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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 computationMon, 01 Dec 2008 13:44:52 -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/01/t1228164323cxj5ub5m7b15skm.htm/, Retrieved Sun, 05 May 2024 17:35:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27377, Retrieved Sun, 05 May 2024 17:35:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsQ1
Estimated Impact235

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] [Random Walk] [2008-11-29 12:49:16] [6743688719638b0cb1c0a6e0bf433315]
-         [Law of Averages] [q1] [2008-12-01 18:43:46] [988ab43f527fc78aae41c84649095267]
-             [Law of Averages] [Q1] [2008-12-01 20:44:52] [783db4b4a0f63b73ca8b14666b7f4329] [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=27377&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=27377&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27377&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)121.150476953908Range39Trim Var.98.2495613630067
V(Y[t],d=1,D=0)0.997078494338074Range2Trim Var.NA
V(Y[t],d=2,D=0)1.89133192730681Range4Trim Var.0
V(Y[t],d=3,D=0)5.57256441877069Range8Trim Var.2.55199515510396
V(Y[t],d=0,D=1)10.1570673578618Range18Trim Var.4.08766115141709
V(Y[t],d=1,D=1)2.06582672108568Range4Trim Var.0
V(Y[t],d=2,D=1)4.04946756607696Range8Trim Var.2.26520116970858
V(Y[t],d=3,D=1)12Range16Trim Var.6.34650611202335
V(Y[t],d=0,D=2)24.0054312251216Range28Trim Var.12.1883354618987
V(Y[t],d=1,D=2)6.29471907617144Range8Trim Var.2.70058630627050
V(Y[t],d=2,D=2)12.6088616515464Range16Trim Var.6.11759277569046
V(Y[t],d=3,D=2)37.3474397104669Range32Trim Var.21.5952360779947

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 121.150476953908 & Range & 39 & Trim Var. & 98.2495613630067 \tabularnewline
V(Y[t],d=1,D=0) & 0.997078494338074 & Range & 2 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 1.89133192730681 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 5.57256441877069 & Range & 8 & Trim Var. & 2.55199515510396 \tabularnewline
V(Y[t],d=0,D=1) & 10.1570673578618 & Range & 18 & Trim Var. & 4.08766115141709 \tabularnewline
V(Y[t],d=1,D=1) & 2.06582672108568 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 4.04946756607696 & Range & 8 & Trim Var. & 2.26520116970858 \tabularnewline
V(Y[t],d=3,D=1) & 12 & Range & 16 & Trim Var. & 6.34650611202335 \tabularnewline
V(Y[t],d=0,D=2) & 24.0054312251216 & Range & 28 & Trim Var. & 12.1883354618987 \tabularnewline
V(Y[t],d=1,D=2) & 6.29471907617144 & Range & 8 & Trim Var. & 2.70058630627050 \tabularnewline
V(Y[t],d=2,D=2) & 12.6088616515464 & Range & 16 & Trim Var. & 6.11759277569046 \tabularnewline
V(Y[t],d=3,D=2) & 37.3474397104669 & Range & 32 & Trim Var. & 21.5952360779947 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27377&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]121.150476953908[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]98.2495613630067[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.997078494338074[/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]1.89133192730681[/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]5.57256441877069[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.55199515510396[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]10.1570673578618[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]4.08766115141709[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2.06582672108568[/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]4.04946756607696[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.26520116970858[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]12[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.34650611202335[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]24.0054312251216[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]12.1883354618987[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6.29471907617144[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.70058630627050[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]12.6088616515464[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.11759277569046[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]37.3474397104669[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]21.5952360779947[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27377&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27377&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)121.150476953908Range39Trim Var.98.2495613630067
V(Y[t],d=1,D=0)0.997078494338074Range2Trim Var.NA
V(Y[t],d=2,D=0)1.89133192730681Range4Trim Var.0
V(Y[t],d=3,D=0)5.57256441877069Range8Trim Var.2.55199515510396
V(Y[t],d=0,D=1)10.1570673578618Range18Trim Var.4.08766115141709
V(Y[t],d=1,D=1)2.06582672108568Range4Trim Var.0
V(Y[t],d=2,D=1)4.04946756607696Range8Trim Var.2.26520116970858
V(Y[t],d=3,D=1)12Range16Trim Var.6.34650611202335
V(Y[t],d=0,D=2)24.0054312251216Range28Trim Var.12.1883354618987
V(Y[t],d=1,D=2)6.29471907617144Range8Trim Var.2.70058630627050
V(Y[t],d=2,D=2)12.6088616515464Range16Trim Var.6.11759277569046
V(Y[t],d=3,D=2)37.3474397104669Range32Trim Var.21.5952360779947


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')