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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 13:53:14 -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/t1228164827qskz84pz49ww3lu.htm/, Retrieved Sun, 05 May 2024 13:56:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27393, Retrieved Sun, 05 May 2024 13:56:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact200

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 - 1ste reprodu...] [2008-12-01 20:51:54] [9e54d1454d464f1bf9ee4a54d5d56945]
-           [Law of Averages] [Q3 - 2de reproduc...] [2008-12-01 20:53:14] [8da7502cfecb272886bc60b3f290b8b8] [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=27393&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=27393&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27393&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)69.25250501002Range33Trim Var.50.5056267828595
V(Y[t],d=1,D=0)1.00132795711906Range2Trim Var.NA
V(Y[t],d=2,D=0)1.98791140416798Range4Trim Var.0
V(Y[t],d=3,D=0)5.85483870967742Range8Trim Var.2.74198093659345
V(Y[t],d=0,D=1)12.0536573871478Range16Trim Var.6.52748614505525
V(Y[t],d=1,D=1)2.10672547975765Range4Trim Var.0
V(Y[t],d=2,D=1)4.13194179288108Range8Trim Var.2.29412962334578
V(Y[t],d=3,D=1)12.0578341995399Range16Trim Var.7.04347826086957
V(Y[t],d=0,D=2)25.6825652366210Range30Trim Var.13.5433022048281
V(Y[t],d=1,D=2)6.19409282700422Range8Trim Var.2.93576306927265
V(Y[t],d=2,D=2)12.0591252531200Range16Trim Var.6.54614148943006
V(Y[t],d=3,D=2)34.8218726484395Range30Trim Var.23.3294692578702

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 69.25250501002 & Range & 33 & Trim Var. & 50.5056267828595 \tabularnewline
V(Y[t],d=1,D=0) & 1.00132795711906 & Range & 2 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 1.98791140416798 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 5.85483870967742 & Range & 8 & Trim Var. & 2.74198093659345 \tabularnewline
V(Y[t],d=0,D=1) & 12.0536573871478 & Range & 16 & Trim Var. & 6.52748614505525 \tabularnewline
V(Y[t],d=1,D=1) & 2.10672547975765 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 4.13194179288108 & Range & 8 & Trim Var. & 2.29412962334578 \tabularnewline
V(Y[t],d=3,D=1) & 12.0578341995399 & Range & 16 & Trim Var. & 7.04347826086957 \tabularnewline
V(Y[t],d=0,D=2) & 25.6825652366210 & Range & 30 & Trim Var. & 13.5433022048281 \tabularnewline
V(Y[t],d=1,D=2) & 6.19409282700422 & Range & 8 & Trim Var. & 2.93576306927265 \tabularnewline
V(Y[t],d=2,D=2) & 12.0591252531200 & Range & 16 & Trim Var. & 6.54614148943006 \tabularnewline
V(Y[t],d=3,D=2) & 34.8218726484395 & Range & 30 & Trim Var. & 23.3294692578702 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27393&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]69.25250501002[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]50.5056267828595[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.00132795711906[/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]1.98791140416798[/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]5.85483870967742[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.74198093659345[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12.0536573871478[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.52748614505525[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2.10672547975765[/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]4.13194179288108[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.29412962334578[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]12.0578341995399[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]7.04347826086957[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]25.6825652366210[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]13.5433022048281[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6.19409282700422[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.93576306927265[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]12.0591252531200[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.54614148943006[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]34.8218726484395[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]23.3294692578702[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27393&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27393&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)69.25250501002Range33Trim Var.50.5056267828595
V(Y[t],d=1,D=0)1.00132795711906Range2Trim Var.NA
V(Y[t],d=2,D=0)1.98791140416798Range4Trim Var.0
V(Y[t],d=3,D=0)5.85483870967742Range8Trim Var.2.74198093659345
V(Y[t],d=0,D=1)12.0536573871478Range16Trim Var.6.52748614505525
V(Y[t],d=1,D=1)2.10672547975765Range4Trim Var.0
V(Y[t],d=2,D=1)4.13194179288108Range8Trim Var.2.29412962334578
V(Y[t],d=3,D=1)12.0578341995399Range16Trim Var.7.04347826086957
V(Y[t],d=0,D=2)25.6825652366210Range30Trim Var.13.5433022048281
V(Y[t],d=1,D=2)6.19409282700422Range8Trim Var.2.93576306927265
V(Y[t],d=2,D=2)12.0591252531200Range16Trim Var.6.54614148943006
V(Y[t],d=3,D=2)34.8218726484395Range30Trim Var.23.3294692578702


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')