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PAPER_Central Tendency_Investeringsgoederen

R Software Module: rwasp_centraltendency.wasp (opens new window with default values)
Title produced by software: Central Tendency
Date of computation: Sun, 11 Nov 2007 03:41:20 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/11/t1194777445bft5wvh4yau9rhj.htm/, Retrieved Sun, 11 Nov 2007 11:37:25 +0100
 
User-defined keywords:
central tendency, investeringsgoederen
 
Dataseries X:
» Textbox « » Textfile « » CSV «
101,5 126,6 93,9 89,8 93,4 101,5 110,4 105,9 108,4 113,9 86,1 69,4 101,2 100,5 98 106,6 90,1 96,9 125,9 112 100 123,9 79,8 83,4 113,6 112,9 104 109,9 99 106,3 128,9 111,1 102,9 130 87 87,5 117,6 103,4 110,8 112,6 102,5 112,4 135,6 105,1 127,7 137 91 90,5 122,4 123,3 124,3 120 118,1 119 142,7 123,6 129,6 146,9 108,7 99,4
 
Text written by user:
 
Output produced by software:


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Central Tendency - Ungrouped Data
MeasureValueS.E.Value/S.E.
Arithmetic Mean108.942.0704992711030952.6153288341708
Geometric Mean107.759199457392
Harmonic Mean106.552544663970
Quadratic Mean110.094753129596
Winsorized Mean ( 1 / 20 )109.0433333333331.9999807437867754.5221916121403
Winsorized Mean ( 2 / 20 )108.9733333333331.9208826635576456.7308640973963
Winsorized Mean ( 3 / 20 )109.0383333333331.874572782465658.1670310981026
Winsorized Mean ( 4 / 20 )108.7251.7792997178316361.1055006137468
Winsorized Mean ( 5 / 20 )108.7333333333331.7640183753649661.6395695486093
Winsorized Mean ( 6 / 20 )108.8933333333331.7047173940559763.8776454754458
Winsorized Mean ( 7 / 20 )108.7883333333331.6707183942600965.1147037747868
Winsorized Mean ( 8 / 20 )108.6951.6329229710487066.564683042087
Winsorized Mean ( 9 / 20 )108.6651.5994734744534667.9379819269155
Winsorized Mean ( 10 / 20 )108.7983333333331.4785786648580073.5830537253034
Winsorized Mean ( 11 / 20 )108.8166666666671.4495102751152875.0713317006409
Winsorized Mean ( 12 / 20 )109.3566666666671.3389859698649981.6712565537136
Winsorized Mean ( 13 / 20 )109.531.2903976087627384.8808144530124
Winsorized Mean ( 14 / 20 )109.5533333333331.2178068336121689.9595324230407
Winsorized Mean ( 15 / 20 )109.0533333333331.0985621487776399.2691523685544
Winsorized Mean ( 16 / 20 )108.9466666666671.03028290412078105.744418577575
Winsorized Mean ( 17 / 20 )108.8333333333330.967723949370148112.463201312904
Winsorized Mean ( 18 / 20 )108.8933333333330.913099479319592119.256812428014
Winsorized Mean ( 19 / 20 )107.8166666666670.719361638960743149.878254312294
Winsorized Mean ( 20 / 20 )107.7166666666670.705123167774666152.762909502201
Trimmed Mean ( 1 / 20 )108.9672413793101.9187557534626656.7905744035758
Trimmed Mean ( 2 / 20 )108.8857142857141.8182381020972959.8852890389423
Trimmed Mean ( 3 / 20 )108.8370370370371.7477534672727962.2725338985408
Trimmed Mean ( 4 / 20 )108.7596153846151.6826733461547564.6350140585238
Trimmed Mean ( 5 / 20 )108.771.6393384678719966.3499345203514
Trimmed Mean ( 6 / 20 )108.7791666666671.5892339425747568.4475480623271
Trimmed Mean ( 7 / 20 )108.7543478260871.5436975077323770.4505560715991
Trimmed Mean ( 8 / 20 )108.7477272727271.4945089368516472.7648557939152
Trimmed Mean ( 9 / 20 )108.7571428571431.4406982388056975.4891898440163
Trimmed Mean ( 10 / 20 )108.77251.3786373219177778.8985603905531
Trimmed Mean ( 11 / 20 )108.7684210526321.3301360119501881.7724052844493
Trimmed Mean ( 12 / 20 )108.7611111111111.2716523295564485.5273950145225
Trimmed Mean ( 13 / 20 )108.6735294117651.2223433036322488.9058982765623
Trimmed Mean ( 14 / 20 )108.551.1657321526032193.1174453390482
Trimmed Mean ( 15 / 20 )108.4066666666671.1061056603239998.007514612043
Trimmed Mean ( 16 / 20 )108.3142857142861.05950864979345102.230676205806
Trimmed Mean ( 17 / 20 )108.2230769230771.01156858685764106.985406950273
Trimmed Mean ( 18 / 20 )108.1333333333330.95906556777158112.748634678424
Trimmed Mean ( 19 / 20 )108.0181818181820.894611970919458120.743054340267
Trimmed Mean ( 20 / 20 )108.050.877571409600021123.123883501682
Median108.55
Midrange108.15
Midmean - Weighted Average at Xnp108.103225806452
Midmean - Weighted Average at X(n+1)p108.406666666667
Midmean - Empirical Distribution Function108.103225806452
Midmean - Empirical Distribution Function - Averaging108.406666666667
Midmean - Empirical Distribution Function - Interpolation108.406666666667
Midmean - Closest Observation108.103225806452
Midmean - True Basic - Statistics Graphics Toolkit108.406666666667
Midmean - MS Excel (old versions)108.55
Number of observations60
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/11/t1194777445bft5wvh4yau9rhj/1ljk41194777674.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/11/t1194777445bft5wvh4yau9rhj/1ljk41194777674.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/11/t1194777445bft5wvh4yau9rhj/2of0k1194777674.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/11/t1194777445bft5wvh4yau9rhj/2of0k1194777674.ps (open in new window)


 
Parameters:
 
R code (references can be found in the software module):
geomean <- function(x) {
return(exp(mean(log(x))))
}
harmean <- function(x) {
return(1/mean(1/x))
}
quamean <- function(x) {
return(sqrt(mean(x*x)))
}
winmean <- function(x) {
x <-sort(x[!is.na(x)])
n<-length(x)
denom <- 3
nodenom <- n/denom
if (nodenom>40) denom <- n/40
sqrtn = sqrt(n)
roundnodenom = floor(nodenom)
win <- array(NA,dim=c(roundnodenom,2))
for (j in 1:roundnodenom) {
win[j,1] <- (j*x[j+1]+sum(x[(j+1):(n-j)])+j*x[n-j])/n
win[j,2] <- sd(c(rep(x[j+1],j),x[(j+1):(n-j)],rep(x[n-j],j)))/sqrtn
}
return(win)
}
trimean <- function(x) {
x <-sort(x[!is.na(x)])
n<-length(x)
denom <- 3
nodenom <- n/denom
if (nodenom>40) denom <- n/40
sqrtn = sqrt(n)
roundnodenom = floor(nodenom)
tri <- array(NA,dim=c(roundnodenom,2))
for (j in 1:roundnodenom) {
tri[j,1] <- mean(x,trim=j/n)
tri[j,2] <- sd(x[(j+1):(n-j)]) / sqrt(n-j*2)
}
return(tri)
}
midrange <- function(x) {
return((max(x)+min(x))/2)
}
q1 <- function(data,n,p,i,f) {
np <- n*p;
i <<- floor(np)
f <<- np - i
qvalue <- (1-f)*data[i] + f*data[i+1]
}
q2 <- function(data,n,p,i,f) {
np <- (n+1)*p
i <<- floor(np)
f <<- np - i
qvalue <- (1-f)*data[i] + f*data[i+1]
}
q3 <- function(data,n,p,i,f) {
np <- n*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- data[i]
} else {
qvalue <- data[i+1]
}
}
q4 <- function(data,n,p,i,f) {
np <- n*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- (data[i]+data[i+1])/2
} else {
qvalue <- data[i+1]
}
}
q5 <- function(data,n,p,i,f) {
np <- (n-1)*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- data[i+1]
} else {
qvalue <- data[i+1] + f*(data[i+2]-data[i+1])
}
}
q6 <- function(data,n,p,i,f) {
np <- n*p+0.5
i <<- floor(np)
f <<- np - i
qvalue <- data[i]
}
q7 <- function(data,n,p,i,f) {
np <- (n+1)*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- data[i]
} else {
qvalue <- f*data[i] + (1-f)*data[i+1]
}
}
q8 <- function(data,n,p,i,f) {
np <- (n+1)*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- data[i]
} else {
if (f == 0.5) {
qvalue <- (data[i]+data[i+1])/2
} else {
if (f < 0.5) {
qvalue <- data[i]
} else {
qvalue <- data[i+1]
}
}
}
}
midmean <- function(x,def) {
x <-sort(x[!is.na(x)])
n<-length(x)
if (def==1) {
qvalue1 <- q1(x,n,0.25,i,f)
qvalue3 <- q1(x,n,0.75,i,f)
}
if (def==2) {
qvalue1 <- q2(x,n,0.25,i,f)
qvalue3 <- q2(x,n,0.75,i,f)
}
if (def==3) {
qvalue1 <- q3(x,n,0.25,i,f)
qvalue3 <- q3(x,n,0.75,i,f)
}
if (def==4) {
qvalue1 <- q4(x,n,0.25,i,f)
qvalue3 <- q4(x,n,0.75,i,f)
}
if (def==5) {
qvalue1 <- q5(x,n,0.25,i,f)
qvalue3 <- q5(x,n,0.75,i,f)
}
if (def==6) {
qvalue1 <- q6(x,n,0.25,i,f)
qvalue3 <- q6(x,n,0.75,i,f)
}
if (def==7) {
qvalue1 <- q7(x,n,0.25,i,f)
qvalue3 <- q7(x,n,0.75,i,f)
}
if (def==8) {
qvalue1 <- q8(x,n,0.25,i,f)
qvalue3 <- q8(x,n,0.75,i,f)
}
midm <- 0
myn <- 0
roundno4 <- round(n/4)
round3no4 <- round(3*n/4)
for (i in 1:n) {
if ((x[i]>=qvalue1) & (x[i]<=qvalue3)){
midm = midm + x[i]
myn = myn + 1
}
}
midm = midm / myn
return(midm)
}
(arm <- mean(x))
sqrtn <- sqrt(length(x))
(armse <- sd(x) / sqrtn)
(armose <- arm / armse)
(geo <- geomean(x))
(har <- harmean(x))
(qua <- quamean(x))
(win <- winmean(x))
(tri <- trimean(x))
(midr <- midrange(x))
midm <- array(NA,dim=8)
for (j in 1:8) midm[j] <- midmean(x,j)
midm
bitmap(file='test1.png')
lb <- win[,1] - 2*win[,2]
ub <- win[,1] + 2*win[,2]
if ((ylimmin == '') | (ylimmax == '')) plot(win[,1],type='b',main=main, xlab='j', pch=19, ylab='Winsorized Mean(j/n)', ylim=c(min(lb),max(ub))) else plot(win[,1],type='l',main=main, xlab='j', pch=19, ylab='Winsorized Mean(j/n)', ylim=c(ylimmin,ylimmax))
lines(ub,lty=3)
lines(lb,lty=3)
grid()
dev.off()
bitmap(file='test2.png')
lb <- tri[,1] - 2*tri[,2]
ub <- tri[,1] + 2*tri[,2]
if ((ylimmin == '') | (ylimmax == '')) plot(tri[,1],type='b',main=main, xlab='j', pch=19, ylab='Trimmed Mean(j/n)', ylim=c(min(lb),max(ub))) else plot(tri[,1],type='l',main=main, xlab='j', pch=19, ylab='Trimmed Mean(j/n)', ylim=c(ylimmin,ylimmax))
lines(ub,lty=3)
lines(lb,lty=3)
grid()
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Central Tendency - Ungrouped Data',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Measure',header=TRUE)
a<-table.element(a,'Value',header=TRUE)
a<-table.element(a,'S.E.',header=TRUE)
a<-table.element(a,'Value/S.E.',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/arithmetic_mean.htm', 'Arithmetic Mean', 'click to view the definition of the Arithmetic Mean'),header=TRUE)
a<-table.element(a,arm)
a<-table.element(a,hyperlink('http://www.xycoon.com/arithmetic_mean_standard_error.htm', armse, 'click to view the definition of the Standard Error of the Arithmetic Mean'))
a<-table.element(a,armose)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/geometric_mean.htm', 'Geometric Mean', 'click to view the definition of the Geometric Mean'),header=TRUE)
a<-table.element(a,geo)
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/harmonic_mean.htm', 'Harmonic Mean', 'click to view the definition of the Harmonic Mean'),header=TRUE)
a<-table.element(a,har)
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/quadratic_mean.htm', 'Quadratic Mean', 'click to view the definition of the Quadratic Mean'),header=TRUE)
a<-table.element(a,qua)
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
for (j in 1:length(win[,1])) {
a<-table.row.start(a)
mylabel <- paste('Winsorized Mean (',j)
mylabel <- paste(mylabel,'/')
mylabel <- paste(mylabel,length(win[,1]))
mylabel <- paste(mylabel,')')
a<-table.element(a,hyperlink('http://www.xycoon.com/winsorized_mean.htm', mylabel, 'click to view the definition of the Winsorized Mean'),header=TRUE)
a<-table.element(a,win[j,1])
a<-table.element(a,win[j,2])
a<-table.element(a,win[j,1]/win[j,2])
a<-table.row.end(a)
}
for (j in 1:length(tri[,1])) {
a<-table.row.start(a)
mylabel <- paste('Trimmed Mean (',j)
mylabel <- paste(mylabel,'/')
mylabel <- paste(mylabel,length(tri[,1]))
mylabel <- paste(mylabel,')')
a<-table.element(a,hyperlink('http://www.xycoon.com/arithmetic_mean.htm', mylabel, 'click to view the definition of the Trimmed Mean'),header=TRUE)
a<-table.element(a,tri[j,1])
a<-table.element(a,tri[j,2])
a<-table.element(a,tri[j,1]/tri[j,2])
a<-table.row.end(a)
}
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/median_1.htm', 'Median', 'click to view the definition of the Median'),header=TRUE)
a<-table.element(a,median(x))
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/midrange.htm', 'Midrange', 'click to view the definition of the Midrange'),header=TRUE)
a<-table.element(a,midr)
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_1.htm','Weighted Average at Xnp',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[1])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_2.htm','Weighted Average at X(n+1)p',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[2])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_3.htm','Empirical Distribution Function',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[3])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_4.htm','Empirical Distribution Function - Averaging',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[4])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_5.htm','Empirical Distribution Function - Interpolation',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[5])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_6.htm','Closest Observation',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[6])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_7.htm','True Basic - Statistics Graphics Toolkit',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[7])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_8.htm','MS Excel (old versions)',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[8])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Number of observations',header=TRUE)
a<-table.element(a,length(x))
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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