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
+ ,101.12
+ ,84.21
+ ,97.42
+ ,99.93
+ ,101.12
+ ,89.47
+ ,100.61
+ ,100.89
+ ,101.12
+ ,105.26
+ ,102.86
+ ,101.61
+ ,101.12
+ ,131.58
+ ,97.41
+ ,107.26
+ ,101.12
+ ,126.32
+ ,98.23
+ ,109.16
+ ,101.12
+ ,121.05
+ ,98.68
+ ,106.62
+ ,101.12
+ ,121.05
+ ,100.04
+ ,103.56
+ ,101.12
+ ,110.53
+ ,100.79
+ ,102.64
+ ,101.12
+ ,126.32
+ ,102.22
+ ,104.71
+ ,101.12
+ ,115.79
+ ,102.86
+ ,105.95
+ ,102.25
+ ,126.32
+ ,100.52
+ ,107.59
+ ,101.12
+ ,100.00
+ ,98.46
+ ,107.72
+ ,101.12
+ ,110.53
+ ,98.99
+ ,108.29
+ ,102.25
+ ,110.53
+ ,99.87
+ ,107.38
+ ,101.12
+ ,110.53
+ ,100.72
+ ,109.85
+ ,101.12
+ ,105.26
+ ,101.25
+ ,114.94
+ ,101.12
+ ,110.53
+ ,107.41
+ ,118.38
+ ,101.12
+ ,115.79
+ ,107.34
+ ,117.76
+ ,100.00
+ ,115.79
+ ,108.33
+ ,115.87
+ ,100.00
+ ,136.84
+ ,113.19
+ ,114.03
+ ,100.00
+ ,131.58
+ ,118.96
+ ,114.36
+ ,100.00
+ ,121.05
+ ,123.28
+ ,125.35
+ ,98.88
+ ,115.79
+ ,130.67
+ ,125.35
+ ,98.88
+ ,126.32
+ ,137.60
+ ,122.21
+ ,97.75
+ ,121.05
+ ,141.26
+ ,122.16
+ ,97.75
+ ,115.79
+ ,140.83
+ ,119.34
+ ,95.51
+ ,131.58
+ ,151.42
+ ,122.70
+ ,95.51
+ ,131.58
+ ,161.44
+ ,128.63
+ ,94.38
+ ,131.58
+ ,143.50
+ ,132.16
+ ,92.13
+ ,126.32
+ ,151.84
+ ,127.14
+ ,92.13
+ ,121.05
+ ,149.85
+ ,125.11
+ ,91.01
+ ,89.47
+ ,143.21
+ ,123.70
+ ,91.01
+ ,84.21
+ ,141.48
+ ,121.88
+ ,89.89
+ ,100.00
+ ,148.04
+ ,123.10
+ ,88.76
+ ,100.00
+ ,144.80
+ ,122.37
+ ,87.64
+ ,94.74
+ ,147.39
+ ,122.52
+ ,86.52
+ ,94.74
+ ,154.66
+ ,124.67
+ ,85.39
+ ,100.00
+ ,150.69
+ ,127.33
+ ,84.27
+ ,100.00
+ ,152.99
+ ,129.43
+ ,84.27
+ ,100.00
+ ,150.78
+ ,133.76
+ ,84.27
+ ,100.00
+ ,148.66
+ ,135.29
+ ,84.27
+ ,94.74
+ ,147.53
+ ,126.37
+ ,84.27
+ ,89.47
+ ,148.37
+ ,121.33
+ ,83.15
+ ,110.53
+ ,155.52
+ ,121.32
+ ,83.15
+ ,136.84
+ ,161.14
+ ,113.43
+ ,82.02
+ ,163.16
+ ,167.42
+ ,120.76
+ ,82.02
+ ,163.16
+ ,167.88
+ ,118.63
+ ,82.02
+ ,168.42
+ ,183.48
+ ,122.22
+ ,80.90
+ ,173.68
+ ,190.61
+ ,121.04
+ ,80.90
+ ,189.47
+ ,190.24
+ ,122.52
+ ,82.02
+ ,173.68
+ ,175.82
+ ,123.02
+ ,83.15
+ ,194.74
+ ,174.47
+ ,128.80
+ ,83.15
+ ,210.53
+ ,173.99
+ ,126.41
+ ,84.27
+ ,210.53
+ ,181.44
+ ,119.65
+ ,85.39
+ ,200.00
+ ,171.04
+ ,117.56
+ ,86.52
+ ,189.47
+ ,174.86
+ ,119.35
+ ,88.76
+ ,168.42
+ ,185.85
+ ,116.78
+ ,89.89
+ ,110.53
+ ,181.60
+ ,120.19
+ ,92.13
+ ,84.21
+ ,185.90
+ ,114.26)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('werkl'
+ ,'infl'
+ ,'goud'
+ ,'deposito')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('werkl','infl','goud','deposito'),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/1d4t21258121193.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 = -2.1118, p-value = 0.03471
alternative hypothesis: true tau is not equal to 0 
sample estimates:
       tau 
-0.1997333 

> 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/25bfd1258121193.tab") 
> 
> system("convert tmp/1d4t21258121193.ps tmp/1d4t21258121193.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.495   0.195   0.568