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
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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(109.87
+ ,103.5
+ ,104.9
+ ,115.7
+ ,95.74
+ ,102.8
+ ,105.2
+ ,115.2
+ ,123.06
+ ,118.72
+ ,105.5
+ ,115.1
+ ,123.39
+ ,119.01
+ ,105.7
+ ,115.4
+ ,120.28
+ ,118.61
+ ,105.9
+ ,115.5
+ ,115.33
+ ,120.43
+ ,106.2
+ ,115.1
+ ,110.4
+ ,111.83
+ ,106.5
+ ,114.6
+ ,114.49
+ ,116.79
+ ,106.8
+ ,114.5
+ ,132.03
+ ,131.71
+ ,107
+ ,114.4
+ ,123.16
+ ,120.57
+ ,107.2
+ ,113.9
+ ,118.82
+ ,117.83
+ ,107.6
+ ,113.1
+ ,128.32
+ ,130.8
+ ,107.9
+ ,112.6
+ ,112.24
+ ,107.46
+ ,108.2
+ ,112.6
+ ,104.53
+ ,112.09
+ ,108.4
+ ,112.7
+ ,132.57
+ ,129.47
+ ,108.8
+ ,112.5
+ ,122.52
+ ,119.72
+ ,109.3
+ ,112.2
+ ,131.8
+ ,134.81
+ ,110.1
+ ,112
+ ,124.55
+ ,135.8
+ ,110.9
+ ,119.4
+ ,120.96
+ ,129.27
+ ,111.7
+ ,119.3
+ ,122.6
+ ,126.94
+ ,112.5
+ ,119.3
+ ,145.52
+ ,153.45
+ ,113.4
+ ,119.2
+ ,118.57
+ ,121.86
+ ,114.2
+ ,118.7
+ ,134.25
+ ,133.47
+ ,114.9
+ ,118
+ ,136.7
+ ,135.34
+ ,115.5
+ ,117.5
+ ,121.37
+ ,117.1
+ ,116.3
+ ,117.7
+ ,111.63
+ ,120.65
+ ,117.3
+ ,118.4
+ ,134.42
+ ,132.49
+ ,118.4
+ ,119
+ ,137.65
+ ,137.6
+ ,119.5
+ ,119.3
+ ,137.86
+ ,138.69
+ ,120.5
+ ,119.5
+ ,119.77
+ ,125.53
+ ,121.4
+ ,119.8
+ ,130.69
+ ,133.09
+ ,122.1
+ ,120
+ ,128.28
+ ,129.08
+ ,123
+ ,120
+ ,147.45
+ ,145.94
+ ,123.9
+ ,120.1
+ ,128.42
+ ,129.07
+ ,124.7
+ ,120.6
+ ,136.9
+ ,139.69
+ ,125.4
+ ,121.2
+ ,143.95
+ ,142.09
+ ,125.9
+ ,121.6
+ ,135.64
+ ,137.29
+ ,126.2
+ ,121.6
+ ,122.48
+ ,127.03
+ ,126.6
+ ,121.3
+ ,136.83
+ ,137.25
+ ,127.1
+ ,121
+ ,153.04
+ ,156.87
+ ,127.5
+ ,120.8
+ ,142.71
+ ,150.89
+ ,127.7
+ ,121
+ ,123.46
+ ,139.14
+ ,127.7
+ ,121.5
+ ,144.37
+ ,158.3
+ ,127.5
+ ,121.8
+ ,146.15
+ ,149
+ ,127
+ ,121.7
+ ,147.61
+ ,158.36
+ ,126.3
+ ,121.3
+ ,158.51
+ ,168.06
+ ,125.7
+ ,120.7
+ ,147.4
+ ,153.38
+ ,125.1
+ ,120
+ ,165.05
+ ,173.86
+ ,124.4
+ ,119.3
+ ,154.64
+ ,162.47
+ ,123.5
+ ,118.5
+ ,126.2
+ ,145.17
+ ,122.4
+ ,117.7
+ ,157.36
+ ,168.89
+ ,121
+ ,117.1
+ ,154.15
+ ,166.64
+ ,119.6
+ ,116.6
+ ,123.21
+ ,140.07
+ ,118.2
+ ,116
+ ,113.07
+ ,128.84
+ ,117.1
+ ,115.2
+ ,110.45
+ ,123.41
+ ,116.3
+ ,114.4
+ ,113.57
+ ,120.3
+ ,115.4
+ ,113.9
+ ,122.44
+ ,129.67
+ ,114.7
+ ,113.5
+ ,114.93
+ ,118.1
+ ,114
+ ,113.1
+ ,111.85
+ ,113.91
+ ,113.4
+ ,112.8
+ ,126.04
+ ,131.09
+ ,112.7
+ ,112.6
+ ,121.34
+ ,119.15
+ ,112.1
+ ,112.3)
+ ,dim=c(4
+ ,61)
+ ,dimnames=list(c('Uitvoer'
+ ,'Invoer'
+ ,'Invgdn'
+ ,'Consgdn')
+ ,1:61))
>  y <- array(NA,dim=c(4,61),dimnames=list(c('Uitvoer','Invoer','Invgdn','Consgdn'),1:61))
>  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/11eg71258146735.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=8.3333333333333) 
> 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 = 8.6872, p-value < 2.2e-16
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.7628415 

> 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/2qbiy1258146735.tab") 
> 
> system("convert tmp/11eg71258146735.ps tmp/11eg71258146735.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.501   0.210   0.574