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(589 + ,248.85 + ,65453 + ,559 + ,249.68 + ,65715 + ,623 + ,251.13 + ,66261 + ,617 + ,251.24 + ,66332 + ,603 + ,253.24 + ,66229 + ,558 + ,254.66 + ,66579 + ,609 + ,255.85 + ,66817 + ,583 + ,256.93 + ,67373 + ,570 + ,258.99 + ,68078 + ,543 + ,258.30 + ,69137 + ,598 + ,260.53 + ,69816 + ,569 + ,260.65 + ,70252 + ,552 + ,260.98 + ,70389 + ,514 + ,262.09 + ,70572 + ,569 + ,263.18 + ,70780 + ,529 + ,262.62 + ,70912 + ,515 + ,263.18 + ,71594 + ,481 + ,264.91 + ,72587 + ,536 + ,265.20 + ,73677 + ,498 + ,266.14 + ,74712 + ,446 + ,268.15 + ,75208 + ,503 + ,270.62 + ,75657 + ,470 + ,272.65 + ,76011 + ,458 + ,274.50 + ,76748 + ,437 + ,274.37 + ,76537 + ,502 + ,277.85 + ,76622 + ,482 + ,280.15 + ,76404 + ,474 + ,280.67 + ,76219 + ,457 + ,281.42 + ,76875 + ,522 + ,283.23 + ,77374 + ,513 + ,283.34 + ,77743 + ,515 + ,284.09 + ,78030 + ,506 + ,285.47 + ,77805 + ,576 + ,287.27 + ,77905 + ,556 + ,287.96 + ,78158 + ,559 + ,289.05 + ,78616 + ,541 + ,289.84 + ,79740 + ,606 + ,292.68 + ,80312 + ,600 + ,294.61 + ,80921 + ,588 + ,296.22 + ,81078 + ,570 + ,296.70 + ,81394 + ,626 + ,300.82 + ,81787 + ,601 + ,303.57 + ,82252 + ,588 + ,304.32 + ,82854 + ,573 + ,304.52 + ,83498 + ,622 + ,306.69 + ,83811 + ,570 + ,308.73 + ,84531 + ,547 + ,308.30 + ,85330 + ,512 + ,309.67 + ,86247 + ,554 + ,311.68 + ,86386 + ,517 + ,312.62 + ,86918 + ,506 + ,315.18 + ,87184 + ,479 + ,320.19 + ,87843 + ,527 + ,325.96 + ,88204 + ,508 + ,330.45 + ,87675 + ,532 + ,329.16 + ,85964 + ,532 + ,327.53 + ,84387 + ,588 + ,326.87 + ,84530 + ,566 + ,326.52 + ,85497 + ,573 + ,326.65 + ,85968 + ,545 + ,329.25 + ,86030 + ,597 + ,333.11 + ,86963 + ,555 + ,334.51 + ,87324 + ,548 + ,336.21 + ,87770 + ,524 + ,339.91 + ,88534 + ,572 + ,344.53 + ,88888) + ,dim=c(3 + ,66) + ,dimnames=list(c('Werkloosheid' + ,'CPI' + ,'BBP') + ,1:66)) > y <- array(NA,dim=c(3,66),dimnames=list(c('Werkloosheid','CPI','BBP'),1:66)) > 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/1ipfy1324132089.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) > 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] 3 > 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$estimate,3)) + } + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/2h9391324132089.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'pair',1,TRUE) > a<-table.element(a,'Pearson r',1,TRUE) > a<-table.element(a,'Spearman rho',1,TRUE) > a<-table.element(a,'Kendall tau',1,TRUE) > a<-table.row.end(a) > cor.test(y[1,],y[2,],method=par1) Kendall's rank correlation tau data: y[1, ] and y[2, ] z = -0.3653, p-value = 0.7149 alternative hypothesis: true tau is not equal to 0 sample estimates: tau -0.03086286 > for (i in 1:(n-1)) + { + for (j in (i+1):n) + { + a<-table.row.start(a) + dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='') + a<-table.element(a,dum,header=TRUE) + rp <- cor.test(y[i,],y[j,],method='pearson') + a<-table.element(a,round(rp$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 messages: 1: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-values with ties 2: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-values with ties 3: 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/wessaorg/rcomp/tmp/3v2xp1324132089.tab") > > try(system("convert tmp/1ipfy1324132089.ps tmp/1ipfy1324132089.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.645 0.108 1.340