ,124.05
+ ,3504.37
+ ,132.69
+ ,3032.6
+ ,135.81
+ ,3047.03
+ ,116.07
+ ,2962.34
+ ,101.42
+ ,2197.82
+ ,75.73
+ ,2014.45
+ ,55.48
+ ,1862.83
+ ,43.8
+ ,1905.41
+ ,45.29)
+ ,dim=c(2
+ ,109)
+ ,dimnames=list(c('Aandelenkoers'
+ ,'Olieprijs')
+ ,1:109))
>  y <- array(NA,dim=c(2,109),dimnames=list(c('Aandelenkoers','Olieprijs'),1:109))
>  for (i in 1:dim(x)[1])
+  {
+  	for (j in 1:dim(x)[2])
+  	{
+  		y[i,j] <- as.numeric(x[i,j])
+  	}
+  }
> par1 = 'pearson'
> main = 'Correlatie Matrix koers  - olie'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Patrick Wessa
> #To cite this work: Patrick Wessa, (2010), Multivariate Correlation Matrix (v1.0.4) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/Patrick.Wessa/rwasp_pairs.wasp#output/
> #Source of accompanying publication: 
> #Technical description: 
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method=par1)
+ r <- round(rr$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/1dic21291912866.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")
> 
> n <- length(y[,1])
> n
[1] 2
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,paste('Correlations for all pairs of data series (method=',par1,')',sep=''),n+1,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,' ',header=TRUE)
> for (i in 1:n) {
+ a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
+ }
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
+ for (j in 1:n) {
+ r <- cor.test(y[i,],y[j,],method=par1)
+ a<-table.element(a,round(r$estimate,3))
+ }
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/2y1aq1291912866.tab") 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'pair',1,TRUE)
> a<-table.element(a,'Pearson r',1,TRUE)
> a<-table.element(a,'Spearman rho',1,TRUE)
> a<-table.element(a,'Kendall tau',1,TRUE)
> a<-table.row.end(a)
> cor.test(y[1,],y[2,],method=par1)

	Pearson's product-moment correlation

data:  y[1, ] and y[2, ] 
t = 8.0845, df = 107, p-value = 1.031e-12
alternative hypothesis: true correlation is not equal to 0 
95 percent confidence interval:
 0.4837229 0.7204453 
sample estimates:
      cor 
0.6157941 

> for (i in 1:(n-1))
+ {
+ for (j in (i+1):n)
+ {
+ a<-table.row.start(a)
+ dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='')
+ a<-table.element(a,dum,header=TRUE)
+ rp <- cor.test(y[i,],y[j,],method='pearson')
+ a<-table.element(a,round(rp$estimate,4))
+ rs <- cor.test(y[i,],y[j,],method='spearman')
+ a<-table.element(a,round(rs$estimate,4))
+ rk <- cor.test(y[i,],y[j,],method='kendall')
+ a<-table.element(a,round(rk$estimate,4))
+ a<-table.row.end(a)
+ a<-table.row.start(a)
+ a<-table.element(a,'p-value',header=T)
+ a<-table.element(a,paste('(',round(rp$p.value,4),')',sep=''))
+ a<-table.element(a,paste('(',round(rs$p.value,4),')',sep=''))
+ a<-table.element(a,paste('(',round(rk$p.value,4),')',sep=''))
+ a<-table.row.end(a)
+ }
+ }
Warning message:
In cor.test.default(y[i, ], y[j, ], method = "spearman") :
  Cannot compute exact p-values with ties
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/3ubqg1291912866.tab") 
> 
> try(system("convert tmp/1dic21291912866.ps tmp/1dic21291912866.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.433   0.193   0.856