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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, 10 Dec 2008 05:30:59 -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/10/t122891233539r63g9dygvb3lw.htm/, Retrieved Sat, 25 May 2024 19:00:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31925, Retrieved Sat, 25 May 2024 19:00:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact182

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 werkloosheid] [2008-12-10 12:30:59] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8
8.1
8.2
8.3
8.2
8
7.9
7.6
7.6
8.2
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9

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=31925&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=31925&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31925&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)0.486386554621849Range3.1Trim Var.0.271199195171026
V(Y[t],d=1,D=0)0.0959882386689616Range2.1Trim Var.0.0340753424657534
V(Y[t],d=2,D=0)0.121572142227446Range1.8Trim Var.0.0605714285714285
V(Y[t],d=3,D=0)0.272990063233966Range2.8Trim Var.0.130485133020344
V(Y[t],d=0,D=1)0.448843226788432Range2.7Trim Var.0.336288461538462
V(Y[t],d=1,D=1)0.0761189358372458Range1.40000000000000Trim Var.0.0339016393442623
V(Y[t],d=2,D=1)0.0838068410462778Range1.30000000000000Trim Var.0.0546748591909883
V(Y[t],d=3,D=1)0.171140786749483Range1.90000000000000Trim Var.0.104918032786886
V(Y[t],d=0,D=2)0.308961748633880Range2.9Trim Var.0.153309143686502
V(Y[t],d=1,D=2)0.196889830508475Range2.50000000000000Trim Var.0.104556254367575
V(Y[t],d=2,D=2)0.211870251315021Range1.90000000000000Trim Var.0.142496371552976
V(Y[t],d=3,D=2)0.418418027828192Range3Trim Var.0.250135746606336

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.486386554621849 & Range & 3.1 & Trim Var. & 0.271199195171026 \tabularnewline
V(Y[t],d=1,D=0) & 0.0959882386689616 & Range & 2.1 & Trim Var. & 0.0340753424657534 \tabularnewline
V(Y[t],d=2,D=0) & 0.121572142227446 & Range & 1.8 & Trim Var. & 0.0605714285714285 \tabularnewline
V(Y[t],d=3,D=0) & 0.272990063233966 & Range & 2.8 & Trim Var. & 0.130485133020344 \tabularnewline
V(Y[t],d=0,D=1) & 0.448843226788432 & Range & 2.7 & Trim Var. & 0.336288461538462 \tabularnewline
V(Y[t],d=1,D=1) & 0.0761189358372458 & Range & 1.40000000000000 & Trim Var. & 0.0339016393442623 \tabularnewline
V(Y[t],d=2,D=1) & 0.0838068410462778 & Range & 1.30000000000000 & Trim Var. & 0.0546748591909883 \tabularnewline
V(Y[t],d=3,D=1) & 0.171140786749483 & Range & 1.90000000000000 & Trim Var. & 0.104918032786886 \tabularnewline
V(Y[t],d=0,D=2) & 0.308961748633880 & Range & 2.9 & Trim Var. & 0.153309143686502 \tabularnewline
V(Y[t],d=1,D=2) & 0.196889830508475 & Range & 2.50000000000000 & Trim Var. & 0.104556254367575 \tabularnewline
V(Y[t],d=2,D=2) & 0.211870251315021 & Range & 1.90000000000000 & Trim Var. & 0.142496371552976 \tabularnewline
V(Y[t],d=3,D=2) & 0.418418027828192 & Range & 3 & Trim Var. & 0.250135746606336 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31925&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.486386554621849[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.271199195171026[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0959882386689616[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0340753424657534[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.121572142227446[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0605714285714285[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.272990063233966[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.130485133020344[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.448843226788432[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.336288461538462[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0761189358372458[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.0339016393442623[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0838068410462778[/C][C]Range[/C][C]1.30000000000000[/C][C]Trim Var.[/C][C]0.0546748591909883[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.171140786749483[/C][C]Range[/C][C]1.90000000000000[/C][C]Trim Var.[/C][C]0.104918032786886[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.308961748633880[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.153309143686502[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.196889830508475[/C][C]Range[/C][C]2.50000000000000[/C][C]Trim Var.[/C][C]0.104556254367575[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.211870251315021[/C][C]Range[/C][C]1.90000000000000[/C][C]Trim Var.[/C][C]0.142496371552976[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.418418027828192[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.250135746606336[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31925&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31925&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)0.486386554621849Range3.1Trim Var.0.271199195171026
V(Y[t],d=1,D=0)0.0959882386689616Range2.1Trim Var.0.0340753424657534
V(Y[t],d=2,D=0)0.121572142227446Range1.8Trim Var.0.0605714285714285
V(Y[t],d=3,D=0)0.272990063233966Range2.8Trim Var.0.130485133020344
V(Y[t],d=0,D=1)0.448843226788432Range2.7Trim Var.0.336288461538462
V(Y[t],d=1,D=1)0.0761189358372458Range1.40000000000000Trim Var.0.0339016393442623
V(Y[t],d=2,D=1)0.0838068410462778Range1.30000000000000Trim Var.0.0546748591909883
V(Y[t],d=3,D=1)0.171140786749483Range1.90000000000000Trim Var.0.104918032786886
V(Y[t],d=0,D=2)0.308961748633880Range2.9Trim Var.0.153309143686502
V(Y[t],d=1,D=2)0.196889830508475Range2.50000000000000Trim Var.0.104556254367575
V(Y[t],d=2,D=2)0.211870251315021Range1.90000000000000Trim Var.0.142496371552976
V(Y[t],d=3,D=2)0.418418027828192Range3Trim Var.0.250135746606336


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')