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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 computationSat, 13 Dec 2008 04:49:17 -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/13/t1229168997tzbih7ngkxmzro3.htm/, Retrieved Fri, 17 May 2024 05:14:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32980, Retrieved Fri, 17 May 2024 05:14:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact195

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Paper scaterplot ...] [2008-12-12 11:08:24] [b6c777429d07a05453509ef079833861]
- RMP   [Standard Deviation-Mean Plot] [paper - Belgische...] [2008-12-13 11:26:04] [b6c777429d07a05453509ef079833861]
- RM        [Variance Reduction Matrix] [paper - Belgische...] [2008-12-13 11:49:17] [1828943283e41f5e3270e2e73d6433b4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.8
1.7
1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32980&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32980&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32980&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)1.37961581920904Range4.9Trim Var.0.841761006289308
V(Y[t],d=1,D=0)0.168059614260666Range1.8Trim Var.0.103348416289593
V(Y[t],d=2,D=0)0.31848759830611Range2.6Trim Var.0.198925339366516
V(Y[t],d=3,D=0)0.909172932330827Range4.8Trim Var.0.555858823529412
V(Y[t],d=0,D=1)2.53435726950355Range6.1Trim Var.1.57372822299652
V(Y[t],d=1,D=1)0.441655874190564Range3.2Trim Var.0.214608974358974
V(Y[t],d=2,D=1)0.849082125603865Range4.2Trim Var.0.442557692307692
V(Y[t],d=3,D=1)2.34254545454545Range6.8Trim Var.1.33062078272605
V(Y[t],d=0,D=2)5.71094444444444Range8.1Trim Var.4.22931451612903
V(Y[t],d=1,D=2)1.24373109243697Range4.8Trim Var.0.755806451612903
V(Y[t],d=2,D=2)2.29719251336898Range6.6Trim Var.1.09933497536946
V(Y[t],d=3,D=2)6.04155303030303Range10.4Trim Var.3.62970443349754

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.37961581920904 & Range & 4.9 & Trim Var. & 0.841761006289308 \tabularnewline
V(Y[t],d=1,D=0) & 0.168059614260666 & Range & 1.8 & Trim Var. & 0.103348416289593 \tabularnewline
V(Y[t],d=2,D=0) & 0.31848759830611 & Range & 2.6 & Trim Var. & 0.198925339366516 \tabularnewline
V(Y[t],d=3,D=0) & 0.909172932330827 & Range & 4.8 & Trim Var. & 0.555858823529412 \tabularnewline
V(Y[t],d=0,D=1) & 2.53435726950355 & Range & 6.1 & Trim Var. & 1.57372822299652 \tabularnewline
V(Y[t],d=1,D=1) & 0.441655874190564 & Range & 3.2 & Trim Var. & 0.214608974358974 \tabularnewline
V(Y[t],d=2,D=1) & 0.849082125603865 & Range & 4.2 & Trim Var. & 0.442557692307692 \tabularnewline
V(Y[t],d=3,D=1) & 2.34254545454545 & Range & 6.8 & Trim Var. & 1.33062078272605 \tabularnewline
V(Y[t],d=0,D=2) & 5.71094444444444 & Range & 8.1 & Trim Var. & 4.22931451612903 \tabularnewline
V(Y[t],d=1,D=2) & 1.24373109243697 & Range & 4.8 & Trim Var. & 0.755806451612903 \tabularnewline
V(Y[t],d=2,D=2) & 2.29719251336898 & Range & 6.6 & Trim Var. & 1.09933497536946 \tabularnewline
V(Y[t],d=3,D=2) & 6.04155303030303 & Range & 10.4 & Trim Var. & 3.62970443349754 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32980&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.37961581920904[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.841761006289308[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.168059614260666[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.103348416289593[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.31848759830611[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.198925339366516[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.909172932330827[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.555858823529412[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.53435726950355[/C][C]Range[/C][C]6.1[/C][C]Trim Var.[/C][C]1.57372822299652[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.441655874190564[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.214608974358974[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.849082125603865[/C][C]Range[/C][C]4.2[/C][C]Trim Var.[/C][C]0.442557692307692[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.34254545454545[/C][C]Range[/C][C]6.8[/C][C]Trim Var.[/C][C]1.33062078272605[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.71094444444444[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]4.22931451612903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.24373109243697[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.755806451612903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.29719251336898[/C][C]Range[/C][C]6.6[/C][C]Trim Var.[/C][C]1.09933497536946[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6.04155303030303[/C][C]Range[/C][C]10.4[/C][C]Trim Var.[/C][C]3.62970443349754[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32980&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32980&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)1.37961581920904Range4.9Trim Var.0.841761006289308
V(Y[t],d=1,D=0)0.168059614260666Range1.8Trim Var.0.103348416289593
V(Y[t],d=2,D=0)0.31848759830611Range2.6Trim Var.0.198925339366516
V(Y[t],d=3,D=0)0.909172932330827Range4.8Trim Var.0.555858823529412
V(Y[t],d=0,D=1)2.53435726950355Range6.1Trim Var.1.57372822299652
V(Y[t],d=1,D=1)0.441655874190564Range3.2Trim Var.0.214608974358974
V(Y[t],d=2,D=1)0.849082125603865Range4.2Trim Var.0.442557692307692
V(Y[t],d=3,D=1)2.34254545454545Range6.8Trim Var.1.33062078272605
V(Y[t],d=0,D=2)5.71094444444444Range8.1Trim Var.4.22931451612903
V(Y[t],d=1,D=2)1.24373109243697Range4.8Trim Var.0.755806451612903
V(Y[t],d=2,D=2)2.29719251336898Range6.6Trim Var.1.09933497536946
V(Y[t],d=3,D=2)6.04155303030303Range10.4Trim Var.3.62970443349754


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')