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(10
+ ,288.60
+ ,1.39
+ ,113.67
+ ,0.8764
+ ,8.1110
+ ,9
+ ,269.10
+ ,1.31
+ ,110.26
+ ,0.8399
+ ,7.9156
+ ,8
+ ,268.70
+ ,1.29
+ ,110.04
+ ,0.8236
+ ,7.9325
+ ,7
+ ,264.30
+ ,1.28
+ ,111.73
+ ,0.8357
+ ,8.0201
+ ,6
+ ,264.30
+ ,1.22
+ ,110.99
+ ,0.8277
+ ,7.9062
+ ,5
+ ,267.60
+ ,1.26
+ ,115.83
+ ,0.8571
+ ,7.8907
+ ,4
+ ,298.10
+ ,1.34
+ ,125.33
+ ,0.8746
+ ,7.9323
+ ,3
+ ,279.80
+ ,1.36
+ ,123.03
+ ,0.9016
+ ,8.0369
+ ,2
+ ,263.20
+ ,1.37
+ ,123.46
+ ,0.8760
+ ,8.0971
+ ,1
+ ,272.50
+ ,1.43
+ ,130.34
+ ,0.8831
+ ,8.1817
+ ,12
+ ,263.70
+ ,1.46
+ ,131.21
+ ,0.8997
+ ,8.4066
+ ,11
+ ,273.70
+ ,1.49
+ ,132.97
+ ,0.8989
+ ,8.4143
+ ,10
+ ,261.40
+ ,1.48
+ ,133.91
+ ,0.9156
+ ,8.3596
+ ,9
+ ,241.10
+ ,1.46
+ ,133.14
+ ,0.8914
+ ,8.5964
+ ,8
+ ,253.40
+ ,1.43
+ ,135.31
+ ,0.8627
+ ,8.6602
+ ,7
+ ,228.60
+ ,1.41
+ ,133.09
+ ,0.8609
+ ,8.9494
+ ,6
+ ,244.90
+ ,1.40
+ ,135.39
+ ,0.8567
+ ,8.9388
+ ,5
+ ,206.10
+ ,1.37
+ ,131.85
+ ,0.8844
+ ,8.7943
+ ,4
+ ,177.00
+ ,1.32
+ ,130.25
+ ,0.8976
+ ,8.7867
+ ,3
+ ,165.10
+ ,1.31
+ ,127.65
+ ,0.9197
+ ,8.8388
+ ,2
+ ,148.10
+ ,1.28
+ ,118.30
+ ,0.8869
+ ,8.7838
+ ,1
+ ,152.90
+ ,1.32
+ ,119.73
+ ,0.9182
+ ,9.2164
+ ,12
+ ,146.50
+ ,1.34
+ ,122.51
+ ,0.9045
+ ,9.4228
+ ,11
+ ,188.00
+ ,1.27
+ ,123.28
+ ,0.8306
+ ,8.8094
+ ,10
+ ,252.00
+ ,1.33
+ ,133.52
+ ,0.7867
+ ,8.5928
+ ,9
+ ,351.60
+ ,1.44
+ ,153.20
+ ,0.7992
+ ,8.1566
+ ,8
+ ,403.00
+ ,1.50
+ ,163.63
+ ,0.7928
+ ,7.9723
+ ,7
+ ,468.80
+ ,1.58
+ ,168.45
+ ,0.7931
+ ,8.0487
+ ,6
+ ,464.00
+ ,1.56
+ ,166.26
+ ,0.7915
+ ,7.9915
+ ,5
+ ,435.40
+ ,1.56
+ ,162.31
+ ,0.7921
+ ,7.8648
+ ,4
+ ,382.20
+ ,1.58
+ ,161.56
+ ,0.7949
+ ,7.9629
+ ,3
+ ,360.60
+ ,1.55
+ ,156.59
+ ,0.7749
+ ,7.9717
+ ,2
+ ,329.50
+ ,1.47
+ ,157.97
+ ,0.7509
+ ,7.9480
+ ,1
+ ,320.20
+ ,1.47
+ ,158.68
+ ,0.7473
+ ,7.9566
+ ,12
+ ,315.00
+ ,1.46
+ ,163.55
+ ,0.7206
+ ,8.0117
+ ,11
+ ,322.70
+ ,1.47
+ ,162.89
+ ,0.7090
+ ,7.9519
+ ,10
+ ,289.70
+ ,1.42
+ ,164.95
+ ,0.6961
+ ,7.6963
+ ,9
+ ,270.30
+ ,1.39
+ ,159.82
+ ,0.6889
+ ,7.8306
+ ,8
+ ,247.80
+ ,1.36
+ ,159.05
+ ,0.6777
+ ,7.9735
+ ,7
+ ,259.60
+ ,1.37
+ ,166.76
+ ,0.6744
+ ,7.9380
+ ,6
+ ,241.00
+ ,1.34
+ ,164.55
+ ,0.6756
+ ,8.0590
+ ,5
+ ,230.00
+ ,1.35
+ ,163.22
+ ,0.6814
+ ,8.1394
+ ,4
+ ,230.30
+ ,1.35
+ ,160.68
+ ,0.6793
+ ,8.1194
+ ,3
+ ,214.00
+ ,1.32
+ ,155.24
+ ,0.6802
+ ,8.1340
+ ,2
+ ,202.90
+ ,1.31
+ ,157.60
+ ,0.6680
+ ,8.0875
+ ,1
+ ,188.50
+ ,1.30
+ ,156.56
+ ,0.6634
+ ,8.2780
+ ,12
+ ,215.60
+ ,1.32
+ ,154.82
+ ,0.6729
+ ,8.1575
+ ,11
+ ,205.60
+ ,1.29
+ ,151.11
+ ,0.6740
+ ,8.2446
+ ,10
+ ,203.70
+ ,1.26
+ ,149.65
+ ,0.6725
+ ,8.3960
+ ,9
+ ,218.20
+ ,1.27
+ ,148.99
+ ,0.6751
+ ,8.2572
+ ,8
+ ,253.00
+ ,1.28
+ ,148.53
+ ,0.6767
+ ,7.9920
+ ,7
+ ,255.40
+ ,1.27
+ ,146.70
+ ,0.6878
+ ,7.9386
+ ,6
+ ,240.70
+ ,1.27
+ ,145.11
+ ,0.6867
+ ,7.8559
+ ,5
+ ,242.20
+ ,1.28
+ ,142.70
+ ,0.6833
+ ,7.7988
+ ,4
+ ,240.20
+ ,1.23
+ ,143.59
+ ,0.6946
+ ,7.8413
+ ,3
+ ,215.20
+ ,1.20
+ ,140.96
+ ,0.6894
+ ,7.9775
+ ,2
+ ,211.10
+ ,1.19
+ ,140.77
+ ,0.6830
+ ,8.0593
+ ,1
+ ,219.30
+ ,1.21
+ ,139.81
+ ,0.6860
+ ,8.0366)
+ ,dim=c(6
+ ,58)
+ ,dimnames=list(c('Maand'
+ ,'Olie'
+ ,'Dollar'
+ ,'Yen'
+ ,'Pond'
+ ,'Noorse_kroon')
+ ,1:58))
>  y <- array(NA,dim=c(6,58),dimnames=list(c('Maand','Olie','Dollar','Yen','Pond','Noorse_kroon'),1:58))
>  for (i in 1:dim(x)[1])
+  {
+  	for (j in 1:dim(x)[2])
+  	{
+  		y[i,j] <- as.numeric(x[i,j])
+  	}
+  }
> par1 = 'kendall'
> main = 'Correlation Matrix'
> par1 <- 'pearson'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Patrick Wessa
> #To cite this work: Patrick Wessa, (2010), Multivariate Correlation Matrix (v1.0.4) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/Patrick.Wessa/rwasp_pairs.wasp/
> #Source of accompanying publication: 
> #Technical description: 
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method=par1)
+ r <- round(rr$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/122nb1292341729.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] 6
> 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/26kmh1292341729.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 = 0.5789, df = 56, p-value = 0.565
alternative hypothesis: true correlation is not equal to 0 
95 percent confidence interval:
 -0.1848546  0.3288681 
sample estimates:
      cor 
0.0771236 

> 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)
+ }
+ }
There were 12 warnings (use warnings() to see them)
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/3kvn01292341730.tab") 
> 
> try(system("convert tmp/122nb1292341729.ps tmp/122nb1292341729.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.688   0.301   1.455