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Q8 Invest distributions

*The author of this computation has been verified*

R Software Module: rwasp_tukeylambda.wasp (opens new window with default values)

Title produced by software: Tukey lambda PPCC Plot

Date of computation: Sun, 26 Oct 2008 11:09:26 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Oct/26/t1225041026gmpynzozmqa2wtf.htm/, Retrieved Sun, 26 Oct 2008 17:10:27 +0000

BibTeX entries for LaTeX users:

@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Oct/26/t1225041026gmpynzozmqa2wtf.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

459191 466617 477604 482132 488837 490761 495016 491156 502519 509405 516184 525109 536953 543315 554950 574343 600423 605963 605672 626140 650740 644045 659971 677720 685500 692880 713398 726815 726448 722721 712776 707154 721030 698097 697694 696268 669371 642615 639078 632034 651048 652996 651578 672179 684741 685734 691557 717499 739340 760643 769425 790364 782748 799182 817333 834295 851736 849382 838158 817005

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Tukey Lambda - Key Values
Distribution (lambda)	Correlation
Approx. Cauchy (lambda=-1)	0.618719506414452
Exact Logistic (lambda=0)	0.970039112682063
Approx. Normal (lambda=0.14)	0.981189350090035
U-shaped (lambda=0.5)	0.988298288590018
Exactly Uniform (lambda=1)	0.984379935230257

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Oct/26/t1225041026gmpynzozmqa2wtf/17bfj1225040965.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Oct/26/t1225041026gmpynzozmqa2wtf/17bfj1225040965.ps (open in new window)

Parameters (Session):

Parameters (R input):

R code (references can be found in the software module):

gp <- function(lambda, p)

{

(p^lambda-(1-p)^lambda)/lambda

}

sortx <- sort(x)

c <- array(NA,dim=c(201))

for (i in 1:201)

{

if (i != 101) c[i] <- cor(gp(ppoints(x), lambda=(i-101)/100),sortx)

}

bitmap(file='test1.png')

plot((-100:100)/100,c[1:201],xlab='lambda',ylab='correlation',main='PPCC Plot - Tukey lambda')

grid()

dev.off()

load(file='createtable')

a<-table.start()

a<-table.row.start(a)

a<-table.element(a,'Tukey Lambda - Key Values',2,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'Distribution (lambda)',1,TRUE)

a<-table.element(a,'Correlation',1,TRUE)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'Approx. Cauchy (lambda=-1)',header=TRUE)

a<-table.element(a,c[1])

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'Exact Logistic (lambda=0)',header=TRUE)

a<-table.element(a,(c[100]+c[102])/2)

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'Approx. Normal (lambda=0.14)',header=TRUE)

a<-table.element(a,c[115])

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'U-shaped (lambda=0.5)',header=TRUE)

a<-table.element(a,c[151])

a<-table.row.end(a)

a<-table.row.start(a)

a<-table.element(a,'Exactly Uniform (lambda=1)',header=TRUE)

a<-table.element(a,c[201])

a<-table.row.end(a)

a<-table.end(a)

table.save(a,file='mytable.tab')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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