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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_rwalk.wasp
Title produced by softwareLaw of Averages
Date of computationSun, 07 Dec 2008 02:58:38 -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/07/t12286439697swmlyw8nw4rb1t.htm/, Retrieved Sat, 18 May 2024 21:27:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29835, Retrieved Sat, 18 May 2024 21:27:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact184

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]
F       [Law of Averages] [q3 / 7] [2008-11-30 17:25:28] [4300be8b33fd3dcdacd2aa9800ceba23]
-           [Law of Averages] [verbetering Q3] [2008-12-07 09:58:38] [3817f5e632a8bfeb1be7b5e8c86bd450] [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=29835&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=29835&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29835&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)24.6052745490982Range26Trim Var.14.3472076835914
V(Y[t],d=1,D=0)1.00200400801603Range2Trim Var.NA
V(Y[t],d=2,D=0)1.88329979879276Range4Trim Var.0
V(Y[t],d=3,D=0)5.5241773219965Range8Trim Var.2.56914142625003
V(Y[t],d=0,D=1)12.3693405594641Range20Trim Var.6.52253226451021
V(Y[t],d=1,D=1)1.99957749216248Range4Trim Var.0
V(Y[t],d=2,D=1)3.67008612277799Range8Trim Var.2.15687280814302
V(Y[t],d=3,D=1)10.7355201499531Range16Trim Var.6.29061208026621
V(Y[t],d=0,D=2)26.7090314020345Range26Trim Var.13.2273459001921
V(Y[t],d=1,D=2)5.95773484343771Range8Trim Var.2.74094707520891
V(Y[t],d=2,D=2)10.9851830046119Range16Trim Var.6.30541871921182
V(Y[t],d=3,D=2)32.0254058121618Range26Trim Var.20.6431649675626

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 24.6052745490982 & Range & 26 & Trim Var. & 14.3472076835914 \tabularnewline
V(Y[t],d=1,D=0) & 1.00200400801603 & Range & 2 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 1.88329979879276 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 5.5241773219965 & Range & 8 & Trim Var. & 2.56914142625003 \tabularnewline
V(Y[t],d=0,D=1) & 12.3693405594641 & Range & 20 & Trim Var. & 6.52253226451021 \tabularnewline
V(Y[t],d=1,D=1) & 1.99957749216248 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 3.67008612277799 & Range & 8 & Trim Var. & 2.15687280814302 \tabularnewline
V(Y[t],d=3,D=1) & 10.7355201499531 & Range & 16 & Trim Var. & 6.29061208026621 \tabularnewline
V(Y[t],d=0,D=2) & 26.7090314020345 & Range & 26 & Trim Var. & 13.2273459001921 \tabularnewline
V(Y[t],d=1,D=2) & 5.95773484343771 & Range & 8 & Trim Var. & 2.74094707520891 \tabularnewline
V(Y[t],d=2,D=2) & 10.9851830046119 & Range & 16 & Trim Var. & 6.30541871921182 \tabularnewline
V(Y[t],d=3,D=2) & 32.0254058121618 & Range & 26 & Trim Var. & 20.6431649675626 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29835&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]24.6052745490982[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]14.3472076835914[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.00200400801603[/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]1.88329979879276[/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]5.5241773219965[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.56914142625003[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12.3693405594641[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]6.52253226451021[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.99957749216248[/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]3.67008612277799[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.15687280814302[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]10.7355201499531[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.29061208026621[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]26.7090314020345[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]13.2273459001921[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5.95773484343771[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.74094707520891[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10.9851830046119[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.30541871921182[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]32.0254058121618[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]20.6431649675626[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29835&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29835&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)24.6052745490982Range26Trim Var.14.3472076835914
V(Y[t],d=1,D=0)1.00200400801603Range2Trim Var.NA
V(Y[t],d=2,D=0)1.88329979879276Range4Trim Var.0
V(Y[t],d=3,D=0)5.5241773219965Range8Trim Var.2.56914142625003
V(Y[t],d=0,D=1)12.3693405594641Range20Trim Var.6.52253226451021
V(Y[t],d=1,D=1)1.99957749216248Range4Trim Var.0
V(Y[t],d=2,D=1)3.67008612277799Range8Trim Var.2.15687280814302
V(Y[t],d=3,D=1)10.7355201499531Range16Trim Var.6.29061208026621
V(Y[t],d=0,D=2)26.7090314020345Range26Trim Var.13.2273459001921
V(Y[t],d=1,D=2)5.95773484343771Range8Trim Var.2.74094707520891
V(Y[t],d=2,D=2)10.9851830046119Range16Trim Var.6.30541871921182
V(Y[t],d=3,D=2)32.0254058121618Range26Trim Var.20.6431649675626


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')