R version 3.0.2 (2013-09-25) -- "Frisbee Sailing" Copyright (C) 2013 The R Foundation for Statistical Computing Platform: i686-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(119.992 + ,157.302 + ,74.997 + ,0.00007 + ,0.00554 + ,122.4 + ,148.65 + ,113.819 + ,0.00008 + ,0.00696 + ,116.682 + ,131.111 + ,111.555 + ,0.00009 + ,0.00781 + ,116.676 + ,137.871 + ,111.366 + ,0.00009 + ,0.00698 + ,116.014 + ,141.781 + ,110.655 + ,0.00011 + ,0.00908 + ,120.552 + ,131.162 + ,113.787 + ,0.00008 + ,0.0075 + ,120.267 + ,137.244 + ,114.82 + ,0.00003 + ,0.00202 + ,107.332 + ,113.84 + ,104.315 + ,0.00003 + ,0.00182 + ,95.73 + ,132.068 + ,91.754 + ,0.00006 + ,0.00332 + ,95.056 + ,120.103 + ,91.226 + ,0.00006 + ,0.00332 + ,88.333 + ,112.24 + ,84.072 + ,0.00006 + ,0.0033 + ,91.904 + ,115.871 + ,86.292 + ,0.00006 + ,0.00336 + ,136.926 + ,159.866 + ,131.276 + ,0.00002 + ,0.00153 + ,139.173 + ,179.139 + ,76.556 + ,0.00003 + ,0.00208 + ,152.845 + ,163.305 + ,75.836 + ,0.00002 + ,0.00149 + ,142.167 + ,217.455 + ,83.159 + ,0.00003 + ,0.00203 + ,144.188 + ,349.259 + ,82.764 + ,0.00004 + ,0.00292 + ,168.778 + ,232.181 + ,75.603 + ,0.00004 + 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,102.137 + ,0.00001 + ,0.00153 + ,237.323 + ,243.709 + ,229.256 + ,0.00001 + ,0.00159 + ,260.105 + ,264.919 + ,237.303 + ,0.00001 + ,0.00186 + ,197.569 + ,217.627 + ,90.794 + ,0.00004 + ,0.00448 + ,240.301 + ,245.135 + ,219.783 + ,0.00002 + ,0.00283 + ,244.99 + ,272.21 + ,239.17 + ,0.00002 + ,0.00237 + ,112.547 + ,133.374 + ,105.715 + ,0.00003 + ,0.0019 + ,110.739 + ,113.597 + ,100.139 + ,0.00003 + ,0.002 + ,113.715 + ,116.443 + ,96.913 + ,0.00003 + ,0.00203 + ,117.004 + ,144.466 + ,99.923 + ,0.00003 + ,0.00218 + ,115.38 + ,123.109 + ,108.634 + ,0.00003 + ,0.00199 + ,116.388 + ,129.038 + ,108.97 + ,0.00003 + ,0.00213 + ,151.737 + ,190.204 + ,129.859 + ,0.00002 + ,0.00162 + ,148.79 + ,158.359 + ,138.99 + ,0.00002 + ,0.00186 + ,148.143 + ,155.982 + ,135.041 + ,0.00003 + ,0.00231 + ,150.44 + ,163.441 + ,144.736 + ,0.00003 + ,0.00233 + ,148.462 + ,161.078 + ,141.998 + ,0.00003 + ,0.00235 + ,149.818 + ,163.417 + ,144.786 + ,0.00002 + ,0.00198 + ,117.226 + ,123.925 + ,106.656 + ,0.00004 + ,0.0027 + ,116.848 + ,217.552 + ,99.503 + ,0.00005 + ,0.00346 + ,116.286 + ,177.291 + ,96.983 + ,0.00003 + ,0.00192 + ,116.556 + ,592.03 + ,86.228 + ,0.00004 + ,0.00263 + ,116.342 + ,581.289 + ,94.246 + ,0.00002 + ,0.00148 + ,114.563 + ,119.167 + ,86.647 + ,0.00003 + ,0.00184 + ,201.774 + ,262.707 + ,78.228 + ,0.00003 + ,0.00396 + ,174.188 + ,230.978 + ,94.261 + ,0.00003 + ,0.00259 + ,209.516 + ,253.017 + ,89.488 + ,0.00003 + ,0.00292 + ,174.688 + ,240.005 + ,74.287 + ,0.00008 + ,0.00564 + ,198.764 + ,396.961 + ,74.904 + ,0.00004 + ,0.0039 + ,214.289 + ,260.277 + ,77.973 + ,0.00003 + ,0.00317) + ,dim=c(5 + ,195) + ,dimnames=list(c('MDVP:Fo(Hz)' + ,'MDVP:Fhi(Hz)' + ,'MDVP:Flo(Hz)' + ,'MDVP:Jitter(Abs)' + ,'MDVP:PPQ') + ,1:195)) > y <- array(NA,dim=c(5,195),dimnames=list(c('MDVP:Fo(Hz)','MDVP:Fhi(Hz)','MDVP:Flo(Hz)','MDVP:Jitter(Abs)','MDVP:PPQ'),1:195)) > 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 = 'Scatter Plots and p-values' > par1 <- 'pearson' > #'GNU S' R Code compiled by R2WASP v. 1.2.327 () > #Author: root > #To cite this work: Patrick Wessa, (2013), Multivariate Correlation Matrix (v1.0.7) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/Patrick.Wessa/rwasp_pairs.wasp/ > #Source of accompanying publication: > # > panel.tau <- function(x, y, digits=2, prefix='', cex.cor) + { + usr <- par('usr'); on.exit(par(usr)) + par(usr = c(0, 1, 0, 1)) + rr <- cor.test(x, y, method=par1) + r <- round(rr$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/fisher/rcomp/tmp/1wvsr1386099596.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/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > n <- length(y[,1]) > n [1] 5 > 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$estimate,3)) + } + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/27z311386099596.tab") > ncorrs <- (n*n -n)/2 > mycorrs <- array(0, dim=c(10,3)) > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'pair',1,TRUE) > a<-table.element(a,'Pearson r',1,TRUE) > a<-table.element(a,'Spearman rho',1,TRUE) > a<-table.element(a,'Kendall tau',1,TRUE) > a<-table.row.end(a) > cor.test(y[1,],y[2,],method=par1) Pearson's product-moment correlation data: y[1, ] and y[2, ] t = 6.0809, df = 193, p-value = 6.282e-09 alternative hypothesis: true correlation is not equal to 0 95 percent confidence interval: 0.2760244 0.5126146 sample estimates: cor 0.4009847 > for (i in 1:(n-1)) + { + for (j in (i+1):n) + { + a<-table.row.start(a) + dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='') + a<-table.element(a,dum,header=TRUE) + rp <- cor.test(y[i,],y[j,],method='pearson') + a<-table.element(a,round(rp$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$p.value,4),')',sep='')) + a<-table.row.end(a) + for (iii in 1:10) { + iiid100 <- iii / 100 + if (rp$p.value < iiid100) mycorrs[iii, 1] = mycorrs[iii, 1] + 1 + if (rs$p.value < iiid100) mycorrs[iii, 2] = mycorrs[iii, 2] + 1 + if (rk$p.value < iiid100) mycorrs[iii, 3] = mycorrs[iii, 3] + 1 + } + } + } Warning messages: 1: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-value with ties 2: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-value with ties 3: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-value with ties 4: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-value with ties 5: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-value with ties 6: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-value with ties 7: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-value with ties > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/3geoe1386099596.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Meta Analysis of Correlation Tests',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Number of significant by total number of Correlations',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Type I error',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) > for (iii in 1:10) { + iiid100 <- iii / 100 + a<-table.row.start(a) + a<-table.element(a,round(iiid100,2),header=T) + a<-table.element(a,round(mycorrs[iii,1]/ncorrs,2)) + a<-table.element(a,round(mycorrs[iii,2]/ncorrs,2)) + a<-table.element(a,round(mycorrs[iii,3]/ncorrs,2)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/fisher/rcomp/tmp/4no0k1386099596.tab") > > try(system("convert tmp/1wvsr1386099596.ps tmp/1wvsr1386099596.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 6.384 1.708 7.888