R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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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(1.2894
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+ ,0.9059
+ ,7.5000
+ ,7.5000
+ ,109.4000
+ ,2641.6500
+ ,14.4000
+ ,13.1000
+ ,-26.0000
+ ,-18.0000
+ ,28.0000
+ ,0.9111
+ ,6.8000
+ ,7.5000
+ ,101.0000
+ ,2604.4200
+ ,13.3000
+ ,12.3000
+ ,-25.0000
+ ,-14.0000
+ ,36.0000
+ ,0.9005
+ ,6.4000
+ ,6.8000
+ ,94.7000
+ ,2892.6300
+ ,11.3000
+ ,11.4000
+ ,-13.0000
+ ,-4.0000
+ ,60.0000
+ ,0.8607
+ ,6.2000
+ ,6.4000
+ ,81.0000
+ ,2915.0300
+ ,13.2000
+ ,11.8000
+ ,-6.0000
+ ,0.0000
+ ,43.0000
+ ,0.8532
+ ,6.0000
+ ,6.2000
+ ,106.2000
+ ,2845.2600
+ ,14.1000
+ ,13.4000
+ ,-1.0000
+ ,4.0000
+ ,23.0000
+ ,0.8742
+ ,6.3000
+ ,6.0000
+ ,101.9000
+ ,2794.8300
+ ,14.0000
+ ,13.6000
+ ,1.0000
+ ,4.0000
+ ,15.0000
+ ,0.8920
+ ,6.3000
+ ,6.3000
+ ,96.4000
+ ,2848.9600
+ ,12.9000
+ ,12.9000
+ ,1.0000
+ ,3.0000
+ ,7.0000
+ ,0.9095
+ ,6.1000
+ ,6.3000
+ ,110.4000
+ ,2833.1800
+ ,15.2000
+ ,14.5000
+ ,-2.0000
+ ,3.0000
+ ,6.0000
+ ,0.9217
+ ,6.1000
+ ,6.1000
+ ,100.5000
+ ,2995.5500
+ ,13.6000
+ ,13.3000
+ ,2.0000
+ ,7.0000
+ ,8.0000
+ ,0.9383
+ ,6.3000
+ ,6.1000
+ ,98.8000
+ ,2987.1000
+ ,13.7000
+ ,13.5000
+ ,3.0000
+ ,8.0000
+ ,5.0000)
+ ,dim=c(10
+ ,116)
+ ,dimnames=list(c('WSK'
+ ,'WER'
+ ,'WER(d-1)'
+ ,'INP'
+ ,'BE2'
+ ,'Uit'
+ ,'INV'
+ ,'CE-AES'
+ ,'CE-CV'
+ ,'CE-WER')
+ ,1:116))
>  y <- array(NA,dim=c(10,116),dimnames=list(c('WSK','WER','WER(d-1)','INP','BE2','Uit','INV','CE-AES','CE-CV','CE-WER'),1:116))
>  for (i in 1:dim(x)[1])
+  {
+  	for (j in 1:dim(x)[2])
+  	{
+  		y[i,j] <- as.numeric(x[i,j])
+  	}
+  }
> par1 = 'kendall'
> main = 'Correlation Matrix'
> par1 <- 'pearson'
> #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/Patrick.Wessa/rwasp_pairs.wasp/
> #Source of accompanying publication: 
> #Technical description: 
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method=par1)
+ r <- round(rr$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/10ni31292937044.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] 10
> 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/2wfxb1292937044.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 = 2.3177, df = 114, p-value = 0.02225
alternative hypothesis: true correlation is not equal to 0 
95 percent confidence interval:
 0.03101107 0.37975798 
sample estimates:
      cor 
0.2121283 

> 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)
+ }
+ }
There were 45 warnings (use warnings() to see them)
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/3hxeh1292937044.tab") 
> 
> try(system("convert tmp/10ni31292937044.ps tmp/10ni31292937044.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  1.709   0.646   3.611