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)

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Type 'demo()' for some demos, 'help()' for on-line help, or
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> x <- array(list(611
+ ,0.072
+ ,0.0213
+ ,639
+ ,0.073
+ ,0.0218
+ ,630
+ ,0.073
+ ,0.0290
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+ ,0.074
+ ,0.0267
+ ,552
+ ,0.073
+ ,0.0181
+ ,619
+ ,0.074
+ ,0.0133
+ ,681
+ ,0.074
+ ,0.0088
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+ ,0.076
+ ,0.0128
+ ,307
+ ,0.076
+ ,0.0126
+ ,754
+ ,0.077
+ ,0.0126
+ ,690
+ ,0.077
+ ,0.0129
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+ ,0.078
+ ,0.0110
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+ ,0.0137
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+ ,0.080
+ ,0.0121
+ ,651
+ ,0.081
+ ,0.0174
+ ,691
+ ,0.081
+ ,0.0176
+ ,627
+ ,0.082
+ ,0.0148
+ ,634
+ ,0.081
+ ,0.0104
+ ,731
+ ,0.081
+ ,0.0162
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+ ,0.080
+ ,0.0179
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+ ,0.082
+ ,0.0180
+ ,722
+ ,0.084
+ ,0.0158
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+ ,0.084
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+ ,0.0159
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+ ,0.086
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+ ,0.0226
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+ ,0.089
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+ ,0.0060
+ ,734
+ ,0.077
+ ,-0.0037
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+ ,-0.0119
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+ ,0.080
+ ,-0.0097
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+ ,0.081
+ ,-0.0012
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+ ,0.0026
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+ ,0.0062
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+ ,0.0070
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+ ,0.0286
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+ ,0.0310
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+ ,0.0339
+ ,1001
+ ,0.070
+ ,0.0352
+ ,734
+ ,0.070
+ ,0.0341
+ ,996
+ ,0.070
+ ,0.0335
+ ,869
+ ,0.070
+ ,0.0367
+ ,599
+ ,0.069
+ ,0.0375
+ ,426
+ ,0.068
+ ,0.0360
+ ,1138
+ ,0.067
+ ,0.0355
+ ,1091
+ ,0.066
+ ,0.0357)
+ ,dim=c(3
+ ,120)
+ ,dimnames=list(c('AantalFaillissementen'
+ ,'Werkloosheidsgraad'
+ ,'Inflatie')
+ ,1:120))
>  y <- array(NA,dim=c(3,120),dimnames=list(c('AantalFaillissementen','Werkloosheidsgraad','Inflatie'),1:120))
>  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'
> 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$counts; y <- y/max(y)
+ rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
+ }
> postscript(file="/var/wessaorg/rcomp/tmp/1f5qe1324581109.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
> dev.off()
null device 
          1 
> 
> #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
> 
> n <- length(y[,1])
> n
[1] 3
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,paste('Correlations for all pairs of data series (method=',par1,')',sep=''),n+1,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,' ',header=TRUE)
> for (i in 1:n) {
+ a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
+ }
> a<-table.row.end(a)
> for (i in 1:n) {
+ a<-table.row.start(a)
+ a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
+ for (j in 1:n) {
+ r <- cor.test(y[i,],y[j,],method=par1)
+ a<-table.element(a,round(r$estimate,3))
+ }
+ a<-table.row.end(a)
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/2q1gs1324581109.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 = -0.5869, p-value = 0.5573
alternative hypothesis: true tau is not equal to 0 
sample estimates:
        tau 
-0.03721061 

> 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/3vz511324581109.tab") 
> 
> try(system("convert tmp/1f5qe1324581109.ps tmp/1f5qe1324581109.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.669   0.105   0.765