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(100
+ ,100
+ ,100
+ ,100
+ ,96.66958808
+ ,98.54368932
+ ,99.67373573
+ ,111.8629088
+ ,91.06047327
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+ ,97.06362153
+ ,67.79436315
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+ ,90.09640666
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+ ,93.47471452
+ ,130.0304429
+ ,85.97721297
+ ,77.66990291
+ ,92.4959217
+ ,110.0117843
+ ,99.82471516
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+ ,92.82218597
+ ,132.789944
+ ,70.90271691
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+ ,99.29886065
+ ,102.9126214
+ ,83.19738989
+ ,97.28960031
+ ,87.64241893
+ ,97.33009709
+ ,83.84991843
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+ ,97.02015776
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+ ,84.33931485
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+ ,96.23137599
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+ ,102.8045574
+ ,92.47572816
+ ,79.93474715
+ ,156.8005499
+ ,95.61787905
+ ,98.30097087
+ ,76.50897227
+ ,126.8093882
+ ,101.5775635
+ ,93.93203883
+ ,77.9771615
+ ,131.7637239
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+ ,89.0776699
+ ,86.13376835
+ ,99.20946676
+ ,87.46713409
+ ,90.29126214
+ ,87.11256117
+ ,87.34655799
+ ,102.3663453
+ ,77.66990291
+ ,84.50244698
+ ,100.7561622
+ ,101.4022787
+ ,63.34951456
+ ,82.54486134
+ ,110.5666307
+ ,87.11656442
+ ,43.93203883
+ ,81.89233279
+ ,76.46076795
+ ,82.64680105
+ ,27.18446602
+ ,84.17618271
+ ,56.51085142
+ ,79.75460123
+ ,30.09708738
+ ,86.13376835
+ ,124.9484435
+ ,81.68273444
+ ,20.87378641
+ ,86.94942904
+ ,118.2853776
+ ,90.35933392
+ ,19.90291262
+ ,87.43882545
+ ,136.4332711
+ ,82.47151621
+ ,25.72815534
+ ,87.60195759
+ ,128.6212315
+ ,80.45574058
+ ,30.09708738
+ ,85.4812398
+ ,100.7365217
+ ,90.00876424
+ ,39.80582524
+ ,87.43882545
+ ,111.7499754
+ ,72.39263804
+ ,41.74757282
+ ,95.75856444
+ ,93.43022685
+ ,78.08939527
+ ,52.91262136
+ ,97.38988581
+ ,83.3300599)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('TIP'
+ ,'conjunctuur'
+ ,'werkloosheid'
+ ,'INW')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('TIP','conjunctuur','werkloosheid','INW'),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/1y8mr1258120049.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 = 3.2596, p-value = 0.001116
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.2892729 

> 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/2a2py1258120049.tab") 
> 
> system("convert tmp/1y8mr1258120049.ps tmp/1y8mr1258120049.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.517   0.218   1.878