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Revisions

  1. calpolystat revised this gist Jun 20, 2015. 3 changed files with 1 addition and 3 deletions.
    1 change: 0 additions & 1 deletion bimodal.R
    Original file line number Diff line number Diff line change
    @@ -1,5 +1,4 @@


    ## WANT: FIND mu and sigma such that when
    ## X is defined by P(X<=x) = .5 Phi ((x+mu)/sigma)) + .5 Phi ((x-mu)/sigma))
    ## we have Var[X] = 1
    1 change: 0 additions & 1 deletion server.R
    Original file line number Diff line number Diff line change
    @@ -1,4 +1,3 @@

    # ------------------
    # App Title: Sampling distribution demonstration
    # Author: Gail Potter
    2 changes: 1 addition & 1 deletion ui.R
    Original file line number Diff line number Diff line change
    @@ -58,7 +58,7 @@ shinyUI(fluidPage(
    "Gail Potter"),align="right", style = "font-size: 8pt"),

    div("Shiny source files:",
    a(href="https://gist.github.com/calpolystat/d896c5848934484181be",
    a(href="https://gist.github.com/calpolystat/d7ed9873137267ee557b",
    target="_blank","GitHub Gist"),align="right", style = "font-size: 8pt"),

    div(a(href="http://www.statistics.calpoly.edu/shiny",target="_blank",
  2. calpolystat created this gist Jun 20, 2015.
    7 changes: 7 additions & 0 deletions #Sampling_Distribution.txt
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    Sampling Distributions of Various Statistics Shiny App

    Base R code created by Gail Potter
    Shiny app files created by Gail Potter

    Cal Poly Statistics Dept Shiny Series
    http://statistics.calpoly.edu/shiny
    7 changes: 7 additions & 0 deletions DESCRIPTION
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    Title: Sampling Distributions of Various Statistics
    Author: Gail Potter
    AuthorUrl: http://www.gailpotter.org
    License: MIT
    DisplayMode: Normal
    Tags: Sampling Distributions
    Type: Shiny
    21 changes: 21 additions & 0 deletions LICENSE
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    The MIT License (MIT)

    Copyright (c) 2015 Gail Potter

    Permission is hereby granted, free of charge, to any person obtaining a copy
    of this software and associated documentation files (the "Software"), to deal
    in the Software without restriction, including without limitation the rights
    to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
    copies of the Software, and to permit persons to whom the Software is
    furnished to do so, subject to the following conditions:

    The above copyright notice and this permission notice shall be included in
    all copies or substantial portions of the Software.

    THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
    IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
    FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
    AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
    LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
    OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
    THE SOFTWARE.
    47 changes: 47 additions & 0 deletions bimodal.R
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    ## WANT: FIND mu and sigma such that when
    ## X is defined by P(X<=x) = .5 Phi ((x+mu)/sigma)) + .5 Phi ((x-mu)/sigma))
    ## we have Var[X] = 1
    ## NOTE THAT WE will satisfy E[X] 0 since the means of the 2 normals are -mu and mu.
    ## We just need to find sigma so that Var[X]=1.

    ## Find the PDF:
    ## f(x) = d/dx F(x) = .5 psi ((x+mu)/sigma)) (1/sigma) +
    ## .5 psi ((x-mu)/sigma))(1/sigma),
    ## where psi is the PDF of the standard normal.

    pdf = function(x, mu, sigma) {
    .5* dnorm ((x+mu)/sigma) *(1/sigma) +
    .5 *dnorm ((x-mu)/sigma)*(1/sigma)
    }


    E[X] = \int_-infty ^ infty xf(x) dx
    E[X^2] = \int_-infty ^ infty x^2f(x) dx =
    \int x^2 .5 dnorm((x+mu)/sigma)(1/sigma) +
    \int x^2 .5 dnorm((x-mu)/sigma)(1/sigma) =

    .5*E[Y^2] + .5*E[Z^2] , where Y~normal ( -mu,sigma) and Z~normal(mu, sigma)
    = .5(2)(sigma^2 - mu^2) = sigma^2 - mu^2

    Var[X] = E[X^2]-(E[X])^2
    Var[Y] = sigma^2 = E[Y^2] - mu^2

    E[Y]^2 = sigma^2 - mu^2

    numsim = isolate(input$n)*isolate(input$nsim)
    numsim = 100000
    mu = .92
    sigma = sqrt(1-mu^2)
    "bimodal" = rnorm(numsim, mu*2*(rbinom(n=numsim,
    size=1, prob=.5)-.5), sd=sigma) ##, ncol=isolate(input$n)))
    hist(bimodal)
    sd(bimodal)
    mean(bimodal)


    ## Compute Q1, Q3: YES THEY ARE -mu and mu!!!
    x = -mu
    .5*pnorm(x, -mu, sigma) + .5*pnorm(x, mu, sigma)

    306 changes: 306 additions & 0 deletions server.R
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    # ------------------
    # App Title: Sampling distribution demonstration
    # Author: Gail Potter
    # ------------------

    Q1=function(x) quantile(x, .25)
    Q3=function(x) quantile(x, .75)
    CV=function(x) sd(x)/mean(x)

    ## Compute population parameters. Populations are standardized so that they all have mean =0,
    ## standard deviation = 1

    parameters = data.frame(
    row.names= c("mean", "standard deviation", "Q1", "median", "Q3", "minimum", "maximum"),
    bimodal=rep(NA,7), normal=rep(NA,7), left.skewed=rep(NA,7), right.skewed=rep(NA,7),uniform=rep(NA,7))

    parameters[1,]=0
    parameters[2,]=1

    ## normal quantiles
    parameters$normal[3:5] = qnorm(c(.25, .5, .75))

    ## left-skewed quantiles
    parameters$left.skewed[3:5] = c(
    (10-qgamma(1-.25, shape=2, scale=5)) / (5*sqrt(2)), ## Q1
    (10-qgamma(1-.5, shape=2, scale=5)) / (5*sqrt(2)) , ## Q2
    (10-qgamma(1-.75, shape=2, scale=5)) / (5*sqrt(2))) ## Q3


    ## right-skewed quantiles:
    parameters$right.skewed[3:5] = c(
    (qgamma(.25, shape=2, scale=5)-10 ) / (5*sqrt(2)),
    (qgamma(.5, shape=2, scale=5)-10 ) / (5*sqrt(2)),
    (qgamma(.75, shape=2, scale=5)-10 ) / (5*sqrt(2)))

    ## uniform quantiles
    parameters$uniform[3:5]=c(qunif(.25, -sqrt(3), sqrt(3)), 0, qunif(.75, -sqrt(3), sqrt(3)))

    parameters$bimodal[3:5]= c(-.92, 0, .92)

    parameters[6,] = -Inf
    parameters[7,] = Inf
    parameters[7, "left.skewed"] = 10/(5*sqrt(2))
    parameters[6, "right.skewed"] = -10/(5*sqrt(2))
    parameters[6:7, "uniform"] = c(-sqrt(3), sqrt(3))


    shinyServer(function(input, output, session) {

    draw.sample <- reactiveValues()

    observe({
    if (input$n > 0 & input$n <= 1000 & is.numeric(input$n) &
    (input$n %% 1==0) & !is.na(input$n))
    return()
    showshinyalert(session, "shinyalert1",
    paste("Please enter an integer between 1 and 1000:"))
    })

    observe({
    if (input$nsim > 0 & input$nsim <= 100000 & is.numeric(input$nsim) &
    (input$nsim %% 1==0) & !is.na(input$nsim))
    return()
    showshinyalert(session, "shinyalert2",
    paste("Please enter an integer between 1 and 100,000:"))
    })

    observe({
    if (is.numeric(input$popmean) & !is.na(input$popmean))
    return()
    showshinyalert(session, "shinyalert3",
    paste("Please enter a number for the population mean:"))
    })


    observe({
    if (is.numeric(input$popsd) & !is.na(input$popsd))
    return()
    showshinyalert(session, "shinyalert4",
    paste("Please enter a number for the population standard deviation:"))
    })

    observe({
    input$go

    x = switch(isolate(input$popdist),

    "normal"= matrix(rnorm(isolate(input$n)*isolate(input$nsim), 0,1), ncol=isolate(input$n)),

    "right.skewed" = matrix(rgamma(isolate(input$n)*isolate(input$nsim),
    shape=2, scale=5)/(5*sqrt(2))-10/(5*sqrt(2)),
    ncol=isolate(input$n)),

    "left.skewed" = matrix(10/(5*sqrt(2))-rgamma(isolate(input$n)*isolate(input$nsim),
    shape=2, scale=5)/(5*sqrt(2)),
    ncol=isolate(input$n)),

    "uniform" = matrix(runif(isolate(input$n)*isolate(input$nsim),
    -sqrt(3),sqrt(3)), ncol=isolate(input$n)),

    "bimodal" = matrix(rnorm(isolate(input$n)*isolate(input$nsim),
    2*.92*(rbinom(n=isolate(input$n)*isolate(input$nsim),
    size=1, prob=.5)-.5), sd=sqrt(1-.92^2)),
    ncol=isolate(input$n)))

    x = isolate(input$popsd)*x + isolate(input$popmean)

    f=switch(isolate(input$statistic),
    mean=mean,
    median=median,
    Q1=Q1,
    Q3=Q3,
    "standard deviation"=sd,
    maximum=max,
    minimum=min,
    CV=CV)

    withProgress(session, {
    if(isolate(input$nsim)>1000) setProgress(message = "Calculating, please wait.",
    detail = " ", value=.5)
    sample.statistics = isolate(apply(x, 1, f))
    draw.sample$sample.statistics <-
    c(sample.statistics, isolate(draw.sample$sample.statistics))
    draw.sample$x = x[1,]
    })

    })


    observe({
    input$n
    input$clear
    input$popdist
    input$statistic
    input$popmean
    input$popsd
    draw.sample$x<-NULL
    draw.sample$sample.statistics=NULL
    })

    output$popdistn <- renderPlot({

    popname = switch(input$popdist,
    "normal" = "Normal" ,
    "left.skewed"= "Left-skewed",
    "uniform" = "Uniform",
    "right.skewed" = "Right-skewed" ,
    "bimodal" = "Bimodal")

    pdf = switch(input$popdist,
    "normal"= dnorm,
    "right.skewed" = function(x) 5*sqrt(2)*dgamma(5*sqrt(2)*x+10, shape=2, scale=5),
    "left.skewed" = function(x) 5*sqrt(2)*dgamma(10-5*sqrt(2)*x, shape=2, scale=5),
    "uniform" = function(x) dunif(x, -sqrt(3), sqrt(3)),
    "bimodal" = function(x) (dnorm(x, mean=-.92, sd=sqrt(1-.92^2))+
    dnorm(x, mean=.92, sd=sqrt(1-.92^2)))/2
    )

    xlim = switch(input$popdist,
    "normal"=c(-3,3),
    "right.skewed" = c(-3,3),
    "left.skewed" = c(-3,3),
    "uniform" = c(-2,2),
    "bimodal" = c(-2,2))
    par(mfrow=c(1,2), mar=rep(2,4))

    xlim = input$popsd*xlim + input$popmean

    parameters = input$popsd*parameters + input$popmean
    parameters[2,]=input$popsd

    title = paste(popname, "population,",
    input$statistic, "=", round(parameters[input$statistic, input$popdist], 2))
    if (input$statistic=="standard deviation") title =
    paste(popname,", ", input$statistic, " = ",
    round(parameters[input$statistic, input$popdist], 2), sep="")
    curve(pdf((x-input$popmean)/input$popsd), xlim=xlim, xlab="", ylab="", main=title, cex=.75)

    pop.parameter = parameters[input$statistic, input$popdist]
    if (input$statistic=="standard deviation"){
    height=.2
    if (input$popdist=="uniform") height=.1
    abline(v=input$popmean, lty=2, col="red")
    segments(input$popmean, height, (input$popmean+input$popsd), height, col="red")
    s=input$popsd
    text(input$popmean + .5*input$popsd, height+.05, expression(sigma==s), cex=1.25)
    } else abline(v=pop.parameter, col="red")

    })

    output$dotplot <- renderPlot({
    input$n
    x = draw.sample$x
    stats=draw.sample$sample.statistics
    this.statistic = stats[1]

    par(mfrow=c(1,2))

    if (!is.null(x)){
    ## Compute lower and upper limits for the histogram
    default.lower = -4*(input$popdist=="normal")+
    (-1.5)*(input$popdist=="right.skewed")+
    (-2)*(input$popdist=="uniform") +
    (-2.5)*(input$popdist=="bimodal")+
    (-1.5)*(input$popdist=="left.skewed")

    default.lower = input$popsd*default.lower + input$popmean

    default.upper = 4*(input$popdist!="uniform" & input$popdist!= "bimodal" ) +
    2*(input$popdist == "bimodal" | input$popdist=="uniform")

    default.upper = input$popsd*default.upper + input$popmean

    xmin = min(default.lower, floor(min(x)-.5))
    xmax = max(default.upper, ceiling(max(x)+.5))

    hist1.details = hist(x, col="slategray1", border="darkgray",
    main=paste("Histogram of sample",input$statistic,"=",
    round(this.statistic,2)),
    xlab="Data from a single sample",breaks=seq(xmin,xmax,length.out=20))
    abline(h=0)
    height = max(hist1.details$counts)/2

    if (input$statistic=="standard deviation") {
    abline(v=mean(x), lty=2, col="red")
    segments(mean(x), height, mean(x)+sd(x), height, lwd=2, col="red")
    text(mean(x)+.5*sd(x), height+.2, paste("s=", round(sd(x),2)), cex=1.25)
    } else if (input$statistic!="CV") abline(v=this.statistic, col="red", lwd=2)

    parameters = input$popsd*parameters + input$popmean
    parameters[2,]=input$popsd
    pop.parameter = parameters[input$statistic, input$popdist]


    sample.size = input$n
    xmin=min(pop.parameter - input$popsd, floor(min(stats)-.5))
    xmax=max(pop.parameter + input$popsd, ceiling(max(stats)+.5))

    hist.details = hist(draw.sample$sample.statistics,
    breaks=seq(xmin, xmax, length.out = 20), plot=FALSE)
    ylim = c(0, max(6, max(hist.details$counts)+2))

    title.end = switch(isolate(input$statistic),
    mean="of the sample mean",
    median = "of the sample median",
    minimum = "of the sample minimum",
    maximum = "of the sample maximum",
    Q1 = "of the first quartile (Q1)",
    Q3 = "of the third quartile (Q3)",
    "standard deviation"= "of the standard deviation",
    CV = "of the coefficient of variation (CV)")

    hist2.details = hist(draw.sample$sample.statistics, col="tomato",#572,
    xlab=paste("Sample ", input$statistic, "s", sep=""), ylim=ylim,
    main=paste("Sampling distribution \n",title.end),
    breaks=seq(xmin,xmax,length.out=20) , border="darkgray")
    abline(h=0)
    if(input$display ){
    n.stats = length(draw.sample$sample.statistics)
    height2 = (max(hist2.details$counts)/2)
    textheight = (max(hist2.details$counts)/2)*(n.stats>10)*1.1 +
    ((max(hist2.details$counts)/2)+1)*(n.stats<=10)

    abline(v=mean(stats), lty=2, lwd=1.25)
    segments(mean(stats), lwd=1.25,
    height2, mean(stats)+
    sd(stats), height2)
    text(mean(stats)+.5*sd(stats),textheight,
    round(sd(stats),2), cex=1.2)
    text(mean(stats)+.5*sd(stats),
    max(max(hist2.details$counts)*.9, ylim[2]*.9),
    round(mean(stats),2), cex=1.25)
    }

    }

    })


    output$numsims = renderText({
    paste("Total samples drawn =",
    as.character(length(draw.sample$sample.statistics)),
    " ")
    })

    output$display = renderText({
    f=switch(isolate(input$statistic),
    mean="mean",
    median="median",
    Q1="Q1",
    Q3="Q3",
    "standard deviation"="sd",
    maximum="max",
    minimum="min",
    CV="CV")

    if (input$display) {
    str1 = paste("Mean of ", input$statistic, "s = ", round(mean(draw.sample$sample.statistics),2), sep="")
    str2 = paste("Standard deviation of ",input$statistic, "s = ", round(sd(draw.sample$sample.statistics),2), sep="")

    HTML(paste(str1, str2, sep = '<br/>'))
    }
    })

    })
    6 changes: 6 additions & 0 deletions styles.css
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    .shiny-progress {
    top: 50% !important;
    left: 50% !important;
    margin-top: -220px !important;
    margin-left: 50px !important;
    }
    98 changes: 98 additions & 0 deletions ui.R
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    # ------------------
    # App Title: Sampling distribution demonstration
    # Author: Gail Potter
    # ------------------


    if (!require("devtools")) install.packages("devtools")

    if (!require("shinyBS")) install.packages("shinyBS")
    library(shinyBS)

    if (!require(shinyIncubator)) devtools::install_github("rstudio/shiny-incubator")
    library(shinyIncubator)

    if (!require("shinysky")) devtools::install_github("ShinySky","AnalytixWare")
    library(shinysky)


    shinyUI(fluidPage(
    includeCSS('styles.css'),

    progressInit(),

    tags$head(tags$link(rel = "icon", type = "image/x-icon", href =
    "https://webresource.its.calpoly.edu/cpwebtemplate/5.0.1/common/images_html/favicon.ico")),

    h3("Sampling distribution demonstration"),
    fluidRow(
    column(3,
    wellPanel(
    selectInput("popdist", label = h5("Population distribution"),
    choices = list("Normal" = "normal", "Left-skewed" = "left.skewed",
    "Uniform" = "uniform", "Right-skewed" = "right.skewed",
    "Bimodal"="bimodal"), selected = "normal"),
    br(),
    shinyalert("shinyalert3", TRUE, auto.close.after=5),
    numericInput("popmean", label = h5("Population mean"), value=0),
    br(),
    shinyalert("shinyalert4", TRUE, auto.close.after=5),
    numericInput("popsd", label = h5("Population standard deviation"), value=1),
    br(),
    shinyalert("shinyalert1", TRUE, auto.close.after=5),

    numericInput("n", label=h5("Sample size"), value=10, min=1, max=1000),
    selectInput("statistic", label = h5("Statistic"),
    choices = list("Mean" = "mean", "Median" = "median",
    "1st quartile (Q1)" = "Q1",
    "3rd quartile (Q3)" = "Q3",
    "Standard deviation" = "standard deviation",
    "Maximum"="maximum", "Minimum"="minimum"), selected = "mean"),

    div("Shiny app by",
    a(href="http://www.gailpotter.org",target="_blank",
    "Gail Potter"),align="right", style = "font-size: 8pt"),

    div("Base R code by",
    a(href="http://www.gailpotter.org",target="_blank",
    "Gail Potter"),align="right", style = "font-size: 8pt"),

    div("Shiny source files:",
    a(href="https://gist.github.com/calpolystat/d896c5848934484181be",
    target="_blank","GitHub Gist"),align="right", style = "font-size: 8pt"),

    div(a(href="http://www.statistics.calpoly.edu/shiny",target="_blank",
    "Cal Poly Statistics Dept Shiny Series"),align="right", style = "font-size: 8pt"))

    ),
    tags$style(type="text/css",
    ".shiny-output-error { visibility: hidden; }",
    ".shiny-output-error:before { visibility: hidden; }"
    ),

    column(9, wellPanel(
    p("In the left panel, specify a population shape, sample size, and statistic of interest. When you press the
    'Draw samples' button, a sample from that population will be generated and plotted below left. The statistic will be
    calculated and added to the histogram at right. By generating many different samples, you can see how the statistic tends to vary from one sample to the next.
    That distribution is called the 'sampling distribution'. You can change the population distribution
    to see how that impacts your sample histogram as well as the sampling distribution."),
    shinyalert("shinyalert2", TRUE, auto.close.after=5),

    numericInput("nsim", label=h5("Number of samples"), value=1, min=1, max=1000000),
    actionButton("go", label = "Draw samples"),
    actionButton("clear",label="Clear"),

    bsCollapse(multiple = FALSE, open = NULL, id = "collapse1",
    bsCollapsePanel("Click here to display population characteristics. (Click again to hide.)",
    plotOutput("popdistn", height="200px"),
    id="popcurve", value="test3")
    ) ,

    plotOutput("dotplot", height="290px"),
    textOutput("numsims"),
    checkboxInput("display", label="Display summaries of sampling distribution"),
    htmlOutput("display")
    ))
    )

    ))