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Workshop 8, question 4

R Software Module: rwasp_centraltendency.wasp (opens new window with default values)
Title produced by software: Central Tendency
Date of computation: Sat, 01 Dec 2007 09:43:38 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Dec/01/t1196526798jp2oe9zgb81qfzo.htm/, Retrieved Sat, 01 Dec 2007 17:33:21 +0100
 
User-defined keywords:
Workshop 8, question 4, central tendency, investeringsgoederen
 
Dataseries X:
» Textbox « » Textfile « » CSV «
0.0693990238500725 -0.202508879784000 -18.0825451650144 6.67897137919856 14.9871944949232 6.82249136991831 1.20477877404993 10.5148802743588 5.85093737706826 -3.73615461994183 3.85281956420836 -11.1862001862996 15.0124192342109 9.9585687417191 0.786774498883611 3.36539245418093 4.4416035522114 3.47164787845242 2.04647126132675 3.45954693245012 -4.67092891436139 -8.5989110651235 1.58097313515991 -2.66817956832325 7.94842771374732 4.84790403500832 -8.81314695781482 2.07410903714862 -3.38628384324976 4.06380361865556 4.94898156698772 4.04195625878557 -11.9303577650716 16.9273904984887 3.70496180157471 5.92387030376004 -4.20185645636102 -3.13453268699528 5.59907399121433 9.90827997409823 2.64382654641493 8.44006128237075 -1.19528311634833 0.314644349167505 1.92084804404795 3.51002113180532 3.08440866080907 8.05495940836078 -1.55364521273671
 
Text written by user:
 
Output produced by software:


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Central Tendency - Ungrouped Data
MeasureValueS.E.Value/S.E.
Arithmetic Mean2.218405382269200.9751083491163682.27503475309127
Geometric MeanNaN
Harmonic Mean2.66058084324773
Quadratic Mean7.11065851246356
Winsorized Mean ( 1 / 16 )2.304879180956240.9155200012570412.51756289080692
Winsorized Mean ( 2 / 16 )2.334223378486210.9055768752286022.57760930334817
Winsorized Mean ( 3 / 16 )2.205697195297660.7913371378519372.78730403236851
Winsorized Mean ( 4 / 16 )2.177772653261060.7765632473072862.80437254893588
Winsorized Mean ( 5 / 16 )2.573455651540780.6715304569549333.8322247708766
Winsorized Mean ( 6 / 16 )2.451111214757860.6200159577290753.95330343389148
Winsorized Mean ( 7 / 16 )2.462625495102040.5944184633202944.14291555034536
Winsorized Mean ( 8 / 16 )2.502354324829160.5787478224491414.32373864361115
Winsorized Mean ( 9 / 16 )2.341789698539960.5303130965201484.4158624667324
Winsorized Mean ( 10 / 16 )2.407674010366950.5049442398049564.76819779407121
Winsorized Mean ( 11 / 16 )2.488363114073650.4245289974940785.86146795333661
Winsorized Mean ( 12 / 16 )2.558264135223840.404311817267176.32745328226044
Winsorized Mean ( 13 / 16 )2.754832320106190.343657328849168.01621874130134
Winsorized Mean ( 14 / 16 )2.646779599936900.2987101418786178.86069546648481
Winsorized Mean ( 15 / 16 )2.690912597897520.2803665551191349.5978373624275
Winsorized Mean ( 16 / 16 )2.712407999340520.23248110744016811.6672190235441
Trimmed Mean ( 1 / 16 )2.218405382269200.8622032538441042.57294944362424
Trimmed Mean ( 2 / 16 )2.337383370164180.792304355718372.95010793932201
Trimmed Mean ( 3 / 16 )2.39474331674310.7059105478170263.3924175295987
Trimmed Mean ( 4 / 16 )2.39474331674310.6571192444606173.64430556087088
Trimmed Mean ( 5 / 16 )2.561860810943940.5975844304695174.28702737273646
Trimmed Mean ( 6 / 16 )2.558789745056130.5634975824620994.54090634049568
Trimmed Mean ( 7 / 16 )2.583914735459060.5365870528186194.81546232225714
Trimmed Mean ( 8 / 16 )2.583914735459060.5082036205492835.08440835715867
Trimmed Mean ( 9 / 16 )2.630840873617760.473225492048065.55938113610875
Trimmed Mean ( 10 / 16 )2.685107186180260.4402355146074266.09925164391763
Trimmed Mean ( 11 / 16 )2.735456169938980.4006662161077046.8272693328445
Trimmed Mean ( 12 / 16 )2.779483659893160.3743519348778947.42478774899286
Trimmed Mean ( 13 / 16 )2.818758140722140.3409343899488948.26774365925558
Trimmed Mean ( 14 / 16 )2.830232005960890.3160566984828198.95482367419195
Trimmed Mean ( 15 / 16 )2.864025870228470.2952923739864549.6989496598373
Trimmed Mean ( 16 / 16 )2.864025870228470.26684185343771410.7330459346288
Median3.36539245418093
Midrange-0.57757733326285
Midmean - Weighted Average at Xnp2.65150642167753
Midmean - Weighted Average at X(n+1)p2.77948365989316
Midmean - Empirical Distribution Function2.77948365989316
Midmean - Empirical Distribution Function - Averaging2.77948365989316
Midmean - Empirical Distribution Function - Interpolation2.77948365989316
Midmean - Closest Observation2.61282485709970
Midmean - True Basic - Statistics Graphics Toolkit2.77948365989316
Midmean - MS Excel (old versions)2.77948365989316
Number of observations49
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/01/t1196526798jp2oe9zgb81qfzo/14cgg1196527415.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/01/t1196526798jp2oe9zgb81qfzo/14cgg1196527415.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/01/t1196526798jp2oe9zgb81qfzo/2ugnw1196527415.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/01/t1196526798jp2oe9zgb81qfzo/2ugnw1196527415.ps (open in new window)


 
Parameters:
 
R code (references can be found in the software module):
geomean <- function(x) {
return(exp(mean(log(x))))
}
harmean <- function(x) {
return(1/mean(1/x))
}
quamean <- function(x) {
return(sqrt(mean(x*x)))
}
winmean <- function(x) {
x <-sort(x[!is.na(x)])
n<-length(x)
denom <- 3
nodenom <- n/denom
if (nodenom>40) denom <- n/40
sqrtn = sqrt(n)
roundnodenom = floor(nodenom)
win <- array(NA,dim=c(roundnodenom,2))
for (j in 1:roundnodenom) {
win[j,1] <- (j*x[j+1]+sum(x[(j+1):(n-j)])+j*x[n-j])/n
win[j,2] <- sd(c(rep(x[j+1],j),x[(j+1):(n-j)],rep(x[n-j],j)))/sqrtn
}
return(win)
}
trimean <- function(x) {
x <-sort(x[!is.na(x)])
n<-length(x)
denom <- 3
nodenom <- n/denom
if (nodenom>40) denom <- n/40
sqrtn = sqrt(n)
roundnodenom = floor(nodenom)
tri <- array(NA,dim=c(roundnodenom,2))
for (j in 1:roundnodenom) {
tri[j,1] <- mean(x,trim=j/n)
tri[j,2] <- sd(x[(j+1):(n-j)]) / sqrt(n-j*2)
}
return(tri)
}
midrange <- function(x) {
return((max(x)+min(x))/2)
}
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]
}
}
}
}
midmean <- 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)
}
midm <- 0
myn <- 0
roundno4 <- round(n/4)
round3no4 <- round(3*n/4)
for (i in 1:n) {
if ((x[i]>=qvalue1) & (x[i]<=qvalue3)){
midm = midm + x[i]
myn = myn + 1
}
}
midm = midm / myn
return(midm)
}
(arm <- mean(x))
sqrtn <- sqrt(length(x))
(armse <- sd(x) / sqrtn)
(armose <- arm / armse)
(geo <- geomean(x))
(har <- harmean(x))
(qua <- quamean(x))
(win <- winmean(x))
(tri <- trimean(x))
(midr <- midrange(x))
midm <- array(NA,dim=8)
for (j in 1:8) midm[j] <- midmean(x,j)
midm
bitmap(file='test1.png')
lb <- win[,1] - 2*win[,2]
ub <- win[,1] + 2*win[,2]
if ((ylimmin == '') | (ylimmax == '')) plot(win[,1],type='b',main=main, xlab='j', pch=19, ylab='Winsorized Mean(j/n)', ylim=c(min(lb),max(ub))) else plot(win[,1],type='l',main=main, xlab='j', pch=19, ylab='Winsorized Mean(j/n)', ylim=c(ylimmin,ylimmax))
lines(ub,lty=3)
lines(lb,lty=3)
grid()
dev.off()
bitmap(file='test2.png')
lb <- tri[,1] - 2*tri[,2]
ub <- tri[,1] + 2*tri[,2]
if ((ylimmin == '') | (ylimmax == '')) plot(tri[,1],type='b',main=main, xlab='j', pch=19, ylab='Trimmed Mean(j/n)', ylim=c(min(lb),max(ub))) else plot(tri[,1],type='l',main=main, xlab='j', pch=19, ylab='Trimmed Mean(j/n)', ylim=c(ylimmin,ylimmax))
lines(ub,lty=3)
lines(lb,lty=3)
grid()
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Central Tendency - Ungrouped Data',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Measure',header=TRUE)
a<-table.element(a,'Value',header=TRUE)
a<-table.element(a,'S.E.',header=TRUE)
a<-table.element(a,'Value/S.E.',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/arithmetic_mean.htm', 'Arithmetic Mean', 'click to view the definition of the Arithmetic Mean'),header=TRUE)
a<-table.element(a,arm)
a<-table.element(a,hyperlink('http://www.xycoon.com/arithmetic_mean_standard_error.htm', armse, 'click to view the definition of the Standard Error of the Arithmetic Mean'))
a<-table.element(a,armose)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/geometric_mean.htm', 'Geometric Mean', 'click to view the definition of the Geometric Mean'),header=TRUE)
a<-table.element(a,geo)
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/harmonic_mean.htm', 'Harmonic Mean', 'click to view the definition of the Harmonic Mean'),header=TRUE)
a<-table.element(a,har)
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/quadratic_mean.htm', 'Quadratic Mean', 'click to view the definition of the Quadratic Mean'),header=TRUE)
a<-table.element(a,qua)
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
for (j in 1:length(win[,1])) {
a<-table.row.start(a)
mylabel <- paste('Winsorized Mean (',j)
mylabel <- paste(mylabel,'/')
mylabel <- paste(mylabel,length(win[,1]))
mylabel <- paste(mylabel,')')
a<-table.element(a,hyperlink('http://www.xycoon.com/winsorized_mean.htm', mylabel, 'click to view the definition of the Winsorized Mean'),header=TRUE)
a<-table.element(a,win[j,1])
a<-table.element(a,win[j,2])
a<-table.element(a,win[j,1]/win[j,2])
a<-table.row.end(a)
}
for (j in 1:length(tri[,1])) {
a<-table.row.start(a)
mylabel <- paste('Trimmed Mean (',j)
mylabel <- paste(mylabel,'/')
mylabel <- paste(mylabel,length(tri[,1]))
mylabel <- paste(mylabel,')')
a<-table.element(a,hyperlink('http://www.xycoon.com/arithmetic_mean.htm', mylabel, 'click to view the definition of the Trimmed Mean'),header=TRUE)
a<-table.element(a,tri[j,1])
a<-table.element(a,tri[j,2])
a<-table.element(a,tri[j,1]/tri[j,2])
a<-table.row.end(a)
}
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/median_1.htm', 'Median', 'click to view the definition of the Median'),header=TRUE)
a<-table.element(a,median(x))
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/midrange.htm', 'Midrange', 'click to view the definition of the Midrange'),header=TRUE)
a<-table.element(a,midr)
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_1.htm','Weighted Average at Xnp',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[1])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_2.htm','Weighted Average at X(n+1)p',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[2])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_3.htm','Empirical Distribution Function',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[3])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_4.htm','Empirical Distribution Function - Averaging',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[4])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_5.htm','Empirical Distribution Function - Interpolation',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[5])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_6.htm','Closest Observation',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[6])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_7.htm','True Basic - Statistics Graphics Toolkit',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[7])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
mymid <- hyperlink('http://www.xycoon.com/midmean.htm', 'Midmean', 'click to view the definition of the Midmean')
mylabel <- paste(mymid,hyperlink('http://www.xycoon.com/method_8.htm','MS Excel (old versions)',''),sep=' - ')
a<-table.element(a,mylabel,header=TRUE)
a<-table.element(a,midm[8])
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Number of observations',header=TRUE)
a<-table.element(a,length(x))
a<-table.element(a,'')
a<-table.element(a,'')
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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