R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) 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(11.73 + ,2582.5 + ,2666 + ,36.98 + ,1 + ,4.5 + ,10605.65 + ,60.8 + ,11.75 + ,2502.5 + ,2584 + ,37.79 + ,1 + ,4.5 + ,10725.54 + ,60.8 + ,11.39 + ,2483.5 + ,2547.5 + ,36.66 + ,1 + ,4.5 + ,10746.67 + ,60.8 + ,11.54 + ,2458.5 + ,2469 + ,36.8 + ,1 + ,4.5 + ,10808.29 + ,60.8 + ,9.62 + ,2493.5 + ,2493.5 + ,37.02 + ,1 + ,4.5 + ,10836.64 + ,60.8 + ,9.82 + ,2517.5 + ,2531 + ,37 + ,1 + ,4.5 + ,10842.8 + ,60.8 + ,9.94 + ,2497.5 + ,2541.5 + ,37 + ,1 + ,5.8 + ,10857.53 + ,61.4 + ,9.9 + ,2487.5 + ,2542 + ,36.5 + ,1 + ,5.8 + ,10664.7 + ,61.4 + ,9.8 + ,2516 + ,2611.5 + ,36.33 + ,1 + ,5.8 + ,10579.1 + ,61.4 + ,9.86 + ,2493 + ,2637.5 + ,36.22 + ,1 + ,5.8 + ,10452.71 + ,61.4 + ,10.5 + ,2417.5 + ,2588.5 + ,36 + ,1 + ,5.8 + ,10526.76 + ,61.4 + ,10.33 + ,2390 + ,2567.5 + ,35.59 + ,1 + ,5.8 + ,10624.09 + ,61.4 + ,10.16 + ,2327.5 + ,2535.5 + ,35.11 + ,1 + ,5.8 + ,10754.03 + ,61.4 + ,9.91 + ,2272.5 + ,2413 + ,35.17 + ,1 + ,5.8 + ,10492.38 + ,61.4 + ,9.96 + ,2277.5 + 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,8500.8 + ,50.8 + ,6.374 + ,1946.5 + ,1986 + ,26.96 + ,1.5 + ,-10.4 + ,8514.47 + ,50.8 + ,6.33 + ,1877.5 + ,1940 + ,27.73 + ,1.5 + ,-10.4 + ,8603.7 + ,50.8 + ,6.63 + ,1907.5 + ,1997.5 + ,26.96 + ,1.5 + ,-10.4 + ,8541.93 + ,50.8 + ,6.498 + ,1947.5 + ,2017.5 + ,27.33 + ,1.5 + ,-10.4 + ,8463.16 + ,50.8 + ,6.485 + ,1937.5 + ,2022 + ,27.1 + ,1.5 + ,-10.4 + ,8479.63 + ,50.8 + ,6.36 + ,1936 + ,2016.5 + ,26.58 + ,1.5 + ,-10.4 + ,8374.91 + ,50.8) + ,dim=c(8 + ,191) + ,dimnames=list(c('koersnyrstar' + ,'Zinkprijsdagervoor' + ,'Loodprijsdagervoor' + ,'NYSEeindkoersvorigedag' + ,'RenteopLTleningenin%' + ,'Conjunctuurenquete' + ,'Nikkei' + ,'PMI(purchasingmanagersindex) ') + ,1:191)) > y <- array(NA,dim=c(8,191),dimnames=list(c('koersnyrstar','Zinkprijsdagervoor','Loodprijsdagervoor','NYSEeindkoersvorigedag','RenteopLTleningenin%','Conjunctuurenquete','Nikkei','PMI(purchasingmanagersindex) '),1:191)) > 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' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Dr. Ian E. Holliday > #To cite this work: Ian E. Holliday, 2009, YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: > #Technical description: > panel.tau <- function(x, y, digits=2, prefix='', cex.cor) + { + usr <- par('usr'); on.exit(par(usr)) + par(usr = c(0, 1, 0, 1)) + rr <- cor.test(x, y, method=par1) + r <- round(rr$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/wessaorg/rcomp/tmp/1yrbx1323801849.ps",horizontal=F,onefile=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) Warning messages: 1: In strwidth(labels, "user") : font width unknown for character 0xd 2: In text.default(x, y, txt, cex = cex, font = font) : font width unknown for character 0xd 3: In text.default(x, y, txt, cex = cex, font = font) : font metrics unknown for character 0xd > dev.off() null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > n <- length(y[,1]) > n [1] 8 > 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$estimate,3)) + } + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/2nwhx1323801849.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'pair',1,TRUE) > a<-table.element(a,'Pearson r',1,TRUE) > a<-table.element(a,'Spearman rho',1,TRUE) > a<-table.element(a,'Kendall tau',1,TRUE) > a<-table.row.end(a) > cor.test(y[1,],y[2,],method=par1) Kendall's rank correlation tau data: y[1, ] and y[2, ] z = 12.4109, p-value < 2.2e-16 alternative hypothesis: true tau is not equal to 0 sample estimates: tau 0.6055183 > for (i in 1:(n-1)) + { + for (j in (i+1):n) + { + a<-table.row.start(a) + dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='') + a<-table.element(a,dum,header=TRUE) + rp <- cor.test(y[i,],y[j,],method='pearson') + a<-table.element(a,round(rp$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 28 warnings (use warnings() to see them) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/3d90n1323801849.tab") > > try(system("convert tmp/1yrbx1323801849.ps tmp/1yrbx1323801849.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.372 0.122 2.483