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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_rwalk.wasp
Title produced by softwareLaw of Averages
Date of computationWed, 03 Dec 2008 03:47:52 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/03/t122830133568pmi3n6bv7eknd.htm/, Retrieved Fri, 17 May 2024 05:14:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28609, Retrieved Fri, 17 May 2024 05:14:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact195

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:31:28] [b98453cac15ba1066b407e146608df68]
- R       [Law of Averages] [Non Stationary Ti...] [2008-12-03 10:47:52] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28609&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28609&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28609&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)163.464352705411Range47Trim Var.119.170932620981
V(Y[t],d=1,D=0)0.996499022140667Range2Trim Var.NA
V(Y[t],d=2,D=0)1.93158953722334Range4Trim Var.0
V(Y[t],d=3,D=0)5.7015966768352Range8Trim Var.2.60199855098219
V(Y[t],d=0,D=1)14.6547110108729Range20Trim Var.6.56967097465997
V(Y[t],d=1,D=1)1.91767857293753Range4Trim Var.0
V(Y[t],d=2,D=1)3.83503457638624Range8Trim Var.0.970836120401338
V(Y[t],d=3,D=1)11.1320780437931Range16Trim Var.6.5852641334569
V(Y[t],d=0,D=2)21.3459354268023Range24Trim Var.12.3375822129096
V(Y[t],d=1,D=2)5.68769264934488Range8Trim Var.2.49419356802581
V(Y[t],d=2,D=2)11.4164191220417Range16Trim Var.6.60088839399184
V(Y[t],d=3,D=2)32.8982334181388Range28Trim Var.22.4182332315349

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 163.464352705411 & Range & 47 & Trim Var. & 119.170932620981 \tabularnewline
V(Y[t],d=1,D=0) & 0.996499022140667 & Range & 2 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 1.93158953722334 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 5.7015966768352 & Range & 8 & Trim Var. & 2.60199855098219 \tabularnewline
V(Y[t],d=0,D=1) & 14.6547110108729 & Range & 20 & Trim Var. & 6.56967097465997 \tabularnewline
V(Y[t],d=1,D=1) & 1.91767857293753 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 3.83503457638624 & Range & 8 & Trim Var. & 0.970836120401338 \tabularnewline
V(Y[t],d=3,D=1) & 11.1320780437931 & Range & 16 & Trim Var. & 6.5852641334569 \tabularnewline
V(Y[t],d=0,D=2) & 21.3459354268023 & Range & 24 & Trim Var. & 12.3375822129096 \tabularnewline
V(Y[t],d=1,D=2) & 5.68769264934488 & Range & 8 & Trim Var. & 2.49419356802581 \tabularnewline
V(Y[t],d=2,D=2) & 11.4164191220417 & Range & 16 & Trim Var. & 6.60088839399184 \tabularnewline
V(Y[t],d=3,D=2) & 32.8982334181388 & Range & 28 & Trim Var. & 22.4182332315349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28609&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]163.464352705411[/C][C]Range[/C][C]47[/C][C]Trim Var.[/C][C]119.170932620981[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.996499022140667[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.93158953722334[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5.7015966768352[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.60199855098219[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]14.6547110108729[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]6.56967097465997[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.91767857293753[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3.83503457638624[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]0.970836120401338[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]11.1320780437931[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.5852641334569[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]21.3459354268023[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]12.3375822129096[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5.68769264934488[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.49419356802581[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]11.4164191220417[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.60088839399184[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]32.8982334181388[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]22.4182332315349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28609&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28609&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)163.464352705411Range47Trim Var.119.170932620981
V(Y[t],d=1,D=0)0.996499022140667Range2Trim Var.NA
V(Y[t],d=2,D=0)1.93158953722334Range4Trim Var.0
V(Y[t],d=3,D=0)5.7015966768352Range8Trim Var.2.60199855098219
V(Y[t],d=0,D=1)14.6547110108729Range20Trim Var.6.56967097465997
V(Y[t],d=1,D=1)1.91767857293753Range4Trim Var.0
V(Y[t],d=2,D=1)3.83503457638624Range8Trim Var.0.970836120401338
V(Y[t],d=3,D=1)11.1320780437931Range16Trim Var.6.5852641334569
V(Y[t],d=0,D=2)21.3459354268023Range24Trim Var.12.3375822129096
V(Y[t],d=1,D=2)5.68769264934488Range8Trim Var.2.49419356802581
V(Y[t],d=2,D=2)11.4164191220417Range16Trim Var.6.60088839399184
V(Y[t],d=3,D=2)32.8982334181388Range28Trim Var.22.4182332315349


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 500 ; par2 = 0.5 ;
Parameters (R input):
par1 = 500 ; par2 = 0.5 ;
R code (references can be found in the software module):
n <- as.numeric(par1)
p <- as.numeric(par2)
heads=rbinom(n-1,1,p)
a=2*(heads)-1
b=diffinv(a,xi=0)
c=1:n
pheads=(diffinv(heads,xi=.5))/c
bitmap(file='test1.png')
op=par(mfrow=c(2,1))
plot(c,b,type='n',main='Law of Averages',xlab='Toss Number',ylab='Excess of Heads',lwd=2,cex.lab=1.5,cex.main=2)
lines(c,b,col='red')
lines(c,rep(0,n),col='black')
plot(c,pheads,type='n',xlab='Toss Number',ylab='Proportion of Heads',lwd=2,cex.lab=1.5)
lines(c,pheads,col='blue')
lines(c,rep(.5,n),col='black')
par(op)
dev.off()
b
par1 <- as.numeric(12)
x <- as.array(b)
n <- length(x)
sx <- sort(x)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Reduction Matrix',6,TRUE)
a<-table.row.end(a)
for (bigd in 0:2) {
for (smalld in 0:3) {
mylabel <- 'V(Y[t],d='
mylabel <- paste(mylabel,as.character(smalld),sep='')
mylabel <- paste(mylabel,',D=',sep='')
mylabel <- paste(mylabel,as.character(bigd),sep='')
mylabel <- paste(mylabel,')',sep='')
a<-table.row.start(a)
a<-table.element(a,mylabel,header=TRUE)
myx <- x
if (smalld > 0) myx <- diff(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')