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(100.00
+ ,100.00
+ ,100.00
+ ,100.00
+ ,105.26
+ ,106.73
+ ,94.97
+ ,110.76
+ ,106.58
+ ,104.81
+ ,107.50
+ ,130.55
+ ,101.32
+ ,96.15
+ ,124.27
+ ,126.20
+ ,98.68
+ ,88.46
+ ,107.06
+ ,118.88
+ ,100.00
+ ,88.46
+ ,79.71
+ ,116.25
+ ,102.63
+ ,91.35
+ ,163.41
+ ,108.24
+ ,102.63
+ ,92.31
+ ,144.83
+ ,109.73
+ ,102.63
+ ,91.35
+ ,166.82
+ ,119.79
+ ,98.68
+ ,87.50
+ ,154.26
+ ,117.62
+ ,98.68
+ ,85.58
+ ,132.60
+ ,112.24
+ ,93.42
+ ,86.54
+ ,157.51
+ ,130.32
+ ,98.68
+ ,97.12
+ ,104.02
+ ,92.56
+ ,98.68
+ ,99.04
+ ,106.03
+ ,109.50
+ ,100.00
+ ,98.08
+ ,113.23
+ ,129.52
+ ,101.32
+ ,92.31
+ ,117.64
+ ,121.17
+ ,101.32
+ ,88.46
+ ,113.34
+ ,124.49
+ ,103.95
+ ,89.42
+ ,66.62
+ ,117.05
+ ,106.58
+ ,90.38
+ ,185.99
+ ,113.27
+ ,107.89
+ ,90.38
+ ,174.57
+ ,115.22
+ ,107.89
+ ,88.46
+ ,208.19
+ ,132.15
+ ,107.89
+ ,86.54
+ ,163.81
+ ,115.22
+ ,103.95
+ ,86.54
+ ,162.46
+ ,125.74
+ ,96.05
+ ,86.54
+ ,148.16
+ ,131.12
+ ,90.79
+ ,94.23
+ ,113.41
+ ,97.71
+ ,86.84
+ ,96.15
+ ,105.63
+ ,114.99
+ ,88.16
+ ,94.23
+ ,111.79
+ ,131.35
+ ,90.79
+ ,89.42
+ ,132.36
+ ,133.30
+ ,92.11
+ ,86.54
+ ,110.75
+ ,129.18
+ ,93.42
+ ,86.54
+ ,67.37
+ ,116.70
+ ,94.74
+ ,87.50
+ ,178.29
+ ,121.28
+ ,93.42
+ ,87.50
+ ,156.38
+ ,120.48
+ ,90.79
+ ,87.50
+ ,189.71
+ ,135.93
+ ,92.11
+ ,88.46
+ ,152.80
+ ,121.40
+ ,89.47
+ ,84.62
+ ,150.80
+ ,125.06
+ ,84.21
+ ,79.81
+ ,160.40
+ ,134.10
+ ,88.16
+ ,80.77
+ ,127.25
+ ,105.84
+ ,86.84
+ ,77.88
+ ,108.47
+ ,119.22
+ ,84.21
+ ,74.04
+ ,117.09
+ ,128.72
+ ,82.89
+ ,75.96
+ ,147.25
+ ,140.05
+ ,81.58
+ ,75.96
+ ,116.19
+ ,129.63
+ ,85.53
+ ,76.92
+ ,75.83
+ ,114.42
+ ,89.47
+ ,75.96
+ ,181.94
+ ,126.66
+ ,89.47
+ ,73.08
+ ,179.12
+ ,129.06
+ ,84.21
+ ,68.27
+ ,183.15
+ ,125.63
+ ,80.26
+ ,65.38
+ ,197.90
+ ,134.21
+ ,76.32
+ ,62.50
+ ,155.42
+ ,124.83
+ ,80.26
+ ,66.35
+ ,162.54
+ ,132.61
+ ,94.74
+ ,78.85
+ ,125.90
+ ,109.84
+ ,96.05
+ ,83.65
+ ,105.50
+ ,114.19
+ ,90.79
+ ,79.81
+ ,121.11
+ ,133.64
+ ,80.26
+ ,75.96
+ ,137.51
+ ,132.38
+ ,76.32
+ ,72.12
+ ,97.20
+ ,113.73
+ ,81.58
+ ,75.00
+ ,69.74
+ ,107.89
+ ,93.42
+ ,79.81
+ ,152.58
+ ,104.12
+ ,101.32
+ ,80.77
+ ,146.59
+ ,106.64
+ ,103.95
+ ,78.85
+ ,161.16
+ ,117.96
+ ,101.32
+ ,74.04
+ ,152.84
+ ,107.67
+ ,97.37
+ ,69.23
+ ,121.95
+ ,105.03
+ ,98.68
+ ,70.19
+ ,140.12
+ ,117.51)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('Wm'
+ ,'Wv'
+ ,'insch'
+ ,'eco')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('Wm','Wv','insch','eco'),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/1y4391259014593.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 = 4.9472, p-value = 7.53e-07
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.4513924 

> 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/2eb8e1259014593.tab") 
> 
> system("convert tmp/1y4391259014593.ps tmp/1y4391259014593.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.488   0.202   0.564