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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 11 Dec 2008 03:53:14 -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/Dec/11/t1228993071osrs9f525hxxiuf.htm/, Retrieved Fri, 17 May 2024 01:41:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32166, Retrieved Fri, 17 May 2024 01:41:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordspaper
Estimated Impact211

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 17:50:19] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Law of Averages] [2008-11-30 14:45:18] [415d0222c17b651a9576eaac006f530d]
- RMPD      [Variance Reduction Matrix] [VRM] [2008-12-11 10:53:14] [bb7e3816cefc365f4d7adcd50784b783] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32166&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32166&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32166&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.342960992907801Range2Trim Var.0.245304878048780
V(Y[t],d=1,D=0)0.0867067530064755Range1.7Trim Var.0.0389878048780487
V(Y[t],d=2,D=0)0.106323671497585Range1.5Trim Var.0.0499359886201991
V(Y[t],d=3,D=0)0.248616161616162Range2.7Trim Var.0.094102564102564
V(Y[t],d=0,D=1)0.375206349206349Range2.3Trim Var.0.284586693548387
V(Y[t],d=1,D=1)0.104403361344538Range1.5Trim Var.0.0599540229885058
V(Y[t],d=2,D=1)0.103600713012478Range1.3Trim Var.0.0616206896551723
V(Y[t],d=3,D=1)0.195473484848484Range2.00000000000000Trim Var.0.111059113300492
V(Y[t],d=0,D=2)0.64891304347826Range2.7Trim Var.0.415026315789473
V(Y[t],d=1,D=2)0.197667984189723Range2Trim Var.0.0605263157894737
V(Y[t],d=2,D=2)0.230043290043290Range2.1Trim Var.0.0684967320261437
V(Y[t],d=3,D=2)0.532619047619046Range3.09999999999999Trim Var.0.163088235294117

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.342960992907801 & Range & 2 & Trim Var. & 0.245304878048780 \tabularnewline
V(Y[t],d=1,D=0) & 0.0867067530064755 & Range & 1.7 & Trim Var. & 0.0389878048780487 \tabularnewline
V(Y[t],d=2,D=0) & 0.106323671497585 & Range & 1.5 & Trim Var. & 0.0499359886201991 \tabularnewline
V(Y[t],d=3,D=0) & 0.248616161616162 & Range & 2.7 & Trim Var. & 0.094102564102564 \tabularnewline
V(Y[t],d=0,D=1) & 0.375206349206349 & Range & 2.3 & Trim Var. & 0.284586693548387 \tabularnewline
V(Y[t],d=1,D=1) & 0.104403361344538 & Range & 1.5 & Trim Var. & 0.0599540229885058 \tabularnewline
V(Y[t],d=2,D=1) & 0.103600713012478 & Range & 1.3 & Trim Var. & 0.0616206896551723 \tabularnewline
V(Y[t],d=3,D=1) & 0.195473484848484 & Range & 2.00000000000000 & Trim Var. & 0.111059113300492 \tabularnewline
V(Y[t],d=0,D=2) & 0.64891304347826 & Range & 2.7 & Trim Var. & 0.415026315789473 \tabularnewline
V(Y[t],d=1,D=2) & 0.197667984189723 & Range & 2 & Trim Var. & 0.0605263157894737 \tabularnewline
V(Y[t],d=2,D=2) & 0.230043290043290 & Range & 2.1 & Trim Var. & 0.0684967320261437 \tabularnewline
V(Y[t],d=3,D=2) & 0.532619047619046 & Range & 3.09999999999999 & Trim Var. & 0.163088235294117 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32166&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.342960992907801[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.245304878048780[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0867067530064755[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0389878048780487[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.106323671497585[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0499359886201991[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.248616161616162[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.094102564102564[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.375206349206349[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.284586693548387[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.104403361344538[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0599540229885058[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.103600713012478[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0616206896551723[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.195473484848484[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.111059113300492[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.64891304347826[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.415026315789473[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.197667984189723[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.0605263157894737[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.230043290043290[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0684967320261437[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.532619047619046[/C][C]Range[/C][C]3.09999999999999[/C][C]Trim Var.[/C][C]0.163088235294117[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32166&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32166&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)0.342960992907801Range2Trim Var.0.245304878048780
V(Y[t],d=1,D=0)0.0867067530064755Range1.7Trim Var.0.0389878048780487
V(Y[t],d=2,D=0)0.106323671497585Range1.5Trim Var.0.0499359886201991
V(Y[t],d=3,D=0)0.248616161616162Range2.7Trim Var.0.094102564102564
V(Y[t],d=0,D=1)0.375206349206349Range2.3Trim Var.0.284586693548387
V(Y[t],d=1,D=1)0.104403361344538Range1.5Trim Var.0.0599540229885058
V(Y[t],d=2,D=1)0.103600713012478Range1.3Trim Var.0.0616206896551723
V(Y[t],d=3,D=1)0.195473484848484Range2.00000000000000Trim Var.0.111059113300492
V(Y[t],d=0,D=2)0.64891304347826Range2.7Trim Var.0.415026315789473
V(Y[t],d=1,D=2)0.197667984189723Range2Trim Var.0.0605263157894737
V(Y[t],d=2,D=2)0.230043290043290Range2.1Trim Var.0.0684967320261437
V(Y[t],d=3,D=2)0.532619047619046Range3.09999999999999Trim Var.0.163088235294117


Figures (Output of Computation)

Input Parameters & R Code

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)
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')