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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 17 Dec 2008 08:09:52 -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/17/t1229526632e4q9pc0d50ey7sx.htm/, Retrieved Fri, 17 May 2024 05:14:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34392, Retrieved Fri, 17 May 2024 05:14:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact212

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [VRM invoer] [2008-12-17 15:09:52] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-  M D    [Variance Reduction Matrix] [Variance Reductio...] [2009-12-14 08:48:42] [5f5ecc1e57c7a4990e3222b363529ab2]
-  M D    [Variance Reduction Matrix] [Variance Reductio...] [2009-12-14 08:48:42] [5f5ecc1e57c7a4990e3222b363529ab2]
- RMPD    [Univariate Data Series] [Buitenlandse Hand...] [2009-12-14 09:11:35] [5f5ecc1e57c7a4990e3222b363529ab2]
- RMPD    [Univariate Data Series] [Buitenlandse Hand...] [2009-12-14 09:30:25] [5f5ecc1e57c7a4990e3222b363529ab2]
-  MPD    [Variance Reduction Matrix] [Variance Reductio...] [2009-12-14 09:32:40] [5f5ecc1e57c7a4990e3222b363529ab2]
- RMPD    [(Partial) Autocorrelation Function] [Autocorrelation F...] [2009-12-14 09:39:23] [5f5ecc1e57c7a4990e3222b363529ab2]
- RMPD    [(Partial) Autocorrelation Function] [Autocorrelation F...] [2009-12-14 09:45:47] [5f5ecc1e57c7a4990e3222b363529ab2]
- RMPD    [(Partial) Autocorrelation Function] [Autocorrelation F...] [2009-12-14 09:49:31] [5f5ecc1e57c7a4990e3222b363529ab2]
- RMPD    [Spectral Analysis] [Spectral Analysis...] [2009-12-14 09:57:49] [5f5ecc1e57c7a4990e3222b363529ab2]
- RMPD    [Spectral Analysis] [Spectral Analysis...] [2009-12-14 10:00:49] [5f5ecc1e57c7a4990e3222b363529ab2]
- RMPD    [Spectral Analysis] [Spectral Analysis...] [2009-12-14 10:03:56] [5f5ecc1e57c7a4990e3222b363529ab2]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
6340,5
7901,5
8191,1
7181,7
7594,4
7384,7
7876,7
8463,4
8317,2
7778,7
8532,8
7272,2
6680,1
8427,6
8752,8
7952,7
8694,3
7787
8474,2
9154,7
8557,2
7951,1
9156,7
7865,7
7337,4
9131,7
8814,6
8598,8
8439,6
7451,8
8016,2
9544,1
8270,7
8102,2
9369
7657,7
7816,6
9391,3
9445,4
9533,1
10068,7
8955,5
10423,9
11617,2
9391,1
10872
10230,4
9221
9428,6
10934,5
10986
11724,6
11180,9
11163,2
11240,9
12107,1
10762,3
11340,4
11266,8
9542,7
9227,7
10571,9
10774,4
10392,8
9920,2
9884,9
10174,5
11395,4
10760,2
10570,1
10536
9902,6
8889
10837,3
11624,1
10509
10984,9
10649,1
10855,7
11677,4
10760,2
10046,2
10772,8
9987,7
8638,7
11063,7
11855,7
10684,5
11337,4
10478
11123,9
12909,3
11339,9
10462,2
12733,5
10519,2
10414,9
12476,8
12384,6
12266,7
12919,9
11497,3
12142
13919,4
12656,8
12034,1
13199,7
10881,3
11301,2
13643,9
12517
13981,1
14275,7
13435
13565,7
16216,3
12970
14079,9
14235
12213,4
12581

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=34392&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=34392&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34392&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)3734641.97412534Range9875.8Trim Var.2420604.35173867
V(Y[t],d=1,D=0)1262155.60813375Range5896.9Trim Var.801144.001940983
V(Y[t],d=2,D=0)3438157.63799031Range10253.1Trim Var.2174546.54118498
V(Y[t],d=3,D=0)10357960.1477155Range18669.9Trim Var.6323729.07013477
V(Y[t],d=0,D=1)690164.612232416Range4101.6Trim Var.408822.741628007
V(Y[t],d=1,D=1)511722.30576324Range3716.3Trim Var.287996.403561404
V(Y[t],d=2,D=1)1645971.26011285Range7274.1Trim Var.863997.030351624
V(Y[t],d=3,D=1)5777600.17336568Range13032.6Trim Var.3053346.47111531
V(Y[t],d=0,D=2)1585293.04550902Range6389Trim Var.974399.9320556
V(Y[t],d=1,D=2)1032044.19125877Range5126.8Trim Var.613775.379950752
V(Y[t],d=2,D=2)3232406.68361254Range9414.8Trim Var.1941414.96259664
V(Y[t],d=3,D=2)11477213.6699794Range18336.4Trim Var.7023676.22083046

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3734641.97412534 & Range & 9875.8 & Trim Var. & 2420604.35173867 \tabularnewline
V(Y[t],d=1,D=0) & 1262155.60813375 & Range & 5896.9 & Trim Var. & 801144.001940983 \tabularnewline
V(Y[t],d=2,D=0) & 3438157.63799031 & Range & 10253.1 & Trim Var. & 2174546.54118498 \tabularnewline
V(Y[t],d=3,D=0) & 10357960.1477155 & Range & 18669.9 & Trim Var. & 6323729.07013477 \tabularnewline
V(Y[t],d=0,D=1) & 690164.612232416 & Range & 4101.6 & Trim Var. & 408822.741628007 \tabularnewline
V(Y[t],d=1,D=1) & 511722.30576324 & Range & 3716.3 & Trim Var. & 287996.403561404 \tabularnewline
V(Y[t],d=2,D=1) & 1645971.26011285 & Range & 7274.1 & Trim Var. & 863997.030351624 \tabularnewline
V(Y[t],d=3,D=1) & 5777600.17336568 & Range & 13032.6 & Trim Var. & 3053346.47111531 \tabularnewline
V(Y[t],d=0,D=2) & 1585293.04550902 & Range & 6389 & Trim Var. & 974399.9320556 \tabularnewline
V(Y[t],d=1,D=2) & 1032044.19125877 & Range & 5126.8 & Trim Var. & 613775.379950752 \tabularnewline
V(Y[t],d=2,D=2) & 3232406.68361254 & Range & 9414.8 & Trim Var. & 1941414.96259664 \tabularnewline
V(Y[t],d=3,D=2) & 11477213.6699794 & Range & 18336.4 & Trim Var. & 7023676.22083046 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34392&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3734641.97412534[/C][C]Range[/C][C]9875.8[/C][C]Trim Var.[/C][C]2420604.35173867[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1262155.60813375[/C][C]Range[/C][C]5896.9[/C][C]Trim Var.[/C][C]801144.001940983[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3438157.63799031[/C][C]Range[/C][C]10253.1[/C][C]Trim Var.[/C][C]2174546.54118498[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]10357960.1477155[/C][C]Range[/C][C]18669.9[/C][C]Trim Var.[/C][C]6323729.07013477[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]690164.612232416[/C][C]Range[/C][C]4101.6[/C][C]Trim Var.[/C][C]408822.741628007[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]511722.30576324[/C][C]Range[/C][C]3716.3[/C][C]Trim Var.[/C][C]287996.403561404[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1645971.26011285[/C][C]Range[/C][C]7274.1[/C][C]Trim Var.[/C][C]863997.030351624[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5777600.17336568[/C][C]Range[/C][C]13032.6[/C][C]Trim Var.[/C][C]3053346.47111531[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1585293.04550902[/C][C]Range[/C][C]6389[/C][C]Trim Var.[/C][C]974399.9320556[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1032044.19125877[/C][C]Range[/C][C]5126.8[/C][C]Trim Var.[/C][C]613775.379950752[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3232406.68361254[/C][C]Range[/C][C]9414.8[/C][C]Trim Var.[/C][C]1941414.96259664[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]11477213.6699794[/C][C]Range[/C][C]18336.4[/C][C]Trim Var.[/C][C]7023676.22083046[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34392&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34392&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)3734641.97412534Range9875.8Trim Var.2420604.35173867
V(Y[t],d=1,D=0)1262155.60813375Range5896.9Trim Var.801144.001940983
V(Y[t],d=2,D=0)3438157.63799031Range10253.1Trim Var.2174546.54118498
V(Y[t],d=3,D=0)10357960.1477155Range18669.9Trim Var.6323729.07013477
V(Y[t],d=0,D=1)690164.612232416Range4101.6Trim Var.408822.741628007
V(Y[t],d=1,D=1)511722.30576324Range3716.3Trim Var.287996.403561404
V(Y[t],d=2,D=1)1645971.26011285Range7274.1Trim Var.863997.030351624
V(Y[t],d=3,D=1)5777600.17336568Range13032.6Trim Var.3053346.47111531
V(Y[t],d=0,D=2)1585293.04550902Range6389Trim Var.974399.9320556
V(Y[t],d=1,D=2)1032044.19125877Range5126.8Trim Var.613775.379950752
V(Y[t],d=2,D=2)3232406.68361254Range9414.8Trim Var.1941414.96259664
V(Y[t],d=3,D=2)11477213.6699794Range18336.4Trim Var.7023676.22083046


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')