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Type 'q()' to quit R. > x <- array(list(3030.29,25.63,2803.47,27.97,2767.63,27.62,2882.6,23.31,2863.36,29.07,2897.06,29.58,3012.61,28.63,3142.95,29.92,3032.93,32.68,3045.78,31.54,3110.52,32.43,3013.24,26.54,2987.1,25.85,2995.55,27.6,2833.18,25.71,2848.96,25.38,2794.83,28.57,2845.26,27.64,2915.03,25.36,2892.63,25.9,2604.42,26.29,2641.65,21.74,2659.81,19.2,2638.53,19.32,2720.25,19.82,2745.88,20.36,2735.7,24.31,2811.7,25.97,2799.43,25.61,2555.28,24.67,2304.98,25.59,2214.95,26.09,2065.81,28.37,1940.49,27.34,2042,24.46,1995.37,27.46,1946.81,30.23,1765.9,32.33,1635.25,29.87,1833.42,24.87,1910.43,25.48,1959.67,27.28,1969.6,28.24,2061.41,29.58,2093.48,26.95,2120.88,29.08,2174.56,28.76,2196.72,29.59,2350.44,30.7,2440.25,30.52,2408.64,32.67,2472.81,33.19,2407.6,37.13,2454.62,35.54,2448.05,37.75,2497.84,41.84,2645.64,42.94,2756.76,49.14,2849.27,44.61,2921.44,40.22,2981.85,44.23,3080.58,45.85,3106.22,53.38,3119.31,53.26,3061.26,51.8,3097.31,55.3),dim=c(2,66),dimnames=list(c('aandelen','olie'),1:66)) > y <- array(NA,dim=c(2,66),dimnames=list(c('aandelen','olie'),1:66)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par1 = 'pearson' > main = 'Correlation Matrix' > 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=par1) + 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$counts; y <- y/max(y) + rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...) + } > postscript(file="/var/www/html/rcomp/tmp/1er261292271216.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main) > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > n <- length(y[,1]) > n [1] 2 > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,paste('Correlations for all pairs of data series (method=',par1,')',sep=''),n+1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,' ',header=TRUE) > for (i in 1:n) { + a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE) + } > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE) + for (j in 1:n) { + r <- cor.test(y[i,],y[j,],method=par1) + a<-table.element(a,round(r$estimate,3)) + } + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/2zs1c1292271216.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'pair',1,TRUE) > a<-table.element(a,'Pearson r',1,TRUE) > a<-table.element(a,'Spearman rho',1,TRUE) > a<-table.element(a,'Kendall tau',1,TRUE) > a<-table.row.end(a) > cor.test(y[1,],y[2,],method=par1) Pearson's product-moment correlation data: y[1, ] and y[2, ] t = 2.4707, df = 64, p-value = 0.01616 alternative hypothesis: true correlation is not equal to 0 95 percent confidence interval: 0.05713664 0.50131681 sample estimates: cor 0.2950886 > for (i in 1:(n-1)) + { + for (j in (i+1):n) + { + a<-table.row.start(a) + dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='') + a<-table.element(a,dum,header=TRUE) + rp <- cor.test(y[i,],y[j,],method='pearson') + a<-table.element(a,round(rp$estimate,4)) + rs <- cor.test(y[i,],y[j,],method='spearman') + a<-table.element(a,round(rs$estimate,4)) + rk <- cor.test(y[i,],y[j,],method='kendall') + a<-table.element(a,round(rk$estimate,4)) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-value',header=T) + a<-table.element(a,paste('(',round(rp$p.value,4),')',sep='')) + a<-table.element(a,paste('(',round(rs$p.value,4),')',sep='')) + a<-table.element(a,paste('(',round(rk$p.value,4),')',sep='')) + a<-table.row.end(a) + } + } Warning message: In cor.test.default(y[i, ], y[j, ], method = "spearman") : Cannot compute exact p-values with ties > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/3v1h31292271216.tab") > > try(system("convert tmp/1er261292271216.ps tmp/1er261292271216.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.405 0.190 0.871