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.

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(8.9
+ ,2.86
+ ,101
+ ,100.64
+ ,8.6
+ ,2.55
+ ,100.88
+ ,100.63
+ ,8.3
+ ,2.27
+ ,100.55
+ ,100.43
+ ,8.3
+ ,2.26
+ ,100.83
+ ,100.80
+ ,8.3
+ ,2.57
+ ,101.51
+ ,101.33
+ ,8.4
+ ,3.07
+ ,102.16
+ ,101.88
+ ,8.5
+ ,2.76
+ ,102.39
+ ,101.85
+ ,8.4
+ ,2.51
+ ,102.54
+ ,102.04
+ ,8.6
+ ,2.87
+ ,102.85
+ ,102.22
+ ,8.5
+ ,3.14
+ ,103.47
+ ,102.63
+ ,8.5
+ ,3.11
+ ,103.57
+ ,102.65
+ ,8.5
+ ,3.16
+ ,103.69
+ ,102.54
+ ,8.5
+ ,2.47
+ ,103.5
+ ,102.37
+ ,8.5
+ ,2.57
+ ,103.47
+ ,102.68
+ ,8.5
+ ,2.89
+ ,103.45
+ ,102.76
+ ,8.5
+ ,2.63
+ ,103.48
+ ,102.82
+ ,8.5
+ ,2.38
+ ,103.93
+ ,103.31
+ ,8.5
+ ,1.69
+ ,103.89
+ ,103.23
+ ,8.5
+ ,1.96
+ ,104.4
+ ,103.60
+ ,8.5
+ ,2.19
+ ,104.79
+ ,103.95
+ ,8.6
+ ,1.87
+ ,104.77
+ ,103.93
+ ,8.4
+ ,1.6
+ ,105.13
+ ,104.25
+ ,8.1
+ ,1.63
+ ,105.26
+ ,104.38
+ ,8
+ ,1.22
+ ,104.96
+ ,104.36
+ ,8
+ ,1.21
+ ,104.75
+ ,104.32
+ ,8
+ ,1.49
+ ,105.01
+ ,104.58
+ ,8
+ ,1.64
+ ,105.15
+ ,104.68
+ ,7.9
+ ,1.66
+ ,105.2
+ ,104.92
+ ,7.8
+ ,1.77
+ ,105.77
+ ,105.46
+ ,7.8
+ ,1.82
+ ,105.78
+ ,105.23
+ ,7.9
+ ,1.78
+ ,106.26
+ ,105.58
+ ,8.1
+ ,1.28
+ ,106.13
+ ,105.34
+ ,8
+ ,1.29
+ ,106.12
+ ,105.28
+ ,7.6
+ ,1.37
+ ,106.57
+ ,105.70
+ ,7.3
+ ,1.12
+ ,106.44
+ ,105.67
+ ,7
+ ,1.51
+ ,106.54
+ ,105.71
+ ,6.8
+ ,2.24
+ ,107.1
+ ,106.19
+ ,7
+ ,2.94
+ ,108.1
+ ,106.93
+ ,7.1
+ ,3.09
+ ,108.4
+ ,107.44
+ ,7.2
+ ,3.46
+ ,108.84
+ ,107.85
+ ,7.1
+ ,3.64
+ ,109.62
+ ,108.71
+ ,6.9
+ ,4.39
+ ,110.42
+ ,109.32
+ ,6.7
+ ,4.15
+ ,110.67
+ ,109.49
+ ,6.7
+ ,5.21
+ ,111.66
+ ,110.20
+ ,6.6
+ ,5.8
+ ,112.28
+ ,110.62
+ ,6.9
+ ,5.91
+ ,112.87
+ ,111.22
+ ,7.3
+ ,5.39
+ ,112.18
+ ,110.88
+ ,7.5
+ ,5.46
+ ,112.36
+ ,111.15
+ ,7.3
+ ,4.72
+ ,112.16
+ ,111.29
+ ,7.1
+ ,3.14
+ ,111.49
+ ,111.09
+ ,6.9
+ ,2.63
+ ,111.25
+ ,111.24
+ ,7.1
+ ,2.32
+ ,111.36
+ ,111.45
+ ,7.5
+ ,1.93
+ ,111.74
+ ,111.75
+ ,7.7
+ ,0.62
+ ,111.1
+ ,111.07
+ ,7.8
+ ,0.6
+ ,111.33
+ ,111.17
+ ,7.8
+ ,-0.37
+ ,111.25
+ ,110.96
+ ,7.7
+ ,-1.1
+ ,111.04
+ ,110.50
+ ,7.7
+ ,-1.68
+ ,110.97
+ ,110.48
+ ,7.8
+ ,-0.78
+ ,111.31
+ ,110.66
+ ,7.9
+ ,-1.19
+ ,111.02
+ ,110.46)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('Werkl'
+ ,'Inflatie'
+ ,'ICP'
+ ,'gezondh_Ind
')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('Werkl','Inflatie','ICP','gezondh_Ind
'),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/1xkrt1258075912.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)
Warning messages:
1: In strwidth(labels, "user") : font width unknown for character 0xd
2: In text.default(x, y, txt, cex = cex, font = font) :
  font width unknown for character 0xd
3: In text.default(x, y, txt, cex = cex, font = font) :
  font metrics unknown for character 0xd
> 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 = -0.5004, p-value = 0.6168
alternative hypothesis: true tau is not equal to 0 
sample estimates:
       tau 
-0.0456394 

> 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/2k4zf1258075912.tab") 
> system("convert tmp/1xkrt1258075912.ps tmp/1xkrt1258075912.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.514   0.215   0.651