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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 computationSun, 30 Nov 2008 09:39:37 -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/30/t1228063204vszcj6oabsx8h4r.htm/, Retrieved Mon, 20 May 2024 04:10:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26613, Retrieved Mon, 20 May 2024 04:10:16 +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] [] [2008-11-30 16:39:37] [6d40a467de0f28bd2350f82ac9522c51] [Current]
F           [Law of Averages] [Q3] [2008-11-30 22:27:27] [547636b63517c1c2916a747d66b36ebf]
F           [Law of Averages] [Q3_VRM] [2008-11-30 22:51:09] [6816386b1f3c2f6c0c9f2aa1e5bc9362]
F             [Law of Averages] [Non stationary ti...] [2008-12-01 23:10:57] [cf9c64468d04c2c4dd548cc66b4e3677]
F             [Law of Averages] [] [2008-12-02 07:00:00] [74be16979710d4c4e7c6647856088456]
F           [Law of Averages] [Q3] [2008-12-01 00:55:33] [73d6180dc45497329efd1b6934a84aba]
F           [Law of Averages] [Q3] [2008-12-01 17:28:28] [077ffec662d24c06be4c491541a44245]
Feedback Forum
2008-12-05 16:52:50 [Kristof Van Esbroeck] [reply] 
Er worden duidelijk verklaringen gegeven mbt de gegevens die we uit de tabel kunnen opmaken.

De VRM - Variance Reduction Matrix – toont da variatie en gerelateerde differentiatiewaarden.

We noteren bij de kleinste variatiewaarde het meest adequate stationaire karakter.

In de tabel lezen we voorts kleine d waarden en grote D waarden af. Wanneer d=0 noteren we het aantal keer dat we niet seizonaal differentieren. In geval van D=0 noteren we het aantal keer dat we wel seizonaal differentieren.
In de laatste tabel merken we de getrimde variatie op. Men laat 5% van de kleinste en de grootste waarden vallen.
2008-12-08 08:34:07 [Dorien Peeters] [reply] 
De student geeft een goede omschrijving van de gegevens in de tabel. In de tabel zien we ook D en d. Als d=0=>aantal keer we differentiëren(niet seizoenaal)
Als D=0=>aantal keer we differentiëren (wel seizoenaal)

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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26613&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26613&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26613&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)35.7560080160321Range32Trim Var.20.6338820838475
V(Y[t],d=1,D=0)0.99987927662554Range2Trim Var.NA
V(Y[t],d=2,D=0)1.85110663983903Range4Trim Var.0
V(Y[t],d=3,D=0)5.2015966768352Range8Trim Var.2.69884283713731
V(Y[t],d=0,D=1)12.2541993469553Range18Trim Var.6.39010078120341
V(Y[t],d=1,D=1)2.10692828351966Range4Trim Var.0
V(Y[t],d=2,D=1)3.76082474226804Range8Trim Var.0.985720886229126
V(Y[t],d=3,D=1)10.3636363636364Range16Trim Var.6.89111439852705
V(Y[t],d=0,D=2)27.4313135780628Range30Trim Var.14.6099130329015
V(Y[t],d=1,D=2)6.48929158338885Range8Trim Var.2.77590849067929
V(Y[t],d=2,D=2)11.4418426240622Range16Trim Var.7.39056447149972
V(Y[t],d=3,D=2)31.1609990325008Range28Trim Var.18.5871210690042

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 35.7560080160321 & Range & 32 & Trim Var. & 20.6338820838475 \tabularnewline
V(Y[t],d=1,D=0) & 0.99987927662554 & Range & 2 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 1.85110663983903 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 5.2015966768352 & Range & 8 & Trim Var. & 2.69884283713731 \tabularnewline
V(Y[t],d=0,D=1) & 12.2541993469553 & Range & 18 & Trim Var. & 6.39010078120341 \tabularnewline
V(Y[t],d=1,D=1) & 2.10692828351966 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 3.76082474226804 & Range & 8 & Trim Var. & 0.985720886229126 \tabularnewline
V(Y[t],d=3,D=1) & 10.3636363636364 & Range & 16 & Trim Var. & 6.89111439852705 \tabularnewline
V(Y[t],d=0,D=2) & 27.4313135780628 & Range & 30 & Trim Var. & 14.6099130329015 \tabularnewline
V(Y[t],d=1,D=2) & 6.48929158338885 & Range & 8 & Trim Var. & 2.77590849067929 \tabularnewline
V(Y[t],d=2,D=2) & 11.4418426240622 & Range & 16 & Trim Var. & 7.39056447149972 \tabularnewline
V(Y[t],d=3,D=2) & 31.1609990325008 & Range & 28 & Trim Var. & 18.5871210690042 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26613&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]35.7560080160321[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]20.6338820838475[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.99987927662554[/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]1.85110663983903[/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]5.2015966768352[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.69884283713731[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12.2541993469553[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]6.39010078120341[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2.10692828351966[/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]3.76082474226804[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]0.985720886229126[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]10.3636363636364[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.89111439852705[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]27.4313135780628[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]14.6099130329015[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6.48929158338885[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.77590849067929[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]11.4418426240622[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]7.39056447149972[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]31.1609990325008[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]18.5871210690042[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26613&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26613&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)35.7560080160321Range32Trim Var.20.6338820838475
V(Y[t],d=1,D=0)0.99987927662554Range2Trim Var.NA
V(Y[t],d=2,D=0)1.85110663983903Range4Trim Var.0
V(Y[t],d=3,D=0)5.2015966768352Range8Trim Var.2.69884283713731
V(Y[t],d=0,D=1)12.2541993469553Range18Trim Var.6.39010078120341
V(Y[t],d=1,D=1)2.10692828351966Range4Trim Var.0
V(Y[t],d=2,D=1)3.76082474226804Range8Trim Var.0.985720886229126
V(Y[t],d=3,D=1)10.3636363636364Range16Trim Var.6.89111439852705
V(Y[t],d=0,D=2)27.4313135780628Range30Trim Var.14.6099130329015
V(Y[t],d=1,D=2)6.48929158338885Range8Trim Var.2.77590849067929
V(Y[t],d=2,D=2)11.4418426240622Range16Trim Var.7.39056447149972
V(Y[t],d=3,D=2)31.1609990325008Range28Trim Var.18.5871210690042


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')