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Opdracht 8 - Frederik Degrave

*Unverified author*
R Software Module: /rwasp_smp.wasp (opens new window with default values)
Title produced by software: Standard Deviation-Mean Plot
Date of computation: Mon, 09 May 2011 18:04:27 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/May/09/t13049640527eodap4ilo25o09.htm/, Retrieved Mon, 09 May 2011 20:00:54 +0200
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
KDGP2W83
 
Dataseries X:
» Textbox « » Textfile « » CSV «
335378 331533 318620 320838 326738 339196 336544 316150 309160 314901 313468 309914 306532 299149 288776 289441 293886 305957 305486 285179 280244 290616 292133 300414 306122 304198 300074 307836 313761 329573 327225 306307 316532 323953 327103 337606 344178 342892 344693 355072 372423 378519 379421 366121 367866 367980 370804 376126 377795 376740 372402 380575 387267 387820 389827 376911 377367 378670 385705 387495 386586 388884 384359 392058 384502 381903 382842 371551 369167 370861 378205 377632 376974 370490 364431 372720 375787 375021 374556 355178 352487 355996 353467 356427 354846
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Herman Ole Andreas Wold' @ www.yougetit.org


Standard Deviation-Mean Plot
SectionMeanStandard DeviationRange
1322703.33333333310764.912703554630036
2294817.758642.592520608226288
3316690.83333333312114.029633845937532
4363841.2513614.167694821736529
5381547.8333333335739.0019378306817425
6380712.57346.3773323380922891
7365294.59913.812251784724487


Regression: S.E.(k) = alpha + beta * Mean(k)
alpha18910.0664098828
beta-0.0264822554981661
S.D.0.0332291118098764
T-STAT-0.796959474863092
p-value0.461624514621342


Regression: ln S.E.(k) = alpha + beta * ln Mean(k)
alpha23.1971161711385
beta-1.10186791439542
S.D.1.21151040210996
T-STAT-0.909499342701815
p-value0.404794859089378
Lambda2.10186791439542
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2011/May/09/t13049640527eodap4ilo25o09/1tk2m1304964266.png (open in new window)
http://www.freestatistics.org/blog/date/2011/May/09/t13049640527eodap4ilo25o09/1tk2m1304964266.ps (open in new window)


http://www.freestatistics.org/blog/date/2011/May/09/t13049640527eodap4ilo25o09/26tdv1304964266.png (open in new window)
http://www.freestatistics.org/blog/date/2011/May/09/t13049640527eodap4ilo25o09/26tdv1304964266.ps (open in new window)


 
Parameters (Session):
par1 = 12 ;
 
Parameters (R input):
par1 = 12 ;
 
R code (references can be found in the software module):
par1 <- as.numeric(par1)
(n <- length(x))
(np <- floor(n / par1))
arr <- array(NA,dim=c(par1,np))
j <- 0
k <- 1
for (i in 1:(np*par1))
{
j = j + 1
arr[j,k] <- x[i]
if (j == par1) {
j = 0
k=k+1
}
}
arr
arr.mean <- array(NA,dim=np)
arr.sd <- array(NA,dim=np)
arr.range <- array(NA,dim=np)
for (j in 1:np)
{
arr.mean[j] <- mean(arr[,j],na.rm=TRUE)
arr.sd[j] <- sd(arr[,j],na.rm=TRUE)
arr.range[j] <- max(arr[,j],na.rm=TRUE) - min(arr[,j],na.rm=TRUE)
}
arr.mean
arr.sd
arr.range
(lm1 <- lm(arr.sd~arr.mean))
(lnlm1 <- lm(log(arr.sd)~log(arr.mean)))
(lm2 <- lm(arr.range~arr.mean))
bitmap(file='test1.png')
plot(arr.mean,arr.sd,main='Standard Deviation-Mean Plot',xlab='mean',ylab='standard deviation')
dev.off()
bitmap(file='test2.png')
plot(arr.mean,arr.range,main='Range-Mean Plot',xlab='mean',ylab='range')
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Standard Deviation-Mean Plot',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Section',header=TRUE)
a<-table.element(a,'Mean',header=TRUE)
a<-table.element(a,'Standard Deviation',header=TRUE)
a<-table.element(a,'Range',header=TRUE)
a<-table.row.end(a)
for (j in 1:np) {
a<-table.row.start(a)
a<-table.element(a,j,header=TRUE)
a<-table.element(a,arr.mean[j])
a<-table.element(a,arr.sd[j] )
a<-table.element(a,arr.range[j] )
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Regression: S.E.(k) = alpha + beta * Mean(k)',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'alpha',header=TRUE)
a<-table.element(a,lm1$coefficients[[1]])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'beta',header=TRUE)
a<-table.element(a,lm1$coefficients[[2]])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,summary(lm1)$coefficients[2,2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,summary(lm1)$coefficients[2,3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-value',header=TRUE)
a<-table.element(a,summary(lm1)$coefficients[2,4])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Regression: ln S.E.(k) = alpha + beta * ln Mean(k)',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'alpha',header=TRUE)
a<-table.element(a,lnlm1$coefficients[[1]])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'beta',header=TRUE)
a<-table.element(a,lnlm1$coefficients[[2]])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,summary(lnlm1)$coefficients[2,2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,summary(lnlm1)$coefficients[2,3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-value',header=TRUE)
a<-table.element(a,summary(lnlm1)$coefficients[2,4])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Lambda',header=TRUE)
a<-table.element(a,1-lnlm1$coefficients[[2]])
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable2.tab')
 





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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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