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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, 08 Dec 2008 09:36:46 -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/08/t1228754225276mhz22hxi5vgm.htm/, Retrieved Thu, 16 May 2024 15:24:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30570, Retrieved Thu, 16 May 2024 15:24:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact207

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] [Taak 7 -Q3 (1)] [2008-11-28 10:49:27] [46c5a5fbda57fdfa1d4ef48658f82a0c]
-   P       [Law of Averages] [Verbetering Q3] [2008-12-08 16:36:46] [2ae704d6b0222e84f58032588d68322b] [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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30570&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30570&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30570&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)28.8444729458918Range27Trim Var.15.7275626423690
V(Y[t],d=1,D=0)1.00152111451819Range2Trim Var.NA
V(Y[t],d=2,D=0)2.05229772207542Range4Trim Var.0
V(Y[t],d=3,D=0)6.16933861231908Range8Trim Var.2.74997054318369
V(Y[t],d=0,D=1)8.14696872790925Range16Trim Var.3.96179714823783
V(Y[t],d=1,D=1)1.95060038363712Range4Trim Var.0
V(Y[t],d=2,D=1)4.27216494845361Range8Trim Var.2.25854141202491
V(Y[t],d=3,D=1)13.2479168441680Range16Trim Var.6.55827282657585
V(Y[t],d=0,D=2)15.9914197257851Range22Trim Var.8.46457853175653
V(Y[t],d=1,D=2)5.86453475460804Range8Trim Var.2.53963037729058
V(Y[t],d=2,D=2)13.2008278249079Range16Trim Var.6.61855670103093
V(Y[t],d=3,D=2)41.3558605367829Range32Trim Var.22.2415729615113

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 28.8444729458918 & Range & 27 & Trim Var. & 15.7275626423690 \tabularnewline
V(Y[t],d=1,D=0) & 1.00152111451819 & Range & 2 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 2.05229772207542 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 6.16933861231908 & Range & 8 & Trim Var. & 2.74997054318369 \tabularnewline
V(Y[t],d=0,D=1) & 8.14696872790925 & Range & 16 & Trim Var. & 3.96179714823783 \tabularnewline
V(Y[t],d=1,D=1) & 1.95060038363712 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 4.27216494845361 & Range & 8 & Trim Var. & 2.25854141202491 \tabularnewline
V(Y[t],d=3,D=1) & 13.2479168441680 & Range & 16 & Trim Var. & 6.55827282657585 \tabularnewline
V(Y[t],d=0,D=2) & 15.9914197257851 & Range & 22 & Trim Var. & 8.46457853175653 \tabularnewline
V(Y[t],d=1,D=2) & 5.86453475460804 & Range & 8 & Trim Var. & 2.53963037729058 \tabularnewline
V(Y[t],d=2,D=2) & 13.2008278249079 & Range & 16 & Trim Var. & 6.61855670103093 \tabularnewline
V(Y[t],d=3,D=2) & 41.3558605367829 & Range & 32 & Trim Var. & 22.2415729615113 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30570&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]28.8444729458918[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]15.7275626423690[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.00152111451819[/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]2.05229772207542[/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]6.16933861231908[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.74997054318369[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8.14696872790925[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]3.96179714823783[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.95060038363712[/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]4.27216494845361[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.25854141202491[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]13.2479168441680[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.55827282657585[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]15.9914197257851[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]8.46457853175653[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5.86453475460804[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.53963037729058[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]13.2008278249079[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.61855670103093[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]41.3558605367829[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]22.2415729615113[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30570&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30570&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)28.8444729458918Range27Trim Var.15.7275626423690
V(Y[t],d=1,D=0)1.00152111451819Range2Trim Var.NA
V(Y[t],d=2,D=0)2.05229772207542Range4Trim Var.0
V(Y[t],d=3,D=0)6.16933861231908Range8Trim Var.2.74997054318369
V(Y[t],d=0,D=1)8.14696872790925Range16Trim Var.3.96179714823783
V(Y[t],d=1,D=1)1.95060038363712Range4Trim Var.0
V(Y[t],d=2,D=1)4.27216494845361Range8Trim Var.2.25854141202491
V(Y[t],d=3,D=1)13.2479168441680Range16Trim Var.6.55827282657585
V(Y[t],d=0,D=2)15.9914197257851Range22Trim Var.8.46457853175653
V(Y[t],d=1,D=2)5.86453475460804Range8Trim Var.2.53963037729058
V(Y[t],d=2,D=2)13.2008278249079Range16Trim Var.6.61855670103093
V(Y[t],d=3,D=2)41.3558605367829Range32Trim Var.22.2415729615113


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = -0.3 ; par2 = 1 ; par3 = 1 ; par4 = 12 ;
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')