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(1
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+ ,0
+ ,-6.323531
+ ,0.218885
+ ,0.00435
+ ,26.436
+ ,0.7567
+ ,0
+ ,-6.085567
+ ,0.192375
+ ,0.0043
+ ,26.55
+ ,0.776158
+ ,0
+ ,-5.943501
+ ,0.19215
+ ,0.00478
+ ,26.547
+ ,0.7667
+ ,0
+ ,-6.012559
+ ,0.229298
+ ,0.0059
+ ,25.445
+ ,0.756482
+ ,0
+ ,-5.966779
+ ,0.197938
+ ,0.00401
+ ,26.005
+ ,0.761255
+ ,0
+ ,-6.016891
+ ,0.109256
+ ,0.00415
+ ,26.143
+ ,0.763242
+ ,1
+ ,-6.486822
+ ,0.197919
+ ,0.0057
+ ,24.151
+ ,0.745957
+ ,1
+ ,-6.311987
+ ,0.182459
+ ,0.00488
+ ,24.412
+ ,0.762508
+ ,1
+ ,-5.711205
+ ,0.240875
+ ,0.0054
+ ,23.683
+ ,0.778349
+ ,1
+ ,-6.261446
+ ,0.183218
+ ,0.00611
+ ,23.133
+ ,0.75932
+ ,1
+ ,-5.704053
+ ,0.216204
+ ,0.00639
+ ,22.866
+ ,0.768845
+ ,1
+ ,-6.27717
+ ,0.109397
+ ,0.00595
+ ,23.008
+ ,0.75718
+ ,0
+ ,-5.61907
+ ,0.191576
+ ,0.00955
+ ,23.079
+ ,0.669565
+ ,0
+ ,-5.198864
+ ,0.206768
+ ,0.01179
+ ,22.085
+ ,0.656516
+ ,0
+ ,-5.592584
+ ,0.133917
+ ,0.00737
+ ,24.199
+ ,0.654331
+ ,0
+ ,-6.431119
+ ,0.15331
+ ,0.01397
+ ,23.958
+ ,0.667654
+ ,0
+ ,-6.359018
+ ,0.116636
+ ,0.0068
+ ,25.023
+ ,0.663884
+ ,0
+ ,-6.710219
+ ,0.149694
+ ,0.00703
+ ,24.775
+ ,0.659132
+ ,0
+ ,-6.934474
+ ,0.15989
+ ,0.04441
+ ,19.368
+ ,0.683761
+ ,0
+ ,-6.538586
+ ,0.121952
+ ,0.02764
+ ,19.517
+ ,0.657899
+ ,0
+ ,-6.195325
+ ,0.129303
+ ,0.0181
+ ,19.147
+ ,0.683244
+ ,0
+ ,-6.787197
+ ,0.158453
+ ,0.10715
+ ,17.883
+ ,0.655683
+ ,0
+ ,-6.744577
+ ,0.207454
+ ,0.07223
+ ,19.02
+ ,0.643956
+ ,0
+ ,-5.724056
+ ,0.190667
+ ,0.04398
+ ,21.209
+ ,0.664357)
+ ,dim=c(6
+ ,195)
+ ,dimnames=list(c('status'
+ ,'spread1'
+ ,'spread2'
+ ,'NHR'
+ ,'HNR'
+ ,'DFA')
+ ,1:195))
>  y <- array(NA,dim=c(6,195),dimnames=list(c('status','spread1','spread2','NHR','HNR','DFA'),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/1hxp41386337832.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] 6
> 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/2vys51386337832.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 = 9.5092, df = 193, p-value < 2.2e-16
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
 0.4609063 0.6534854
sample estimates:
     cor 
0.564838 

> 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
+ }
+ }
+ }
There were 12 warnings (use warnings() to see them)
> a<-table.end(a)
> table.save(a,file="/var/fisher/rcomp/tmp/3gt721386337832.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/47n9o1386337832.tab") 
> 
> try(system("convert tmp/1hxp41386337832.ps tmp/1hxp41386337832.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  4.016   0.967   4.949