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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 computationFri, 28 Nov 2008 06:18:31 -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/28/t1227878349bzj4jxtjatv9yqr.htm/, Retrieved Sat, 18 May 2024 22:04:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26087, Retrieved Sat, 18 May 2024 22:04:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact187

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] [Q3] [2008-11-28 13:18:31] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum
2008-12-08 14:01:08 [Jonas Janssens] [reply] 
Je geeft geen uitleg over de differentiaties. Bij de kleinste variantie (namelijk +/- 1). ga je 1x niet-seizonaal differentiëren (=d) en 0x seizonaal differentiëren (=D).

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 time1 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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26087&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26087&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26087&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)104.377539078156Range42Trim Var.71.9794379290178
V(Y[t],d=1,D=0)1.00023339852396Range2Trim Var.NA
V(Y[t],d=2,D=0)2.06839430155229Range4Trim Var.0
V(Y[t],d=3,D=0)6.39514506393198Range8Trim Var.2.60888175494917
V(Y[t],d=0,D=1)13.9191436361800Range18Trim Var.7.43953190994691
V(Y[t],d=1,D=1)1.98352219433670Range4Trim Var.0
V(Y[t],d=2,D=1)4.31338509185016Range8Trim Var.2.27581850721129
V(Y[t],d=3,D=1)13.4214876033058Range16Trim Var.6.00822510822511
V(Y[t],d=0,D=2)21.5702609464839Range26Trim Var.11.4276581787823
V(Y[t],d=1,D=2)5.8727781479014Range8Trim Var.2.6859705238671
V(Y[t],d=2,D=2)13.0824345902356Range16Trim Var.6.98249065512493
V(Y[t],d=3,D=2)40.8982334181388Range30Trim Var.25.6121061064625

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 104.377539078156 & Range & 42 & Trim Var. & 71.9794379290178 \tabularnewline
V(Y[t],d=1,D=0) & 1.00023339852396 & Range & 2 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 2.06839430155229 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=3,D=0) & 6.39514506393198 & Range & 8 & Trim Var. & 2.60888175494917 \tabularnewline
V(Y[t],d=0,D=1) & 13.9191436361800 & Range & 18 & Trim Var. & 7.43953190994691 \tabularnewline
V(Y[t],d=1,D=1) & 1.98352219433670 & Range & 4 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 4.31338509185016 & Range & 8 & Trim Var. & 2.27581850721129 \tabularnewline
V(Y[t],d=3,D=1) & 13.4214876033058 & Range & 16 & Trim Var. & 6.00822510822511 \tabularnewline
V(Y[t],d=0,D=2) & 21.5702609464839 & Range & 26 & Trim Var. & 11.4276581787823 \tabularnewline
V(Y[t],d=1,D=2) & 5.8727781479014 & Range & 8 & Trim Var. & 2.6859705238671 \tabularnewline
V(Y[t],d=2,D=2) & 13.0824345902356 & Range & 16 & Trim Var. & 6.98249065512493 \tabularnewline
V(Y[t],d=3,D=2) & 40.8982334181388 & Range & 30 & Trim Var. & 25.6121061064625 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26087&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]104.377539078156[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]71.9794379290178[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.00023339852396[/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]2.06839430155229[/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]6.39514506393198[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.60888175494917[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]13.9191436361800[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]7.43953190994691[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.98352219433670[/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]4.31338509185016[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.27581850721129[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]13.4214876033058[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.00822510822511[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]21.5702609464839[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]11.4276581787823[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5.8727781479014[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]2.6859705238671[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]13.0824345902356[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]6.98249065512493[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]40.8982334181388[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]25.6121061064625[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26087&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26087&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)104.377539078156Range42Trim Var.71.9794379290178
V(Y[t],d=1,D=0)1.00023339852396Range2Trim Var.NA
V(Y[t],d=2,D=0)2.06839430155229Range4Trim Var.0
V(Y[t],d=3,D=0)6.39514506393198Range8Trim Var.2.60888175494917
V(Y[t],d=0,D=1)13.9191436361800Range18Trim Var.7.43953190994691
V(Y[t],d=1,D=1)1.98352219433670Range4Trim Var.0
V(Y[t],d=2,D=1)4.31338509185016Range8Trim Var.2.27581850721129
V(Y[t],d=3,D=1)13.4214876033058Range16Trim Var.6.00822510822511
V(Y[t],d=0,D=2)21.5702609464839Range26Trim Var.11.4276581787823
V(Y[t],d=1,D=2)5.8727781479014Range8Trim Var.2.6859705238671
V(Y[t],d=2,D=2)13.0824345902356Range16Trim Var.6.98249065512493
V(Y[t],d=3,D=2)40.8982334181388Range30Trim Var.25.6121061064625


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')