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.
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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(1.2176
+ ,613.70
+ ,913.90
+ ,699.8
+ ,1.2218
+ ,759.20
+ ,888.00
+ ,871.2
+ ,1.2490
+ ,816.40
+ ,973.80
+ ,842.6
+ ,1.2991
+ ,736.80
+ ,927.60
+ ,809.2
+ ,1.3408
+ ,680.10
+ ,833.00
+ ,847.1
+ ,1.3119
+ ,736.50
+ ,879.50
+ ,857
+ ,1.3014
+ ,637.20
+ ,797.30
+ ,839.9
+ ,1.3201
+ ,801.90
+ ,834.50
+ ,967.4
+ ,1.2938
+ ,772.30
+ ,735.10
+ ,1037.2
+ ,1.2694
+ ,897.30
+ ,835.00
+ ,1062.3
+ ,1.2165
+ ,792.10
+ ,892.80
+ ,899.3
+ ,1.2037
+ ,826.80
+ ,697.20
+ ,1129.6
+ ,1.2292
+ ,666.80
+ ,821.10
+ ,845.7
+ ,1.2256
+ ,906.60
+ ,732.70
+ ,1173.9
+ ,1.2015
+ ,871.40
+ ,797.60
+ ,1073.8
+ ,1.1786
+ ,891.00
+ ,866.30
+ ,1021.7
+ ,1.1856
+ ,739.20
+ ,826.30
+ ,912.9
+ ,1.2103
+ ,833.60
+ ,778.60
+ ,1055
+ ,1.1938
+ ,715.60
+ ,779.20
+ ,936.4
+ ,1.2020
+ ,871.60
+ ,951.00
+ ,920.6
+ ,1.2271
+ ,751.60
+ ,692.30
+ ,1059.3
+ ,1.2770
+ ,1005.5
+ ,841.40
+ ,1164.1
+ ,1.2650
+ ,681.20
+ ,857.30
+ ,823.9
+ ,1.2684
+ ,837.30
+ ,760.70
+ ,1076.6
+ ,1.2811
+ ,674.40
+ ,841.20
+ ,833.5
+ ,1.2727
+ ,806.30
+ ,810.30
+ ,996
+ ,1.2611
+ ,860.20
+ ,1007.4
+ ,852.8
+ ,1.2881
+ ,689.80
+ ,931.30
+ ,758.5
+ ,1.3213
+ ,691.60
+ ,931.20
+ ,760.4
+ ,1.2999
+ ,682.60
+ ,855.80
+ ,826.8
+ ,1.3074
+ ,800.10
+ ,858.40
+ ,941.7
+ ,1.3242
+ ,1023.7
+ ,925.90
+ ,1097.8
+ ,1.3516
+ ,733.50
+ ,930.70
+ ,802.8
+ ,1.3511
+ ,875.30
+ ,1035.6
+ ,839.7
+ ,1.3419
+ ,770.20
+ ,979.20
+ ,791
+ ,1.3716
+ ,1005.7
+ ,942.60
+ ,1063.1
+ ,1.3622
+ ,982.30
+ ,843.90
+ ,1138.4
+ ,1.3896
+ ,742.90
+ ,854.30
+ ,888.6
+ ,1.4227
+ ,977.60
+ ,1046.5
+ ,931.1
+ ,1.4684
+ ,823.90
+ ,960.70
+ ,863.2
+ ,1.4570
+ ,791.60
+ ,855.40
+ ,936.2
+ ,1.4718
+ ,755.50
+ ,1053.8
+ ,701.7
+ ,1.4748
+ ,748.00
+ ,874.20
+ ,873.8
+ ,1.5527
+ ,763.80
+ ,1067.0
+ ,696.8
+ ,1.5750
+ ,871.50
+ ,1213.4
+ ,658.1
+ ,1.5557
+ ,837.00
+ ,1130.3
+ ,706.7
+ ,1.5553
+ ,726.10
+ ,1267.6
+ ,458.5
+ ,1.5770
+ ,899.30
+ ,1213.6
+ ,685.7
+ ,1.4975
+ ,630.70
+ ,970.60
+ ,660.1
+ ,1.4369
+ ,985.80
+ ,1210.9
+ ,774.9
+ ,1.3322
+ ,884.10
+ ,1096.7
+ ,787.4
+ ,1.2732
+ ,606.00
+ ,1119.1
+ ,486.9
+ ,1.3449
+ ,582.60
+ ,1271.8
+ ,310.8
+ ,1.3239
+ ,593.40
+ ,973.90
+ ,619.5
+ ,1.2785
+ ,620.60
+ ,1070.4
+ ,550.2
+ ,1.3050
+ ,621.60
+ ,1158.2
+ ,463.4
+ ,1.3190
+ ,620.30
+ ,989.90
+ ,630.4
+ ,1.3650
+ ,639.90
+ ,910.90
+ ,729
+ ,1.4016
+ ,560.70
+ ,1075.1
+ ,485.6
+ ,1.4088
+ ,489.80
+ ,1036.1
+ ,453.7)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('WK'
+ ,'UIT'
+ ,'IN'
+ ,'HB')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('WK','UIT','IN','HB'),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/1vnql1258139478.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 = -0.2806, p-value = 0.779
alternative hypothesis: true tau is not equal to 0 
sample estimates:
        tau 
-0.02485876 

> 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/2f5lk1258139479.tab") 
> 
> system("convert tmp/1vnql1258139478.ps tmp/1vnql1258139478.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.517   0.211   0.806