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Variability

*The author of this computation has been verified*
R Software Module: /rwasp_variability.wasp (opens new window with default values)
Title produced by software: Variability
Date of computation: Fri, 01 Oct 2010 15:17:03 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Oct/01/t1285946222pewxhlbdn745faj.htm/, Retrieved Fri, 01 Oct 2010 17:17:02 +0200
 
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/2010/Oct/01/t1285946222pewxhlbdn745faj.htm/},
    year = {2010},
}
@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 = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
426113 383703 232444 70939 226731 947293 611281 158047 33999 37028 3883 506652 39225 180818 198296 217465 275562 1030944 5747 136452 556277 213361 274482 220553 23671 260642 2763544 213923 169861 403064 449594 406167 206893 156187 257102 62156 662883 251422 171328 350089 221588 4813 183186 190379 223166 232669 356725 109215 475834 315955 69487 895 278741 30816 207533 192797 601162 289714 293671 386688 699645 85094 131812 645285 197549 308174 8658 242205 238502 187881 140321 44031 421403 218761 1305923 13755 262517 348821 150034 64016 261596 2597 17126 203077 249148 211655 25264 438555 23989 401915 216886 184641 380155 653641 313906 366936 236302 229641 235577 103898 263906 241171 216548 295281 193299 204386 257567 136813 240755 59609 213511 380531 242344 250407 183613 191835 266793 246542 330563 403556 208108 32404 308532 199297 200156 262875 287069 190157 199746 265777 435956 728 etc...
 
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'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Variability - Ungrouped Data
Absolute range4201466
Relative range (unbiased)9.53118519424885
Relative range (biased)9.56565613929519
Variance (unbiased)194315699612.637
Variance (biased)192917744939.165
Standard Deviation (unbiased)440812.544754159
Standard Deviation (biased)439224.025912933
Coefficient of Variation (unbiased)1.45900369719130
Coefficient of Variation (biased)1.45374600911053
Mean Squared Error (MSE versus 0)284201838141.338
Mean Squared Error (MSE versus Mean)192917744939.165
Mean Absolute Deviation from Mean (MAD Mean)191966.145748150
Mean Absolute Deviation from Median (MAD Median)171010.201438849
Median Absolute Deviation from Mean103836.575539568
Median Absolute Deviation from Median82845
Mean Squared Deviation from Mean192917744939.165
Mean Squared Deviation from Median199153464991.612
Interquartile Difference (Weighted Average at Xnp)156836.25
Interquartile Difference (Weighted Average at X(n+1)p)157908
Interquartile Difference (Empirical Distribution Function)157908
Interquartile Difference (Empirical Distribution Function - Averaging)157908
Interquartile Difference (Empirical Distribution Function - Interpolation)150976.5
Interquartile Difference (Closest Observation)155859
Interquartile Difference (True Basic - Statistics Graphics Toolkit)157908
Interquartile Difference (MS Excel (old versions))157908
Semi Interquartile Difference (Weighted Average at Xnp)78418.125
Semi Interquartile Difference (Weighted Average at X(n+1)p)78954
Semi Interquartile Difference (Empirical Distribution Function)78954
Semi Interquartile Difference (Empirical Distribution Function - Averaging)78954
Semi Interquartile Difference (Empirical Distribution Function - Interpolation)75488.25
Semi Interquartile Difference (Closest Observation)77929.5
Semi Interquartile Difference (True Basic - Statistics Graphics Toolkit)78954
Semi Interquartile Difference (MS Excel (old versions))78954
Coefficient of Quartile Variation (Weighted Average at Xnp)0.332280014682196
Coefficient of Quartile Variation (Weighted Average at X(n+1)p)0.333137834861456
Coefficient of Quartile Variation (Empirical Distribution Function)0.333137834861456
Coefficient of Quartile Variation (Empirical Distribution Function - Averaging)0.333137834861456
Coefficient of Quartile Variation (Empirical Distribution Function - Interpolation)0.315267042470575
Coefficient of Quartile Variation (Closest Observation)0.330242630092403
Coefficient of Quartile Variation (True Basic - Statistics Graphics Toolkit)0.333137834861456
Coefficient of Quartile Variation (MS Excel (old versions))0.333137834861456
Number of all Pairs of Observations9591
Squared Differences between all Pairs of Observations388631399225.275
Mean Absolute Differences between all Pairs of Observations281222.793660724
Gini Mean Difference281222.793660724
Leik Measure of Dispersion0.553463374399917
Index of Diversity0.977601601014354
Index of Qualitative Variation0.984685670586922
Coefficient of Dispersion0.860194410206526
Observations139
 
Charts produced by software:
 
Parameters (Session):
par1 = 100 ; par2 = grey ; par3 = FALSE ; par4 = Unknown ;
 
Parameters (R input):
par1 = 100 ; par2 = grey ; par3 = FALSE ; par4 = Unknown ;
 
R code (references can be found in the software module):
num <- 50
res <- array(NA,dim=c(num,3))
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]
}
}
}
}
iqd <- 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)
}
iqdiff <- qvalue3 - qvalue1
return(c(iqdiff,iqdiff/2,iqdiff/(qvalue3 + qvalue1)))
}
range <- max(x) - min(x)
lx <- length(x)
biasf <- (lx-1)/lx
varx <- var(x)
bvarx <- varx*biasf
sdx <- sqrt(varx)
mx <- mean(x)
bsdx <- sqrt(bvarx)
x2 <- x*x
mse0 <- sum(x2)/lx
xmm <- x-mx
xmm2 <- xmm*xmm
msem <- sum(xmm2)/lx
axmm <- abs(x - mx)
medx <- median(x)
axmmed <- abs(x - medx)
xmmed <- x - medx
xmmed2 <- xmmed*xmmed
msemed <- sum(xmmed2)/lx
qarr <- array(NA,dim=c(8,3))
for (j in 1:8) {
qarr[j,] <- iqd(x,j)
}
sdpo <- 0
adpo <- 0
for (i in 1:(lx-1)) {
for (j in (i+1):lx) {
ldi <- x[i]-x[j]
aldi <- abs(ldi)
sdpo = sdpo + ldi * ldi
adpo = adpo + aldi
}
}
denom <- (lx*(lx-1)/2)
sdpo = sdpo / denom
adpo = adpo / denom
gmd <- 0
for (i in 1:lx) {
for (j in 1:lx) {
ldi <- abs(x[i]-x[j])
gmd = gmd + ldi
}
}
gmd <- gmd / (lx*(lx-1))
sumx <- sum(x)
pk <- x / sumx
ck <- cumsum(pk)
dk <- array(NA,dim=lx)
for (i in 1:lx) {
if (ck[i] <= 0.5) dk[i] <- ck[i] else dk[i] <- 1 - ck[i]
}
bigd <- sum(dk) * 2 / (lx-1)
iod <- 1 - sum(pk*pk)
res[1,] <- c('Absolute range','http://www.xycoon.com/absolute.htm', range)
res[2,] <- c('Relative range (unbiased)','http://www.xycoon.com/relative.htm', range/sd(x))
res[3,] <- c('Relative range (biased)','http://www.xycoon.com/relative.htm', range/sqrt(varx*biasf))
res[4,] <- c('Variance (unbiased)','http://www.xycoon.com/unbiased.htm', varx)
res[5,] <- c('Variance (biased)','http://www.xycoon.com/biased.htm', bvarx)
res[6,] <- c('Standard Deviation (unbiased)','http://www.xycoon.com/unbiased1.htm', sdx)
res[7,] <- c('Standard Deviation (biased)','http://www.xycoon.com/biased1.htm', bsdx)
res[8,] <- c('Coefficient of Variation (unbiased)','http://www.xycoon.com/variation.htm', sdx/mx)
res[9,] <- c('Coefficient of Variation (biased)','http://www.xycoon.com/variation.htm', bsdx/mx)
res[10,] <- c('Mean Squared Error (MSE versus 0)','http://www.xycoon.com/mse.htm', mse0)
res[11,] <- c('Mean Squared Error (MSE versus Mean)','http://www.xycoon.com/mse.htm', msem)
res[12,] <- c('Mean Absolute Deviation from Mean (MAD Mean)', 'http://www.xycoon.com/mean2.htm', sum(axmm)/lx)
res[13,] <- c('Mean Absolute Deviation from Median (MAD Median)', 'http://www.xycoon.com/median1.htm', sum(axmmed)/lx)
res[14,] <- c('Median Absolute Deviation from Mean', 'http://www.xycoon.com/mean3.htm', median(axmm))
res[15,] <- c('Median Absolute Deviation from Median', 'http://www.xycoon.com/median2.htm', median(axmmed))
res[16,] <- c('Mean Squared Deviation from Mean', 'http://www.xycoon.com/mean1.htm', msem)
res[17,] <- c('Mean Squared Deviation from Median', 'http://www.xycoon.com/median.htm', msemed)
load(file='createtable')
mylink1 <- hyperlink('http://www.xycoon.com/difference.htm','Interquartile Difference','')
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_1.htm','(Weighted Average at Xnp)',''),sep=' ')
res[18,] <- c('', mylink2, qarr[1,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_2.htm','(Weighted Average at X(n+1)p)',''),sep=' ')
res[19,] <- c('', mylink2, qarr[2,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_3.htm','(Empirical Distribution Function)',''),sep=' ')
res[20,] <- c('', mylink2, qarr[3,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_4.htm','(Empirical Distribution Function - Averaging)',''),sep=' ')
res[21,] <- c('', mylink2, qarr[4,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_5.htm','(Empirical Distribution Function - Interpolation)',''),sep=' ')
res[22,] <- c('', mylink2, qarr[5,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_6.htm','(Closest Observation)',''),sep=' ')
res[23,] <- c('', mylink2, qarr[6,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_7.htm','(True Basic - Statistics Graphics Toolkit)',''),sep=' ')
res[24,] <- c('', mylink2, qarr[7,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_8.htm','(MS Excel (old versions))',''),sep=' ')
res[25,] <- c('', mylink2, qarr[8,1])
mylink1 <- hyperlink('http://www.xycoon.com/deviation.htm','Semi Interquartile Difference','')
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_1.htm','(Weighted Average at Xnp)',''),sep=' ')
res[26,] <- c('', mylink2, qarr[1,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_2.htm','(Weighted Average at X(n+1)p)',''),sep=' ')
res[27,] <- c('', mylink2, qarr[2,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_3.htm','(Empirical Distribution Function)',''),sep=' ')
res[28,] <- c('', mylink2, qarr[3,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_4.htm','(Empirical Distribution Function - Averaging)',''),sep=' ')
res[29,] <- c('', mylink2, qarr[4,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_5.htm','(Empirical Distribution Function - Interpolation)',''),sep=' ')
res[30,] <- c('', mylink2, qarr[5,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_6.htm','(Closest Observation)',''),sep=' ')
res[31,] <- c('', mylink2, qarr[6,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_7.htm','(True Basic - Statistics Graphics Toolkit)',''),sep=' ')
res[32,] <- c('', mylink2, qarr[7,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_8.htm','(MS Excel (old versions))',''),sep=' ')
res[33,] <- c('', mylink2, qarr[8,2])
mylink1 <- hyperlink('http://www.xycoon.com/variation1.htm','Coefficient of Quartile Variation','')
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_1.htm','(Weighted Average at Xnp)',''),sep=' ')
res[34,] <- c('', mylink2, qarr[1,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_2.htm','(Weighted Average at X(n+1)p)',''),sep=' ')
res[35,] <- c('', mylink2, qarr[2,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_3.htm','(Empirical Distribution Function)',''),sep=' ')
res[36,] <- c('', mylink2, qarr[3,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_4.htm','(Empirical Distribution Function - Averaging)',''),sep=' ')
res[37,] <- c('', mylink2, qarr[4,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_5.htm','(Empirical Distribution Function - Interpolation)',''),sep=' ')
res[38,] <- c('', mylink2, qarr[5,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_6.htm','(Closest Observation)',''),sep=' ')
res[39,] <- c('', mylink2, qarr[6,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_7.htm','(True Basic - Statistics Graphics Toolkit)',''),sep=' ')
res[40,] <- c('', mylink2, qarr[7,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_8.htm','(MS Excel (old versions))',''),sep=' ')
res[41,] <- c('', mylink2, qarr[8,3])
res[42,] <- c('Number of all Pairs of Observations', 'http://www.xycoon.com/pair_numbers.htm', lx*(lx-1)/2)
res[43,] <- c('Squared Differences between all Pairs of Observations', 'http://www.xycoon.com/squared_differences.htm', sdpo)
res[44,] <- c('Mean Absolute Differences between all Pairs of Observations', 'http://www.xycoon.com/mean_abs_differences.htm', adpo)
res[45,] <- c('Gini Mean Difference', 'http://www.xycoon.com/gini_mean_difference.htm', gmd)
res[46,] <- c('Leik Measure of Dispersion', 'http://www.xycoon.com/leiks_d.htm', bigd)
res[47,] <- c('Index of Diversity', 'http://www.xycoon.com/diversity.htm', iod)
res[48,] <- c('Index of Qualitative Variation', 'http://www.xycoon.com/qualitative_variation.htm', iod*lx/(lx-1))
res[49,] <- c('Coefficient of Dispersion', 'http://www.xycoon.com/dispersion.htm', sum(axmm)/lx/medx)
res[50,] <- c('Observations', '', lx)
res
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variability - Ungrouped Data',2,TRUE)
a<-table.row.end(a)
for (i in 1:num) {
a<-table.row.start(a)
if (res[i,1] != '') {
a<-table.element(a,hyperlink(res[i,2],res[i,1],''),header=TRUE)
} else {
a<-table.element(a,res[i,2],header=TRUE)
}
a<-table.element(a,res[i,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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