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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 computationFri, 28 Nov 2008 05:34:42 -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/Nov/28/t12278757192c5uc7g47nibixz.htm/, Retrieved Mon, 20 May 2024 05:23:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26040, Retrieved Mon, 20 May 2024 05:23:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact181

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] [vraag 3] [2008-11-28 12:34:42] [3dc594a6c62226e1e98766c4d385bfaa] [Current]
Feedback Forum
2008-12-08 19:14:36 [Michaël De Kuyer] [reply] 
Naar mijn mening heb ik deze vraag correct beantwoord.

Post a new message

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=26040&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=26040&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26040&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)88.6514468937876Range38Trim Var.65.407280675771
V(Y[t],d=1,D=0)1.00110260682007Range2Trim Var.NA
V(Y[t],d=2,D=0)1.97181482469112Range4Trim Var.0
V(Y[t],d=3,D=0)5.91935483870968Range8Trim Var.2.61960784313725
V(Y[t],d=0,D=1)11.0721210489110Range16Trim Var.6.60177190395245
V(Y[t],d=1,D=1)2.09874853178526Range4Trim Var.0
V(Y[t],d=2,D=1)4.14020618556701Range8Trim Var.2.30249971722656
V(Y[t],d=3,D=1)12.5619153105564Range16Trim Var.6.67341137929373
V(Y[t],d=0,D=2)24.3006103494029Range28Trim Var.11.6463883164135
V(Y[t],d=1,D=2)6.47241394625805Range8Trim Var.2.62645092597441
V(Y[t],d=2,D=2)12.4986574606828Range16Trim Var.6.71902908174948
V(Y[t],d=3,D=2)37.728813559322Range32Trim Var.22.547442680776

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 88.6514468937876 & Range & 38 & Trim Var. & 65.407280675771 \tabularnewline
V(Y[t],d=1,D=0) & 1.00110260682007 & Range & 2 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 1.97181482469112 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 5.91935483870968 & Range & 8 & Trim Var. & 2.61960784313725 \tabularnewline
V(Y[t],d=0,D=1) & 11.0721210489110 & Range & 16 & Trim Var. & 6.60177190395245 \tabularnewline
V(Y[t],d=1,D=1) & 2.09874853178526 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 4.14020618556701 & Range & 8 & Trim Var. & 2.30249971722656 \tabularnewline
V(Y[t],d=3,D=1) & 12.5619153105564 & Range & 16 & Trim Var. & 6.67341137929373 \tabularnewline
V(Y[t],d=0,D=2) & 24.3006103494029 & Range & 28 & Trim Var. & 11.6463883164135 \tabularnewline
V(Y[t],d=1,D=2) & 6.47241394625805 & Range & 8 & Trim Var. & 2.62645092597441 \tabularnewline
V(Y[t],d=2,D=2) & 12.4986574606828 & Range & 16 & Trim Var. & 6.71902908174948 \tabularnewline
V(Y[t],d=3,D=2) & 37.728813559322 & Range & 32 & Trim Var. & 22.547442680776 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26040&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]88.6514468937876[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]65.407280675771[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.00110260682007[/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]1.97181482469112[/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]5.91935483870968[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.61960784313725[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]11.0721210489110[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.60177190395245[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2.09874853178526[/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]4.14020618556701[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.30249971722656[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]12.5619153105564[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.67341137929373[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]24.3006103494029[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]11.6463883164135[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6.47241394625805[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.62645092597441[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]12.4986574606828[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.71902908174948[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]37.728813559322[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]22.547442680776[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26040&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26040&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)88.6514468937876Range38Trim Var.65.407280675771
V(Y[t],d=1,D=0)1.00110260682007Range2Trim Var.NA
V(Y[t],d=2,D=0)1.97181482469112Range4Trim Var.0
V(Y[t],d=3,D=0)5.91935483870968Range8Trim Var.2.61960784313725
V(Y[t],d=0,D=1)11.0721210489110Range16Trim Var.6.60177190395245
V(Y[t],d=1,D=1)2.09874853178526Range4Trim Var.0
V(Y[t],d=2,D=1)4.14020618556701Range8Trim Var.2.30249971722656
V(Y[t],d=3,D=1)12.5619153105564Range16Trim Var.6.67341137929373
V(Y[t],d=0,D=2)24.3006103494029Range28Trim Var.11.6463883164135
V(Y[t],d=1,D=2)6.47241394625805Range8Trim Var.2.62645092597441
V(Y[t],d=2,D=2)12.4986574606828Range16Trim Var.6.71902908174948
V(Y[t],d=3,D=2)37.728813559322Range32Trim Var.22.547442680776


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 500 ; par2 = 0.5 ;
Parameters (R input):
par1 = 500 ; par2 = 0.5 ; par3 = ; par4 = ; par5 = ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
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')