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Paper

*The author of this computation has been verified*
R Software Module: /rwasp_variability.wasp (opens new window with default values)
Title produced by software: Variability
Date of computation: Tue, 08 Dec 2009 13:40:01 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/08/t1260304875tyjywjvfufzy036.htm/, Retrieved Tue, 08 Dec 2009 21:41:15 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Dec/08/t1260304875tyjywjvfufzy036.htm/},
    year = {2009},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
bhschhwsstpaper2
 
Dataseries X:
» Textbox « » Textfile « » CSV «
128.6 128.9 129.06 129.23 129.27 129.33 129.35 129.31 129.4 129.49 129.47 129.46 129.45 129.28 129.2 129.25 129.14 129.11 129.02 129.08 128.99 129.11 129.08 129.19 129.23 129.25 129.31 129.33 129.39 129.55 129.43 129.45 129.57 129.76 129.92 130.08 130.41 130.84 131.24 131.49 131.74 132.34 133.5 134.43 136.5 137.41 138.02 138.15 138.24 138.2 138.31 138.65 139.3 139.8 140.52 141.57 141.77 141.66 141.36 141.17
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Variability - Ungrouped Data
Absolute range13.1700000000000
Relative range (unbiased)2.92909044835856
Relative range (biased)2.95380894944632
Variance (unbiased)20.2165006779661
Variance (biased)19.879559
Standard Deviation (unbiased)4.49627631245747
Standard Deviation (biased)4.45864990776356
Coefficient of Variation (unbiased)0.0339697970887003
Coefficient of Variation (biased)0.0336855260066301
Mean Squared Error (MSE versus 0)17539.31388
Mean Squared Error (MSE versus Mean)19.879559
Mean Absolute Deviation from Mean (MAD Mean)3.86873333333333
Mean Absolute Deviation from Median (MAD Median)3.13866666666667
Median Absolute Deviation from Mean3.12100000000000
Median Absolute Deviation from Median0.429999999999993
Mean Squared Deviation from Mean19.879559
Mean Squared Deviation from Median28.1797199999999
Interquartile Difference (Weighted Average at Xnp)7.25
Interquartile Difference (Weighted Average at X(n+1)p)7.9325
Interquartile Difference (Empirical Distribution Function)7.25
Interquartile Difference (Empirical Distribution Function - Averaging)7.70499999999998
Interquartile Difference (Empirical Distribution Function - Interpolation)7.47749999999999
Interquartile Difference (Closest Observation)7.25
Interquartile Difference (True Basic - Statistics Graphics Toolkit)7.47749999999999
Interquartile Difference (MS Excel (old versions))8.16
Semi Interquartile Difference (Weighted Average at Xnp)3.625
Semi Interquartile Difference (Weighted Average at X(n+1)p)3.96625
Semi Interquartile Difference (Empirical Distribution Function)3.625
Semi Interquartile Difference (Empirical Distribution Function - Averaging)3.85249999999999
Semi Interquartile Difference (Empirical Distribution Function - Interpolation)3.73875000000000
Semi Interquartile Difference (Closest Observation)3.625
Semi Interquartile Difference (True Basic - Statistics Graphics Toolkit)3.73875000000000
Semi Interquartile Difference (MS Excel (old versions))4.08
Coefficient of Quartile Variation (Weighted Average at Xnp)0.0272812793979304
Coefficient of Quartile Variation (Weighted Average at X(n+1)p)0.0297730194326893
Coefficient of Quartile Variation (Empirical Distribution Function)0.0272812793979304
Coefficient of Quartile Variation (Empirical Distribution Function - Averaging)0.0289438590559906
Coefficient of Quartile Variation (Empirical Distribution Function - Interpolation)0.0281132802586685
Coefficient of Quartile Variation (Closest Observation)0.0272812793979304
Coefficient of Quartile Variation (True Basic - Statistics Graphics Toolkit)0.0281132802586685
Coefficient of Quartile Variation (MS Excel (old versions))0.0306007650191255
Number of all Pairs of Observations1770
Squared Differences between all Pairs of Observations40.4330013559322
Mean Absolute Differences between all Pairs of Observations4.52997740112994
Gini Mean Difference4.52997740112995
Leik Measure of Dispersion0.512881331175393
Index of Diversity0.983314421422294
Index of Qualitative Variation0.999980767548096
Coefficient of Dispersion0.0298790031922562
Observations60
 
Charts produced by software:
 
Parameters (Session):
 
Parameters (R input):
 
R code (references can be found in the software module):
num <- 50
res <- array(NA,dim=c(num,3))
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]
}
}
}
}
iqd <- 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)
}
iqdiff <- qvalue3 - qvalue1
return(c(iqdiff,iqdiff/2,iqdiff/(qvalue3 + qvalue1)))
}
range <- max(x) - min(x)
lx <- length(x)
biasf <- (lx-1)/lx
varx <- var(x)
bvarx <- varx*biasf
sdx <- sqrt(varx)
mx <- mean(x)
bsdx <- sqrt(bvarx)
x2 <- x*x
mse0 <- sum(x2)/lx
xmm <- x-mx
xmm2 <- xmm*xmm
msem <- sum(xmm2)/lx
axmm <- abs(x - mx)
medx <- median(x)
axmmed <- abs(x - medx)
xmmed <- x - medx
xmmed2 <- xmmed*xmmed
msemed <- sum(xmmed2)/lx
qarr <- array(NA,dim=c(8,3))
for (j in 1:8) {
qarr[j,] <- iqd(x,j)
}
sdpo <- 0
adpo <- 0
for (i in 1:(lx-1)) {
for (j in (i+1):lx) {
ldi <- x[i]-x[j]
aldi <- abs(ldi)
sdpo = sdpo + ldi * ldi
adpo = adpo + aldi
}
}
denom <- (lx*(lx-1)/2)
sdpo = sdpo / denom
adpo = adpo / denom
gmd <- 0
for (i in 1:lx) {
for (j in 1:lx) {
ldi <- abs(x[i]-x[j])
gmd = gmd + ldi
}
}
gmd <- gmd / (lx*(lx-1))
sumx <- sum(x)
pk <- x / sumx
ck <- cumsum(pk)
dk <- array(NA,dim=lx)
for (i in 1:lx) {
if (ck[i] <= 0.5) dk[i] <- ck[i] else dk[i] <- 1 - ck[i]
}
bigd <- sum(dk) * 2 / (lx-1)
iod <- 1 - sum(pk*pk)
res[1,] <- c('Absolute range','http://www.xycoon.com/absolute.htm', range)
res[2,] <- c('Relative range (unbiased)','http://www.xycoon.com/relative.htm', range/sd(x))
res[3,] <- c('Relative range (biased)','http://www.xycoon.com/relative.htm', range/sqrt(varx*biasf))
res[4,] <- c('Variance (unbiased)','http://www.xycoon.com/unbiased.htm', varx)
res[5,] <- c('Variance (biased)','http://www.xycoon.com/biased.htm', bvarx)
res[6,] <- c('Standard Deviation (unbiased)','http://www.xycoon.com/unbiased1.htm', sdx)
res[7,] <- c('Standard Deviation (biased)','http://www.xycoon.com/biased1.htm', bsdx)
res[8,] <- c('Coefficient of Variation (unbiased)','http://www.xycoon.com/variation.htm', sdx/mx)
res[9,] <- c('Coefficient of Variation (biased)','http://www.xycoon.com/variation.htm', bsdx/mx)
res[10,] <- c('Mean Squared Error (MSE versus 0)','http://www.xycoon.com/mse.htm', mse0)
res[11,] <- c('Mean Squared Error (MSE versus Mean)','http://www.xycoon.com/mse.htm', msem)
res[12,] <- c('Mean Absolute Deviation from Mean (MAD Mean)', 'http://www.xycoon.com/mean2.htm', sum(axmm)/lx)
res[13,] <- c('Mean Absolute Deviation from Median (MAD Median)', 'http://www.xycoon.com/median1.htm', sum(axmmed)/lx)
res[14,] <- c('Median Absolute Deviation from Mean', 'http://www.xycoon.com/mean3.htm', median(axmm))
res[15,] <- c('Median Absolute Deviation from Median', 'http://www.xycoon.com/median2.htm', median(axmmed))
res[16,] <- c('Mean Squared Deviation from Mean', 'http://www.xycoon.com/mean1.htm', msem)
res[17,] <- c('Mean Squared Deviation from Median', 'http://www.xycoon.com/median.htm', msemed)
load(file='createtable')
mylink1 <- hyperlink('http://www.xycoon.com/difference.htm','Interquartile Difference','')
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_1.htm','(Weighted Average at Xnp)',''),sep=' ')
res[18,] <- c('', mylink2, qarr[1,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_2.htm','(Weighted Average at X(n+1)p)',''),sep=' ')
res[19,] <- c('', mylink2, qarr[2,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_3.htm','(Empirical Distribution Function)',''),sep=' ')
res[20,] <- c('', mylink2, qarr[3,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_4.htm','(Empirical Distribution Function - Averaging)',''),sep=' ')
res[21,] <- c('', mylink2, qarr[4,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_5.htm','(Empirical Distribution Function - Interpolation)',''),sep=' ')
res[22,] <- c('', mylink2, qarr[5,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_6.htm','(Closest Observation)',''),sep=' ')
res[23,] <- c('', mylink2, qarr[6,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_7.htm','(True Basic - Statistics Graphics Toolkit)',''),sep=' ')
res[24,] <- c('', mylink2, qarr[7,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_8.htm','(MS Excel (old versions))',''),sep=' ')
res[25,] <- c('', mylink2, qarr[8,1])
mylink1 <- hyperlink('http://www.xycoon.com/deviation.htm','Semi Interquartile Difference','')
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_1.htm','(Weighted Average at Xnp)',''),sep=' ')
res[26,] <- c('', mylink2, qarr[1,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_2.htm','(Weighted Average at X(n+1)p)',''),sep=' ')
res[27,] <- c('', mylink2, qarr[2,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_3.htm','(Empirical Distribution Function)',''),sep=' ')
res[28,] <- c('', mylink2, qarr[3,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_4.htm','(Empirical Distribution Function - Averaging)',''),sep=' ')
res[29,] <- c('', mylink2, qarr[4,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_5.htm','(Empirical Distribution Function - Interpolation)',''),sep=' ')
res[30,] <- c('', mylink2, qarr[5,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_6.htm','(Closest Observation)',''),sep=' ')
res[31,] <- c('', mylink2, qarr[6,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_7.htm','(True Basic - Statistics Graphics Toolkit)',''),sep=' ')
res[32,] <- c('', mylink2, qarr[7,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_8.htm','(MS Excel (old versions))',''),sep=' ')
res[33,] <- c('', mylink2, qarr[8,2])
mylink1 <- hyperlink('http://www.xycoon.com/variation1.htm','Coefficient of Quartile Variation','')
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_1.htm','(Weighted Average at Xnp)',''),sep=' ')
res[34,] <- c('', mylink2, qarr[1,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_2.htm','(Weighted Average at X(n+1)p)',''),sep=' ')
res[35,] <- c('', mylink2, qarr[2,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_3.htm','(Empirical Distribution Function)',''),sep=' ')
res[36,] <- c('', mylink2, qarr[3,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_4.htm','(Empirical Distribution Function - Averaging)',''),sep=' ')
res[37,] <- c('', mylink2, qarr[4,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_5.htm','(Empirical Distribution Function - Interpolation)',''),sep=' ')
res[38,] <- c('', mylink2, qarr[5,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_6.htm','(Closest Observation)',''),sep=' ')
res[39,] <- c('', mylink2, qarr[6,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_7.htm','(True Basic - Statistics Graphics Toolkit)',''),sep=' ')
res[40,] <- c('', mylink2, qarr[7,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_8.htm','(MS Excel (old versions))',''),sep=' ')
res[41,] <- c('', mylink2, qarr[8,3])
res[42,] <- c('Number of all Pairs of Observations', 'http://www.xycoon.com/pair_numbers.htm', lx*(lx-1)/2)
res[43,] <- c('Squared Differences between all Pairs of Observations', 'http://www.xycoon.com/squared_differences.htm', sdpo)
res[44,] <- c('Mean Absolute Differences between all Pairs of Observations', 'http://www.xycoon.com/mean_abs_differences.htm', adpo)
res[45,] <- c('Gini Mean Difference', 'http://www.xycoon.com/gini_mean_difference.htm', gmd)
res[46,] <- c('Leik Measure of Dispersion', 'http://www.xycoon.com/leiks_d.htm', bigd)
res[47,] <- c('Index of Diversity', 'http://www.xycoon.com/diversity.htm', iod)
res[48,] <- c('Index of Qualitative Variation', 'http://www.xycoon.com/qualitative_variation.htm', iod*lx/(lx-1))
res[49,] <- c('Coefficient of Dispersion', 'http://www.xycoon.com/dispersion.htm', sum(axmm)/lx/medx)
res[50,] <- c('Observations', '', lx)
res
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variability - Ungrouped Data',2,TRUE)
a<-table.row.end(a)
for (i in 1:num) {
a<-table.row.start(a)
if (res[i,1] != '') {
a<-table.element(a,hyperlink(res[i,2],res[i,1],''),header=TRUE)
} else {
a<-table.element(a,res[i,2],header=TRUE)
}
a<-table.element(a,res[i,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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