R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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.

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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(31.33
+ ,112.39
+ ,5.39
+ ,105.81
+ ,56.94
+ ,97.59
+ ,1.96
+ ,107.16
+ ,59.52
+ ,142.30
+ ,4.41
+ ,107.83
+ ,71.40
+ ,120.79
+ ,20.09
+ ,108.85
+ ,115.44
+ ,121.24
+ ,28.91
+ ,109.52
+ ,142.97
+ ,104.61
+ ,36.26
+ ,110.19
+ ,119.09
+ ,119.86
+ ,36.26
+ ,111.20
+ ,170.31
+ ,117.81
+ ,33.32
+ ,111.54
+ ,122.78
+ ,91.86
+ ,45.57
+ ,111.88
+ ,80.42
+ ,117.37
+ ,44.10
+ ,112.55
+ ,50.45
+ ,112.84
+ ,44.59
+ ,112.55
+ ,55.18
+ ,101.95
+ ,39.20
+ ,112.55
+ ,35.93
+ ,120.52
+ ,36.26
+ ,114.24
+ ,58.80
+ ,102.84
+ ,38.22
+ ,116.26
+ ,65.24
+ ,137.41
+ ,32.34
+ ,116.60
+ ,80.90
+ ,118.97
+ ,27.44
+ ,118.62
+ ,126.72
+ ,125.01
+ ,19.60
+ ,119.63
+ ,132.76
+ ,118.57
+ ,20.58
+ ,120.64
+ ,122.36
+ ,130.61
+ ,23.52
+ ,121.65
+ ,166.64
+ ,116.30
+ ,25.48
+ ,122.33
+ ,127.97
+ ,99.15
+ ,29.40
+ ,122.66
+ ,84.01
+ ,110.26
+ ,24.50
+ ,123.00
+ ,50.95
+ ,107.59
+ ,23.52
+ ,123.34
+ ,59.49
+ ,107.01
+ ,29.40
+ ,124.68
+ ,42.42
+ ,113.77
+ ,26.46
+ ,125.02
+ ,65.24
+ ,93.33
+ ,29.40
+ ,125.02
+ ,59.20
+ ,147.32
+ ,32.83
+ ,125.36
+ ,95.66
+ ,124.48
+ ,39.69
+ ,125.70
+ ,125.15
+ ,106.79
+ ,40.67
+ ,125.70
+ ,132.28
+ ,134.39
+ ,39.69
+ ,126.03
+ ,153.07
+ ,111.41
+ ,41.65
+ ,126.37
+ ,146.08
+ ,132.43
+ ,53.90
+ ,126.37
+ ,133.08
+ ,98.26
+ ,52.43
+ ,126.71
+ ,85.77
+ ,109.81
+ ,47.53
+ ,126.71
+ ,53.35
+ ,115.28
+ ,45.08
+ ,127.04
+ ,60.93
+ ,108.97
+ ,42.14
+ ,127.04
+ ,42.23
+ ,99.19
+ ,46.06
+ ,127.38
+ ,55.98
+ ,105.46
+ ,36.75
+ ,127.72
+ ,58.27
+ ,138.97
+ ,21.56
+ ,128.05
+ ,95.50
+ ,124.52
+ ,15.19
+ ,129.40
+ ,124.14
+ ,117.37
+ ,15.19
+ ,131.09
+ ,129.91
+ ,123.86
+ ,27.93
+ ,131.42
+ ,154.83
+ ,116.39
+ ,20.09
+ ,131.76
+ ,148.90
+ ,124.70
+ ,16.17
+ ,132.10
+ ,142.01
+ ,97.46
+ ,9.31
+ ,132.43
+ ,81.96
+ ,103.24
+ ,14.21
+ ,132.77
+ ,53.45
+ ,112.39
+ ,25.48
+ ,132.77
+ ,61.19
+ ,107.19
+ ,30.38
+ ,133.11
+ ,40.26
+ ,100.53
+ ,43.12
+ ,133.45
+ ,52.63
+ ,95.73
+ ,44.10
+ ,133.78
+ ,65.95
+ ,143.54
+ ,56.84
+ ,134.12
+ ,93.05
+ ,101.99
+ ,50.47
+ ,134.46
+ ,124.35
+ ,120.66
+ ,61.74
+ ,134.79
+ ,148.53
+ ,121.46
+ ,47.53
+ ,134.79
+ ,149.19
+ ,102.97
+ ,56.84
+ ,135.13
+ ,154.14
+ ,121.32
+ ,46.06
+ ,135.13
+ ,164.86
+ ,85.02
+ ,47.04
+ ,136.82
+ ,80.58
+ ,106.21
+ ,53.90
+ ,137.15
+ ,51.33
+ ,110.39
+ ,48.02
+ ,142.54
+ ,67.87
+ ,87.10
+ ,44.10
+ ,143.89)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('Huwelijk'
+ ,'Echtsch'
+ ,'Econo'
+ ,'Werkloos')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('Huwelijk','Echtsch','Econo','Werkloos'),1:60))
>  for (i in 1:dim(x)[1])
+  {
+  	for (j in 1:dim(x)[2])
+  	{
+  		y[i,j] <- as.numeric(x[i,j])
+  	}
+  }
> main = 'Kendall tau Correlation Plot'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method='kendall')
+ r <- round(rr$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/www/html/rcomp/tmp/1dur11262091784.ps",horizontal=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/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'pair',1,TRUE)
> a<-table.element(a,'tau',1,TRUE)
> a<-table.element(a,'p-value',1,TRUE)
> a<-table.row.end(a)
> n <- length(y[,1])
> n
[1] 4
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 0.8483, p-value = 0.3963
alternative hypothesis: true tau is not equal to 0 
sample estimates:
       tau 
0.07520498 

> for (i in 1:(n-1))
+ {
+ for (j in (i+1):n)
+ {
+ a<-table.row.start(a)
+ dum <- paste('tau(',dimnames(t(x))[[2]][i])
+ dum <- paste(dum,',')
+ dum <- paste(dum,dimnames(t(x))[[2]][j])
+ dum <- paste(dum,')')
+ a<-table.element(a,dum,header=TRUE)
+ r <- cor.test(y[i,],y[j,],method='kendall')
+ a<-table.element(a,r$estimate)
+ a<-table.element(a,r$p.value)
+ a<-table.row.end(a)
+ }
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/2a0781262091784.tab") 
> try(system("convert tmp/1dur11262091784.ps tmp/1dur11262091784.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.473   0.213   0.736