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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 computationTue, 23 Dec 2008 07:13:27 -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/23/t12300417402fi0lynp2ybw18w.htm/, Retrieved Fri, 24 May 2024 12:08:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36298, Retrieved Fri, 24 May 2024 12:08:13 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact185

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] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Standard Deviation-Mean Plot] [Q1 ] [2008-12-07 13:13:15] [74be16979710d4c4e7c6647856088456]
-    D    [Standard Deviation-Mean Plot] [SMP eigen tijdreeks] [2008-12-15 19:50:53] [74be16979710d4c4e7c6647856088456]
- RM D        [Variance Reduction Matrix] [paper] [2008-12-23 14:13:27] [5bd06487453d0eec7a1bf04bf9f25085] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
493
481
462
457
442
439
488
521
501
485
464
460
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506

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=36298&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=36298&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36298&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)2757.22946990117Range198Trim Var.2015.86513383665
V(Y[t],d=1,D=0)375.994139194139Range94Trim Var.174.267180925666
V(Y[t],d=2,D=0)549.47572815534Range121Trim Var.246.488652651696
V(Y[t],d=3,D=0)1305.15514943842Range179Trim Var.503.05418227216
V(Y[t],d=0,D=1)1210.90139556166Range133Trim Var.856.068762856303
V(Y[t],d=1,D=1)61.9427302477793Range41Trim Var.30.783720246841
V(Y[t],d=2,D=1)126.790731008122Range61Trim Var.61.7150316455696
V(Y[t],d=3,D=1)383.128937728938Range109Trim Var.202.15
V(Y[t],d=0,D=2)986.08024691358Range132Trim Var.655.694640062598
V(Y[t],d=1,D=2)154.433641975309Range63Trim Var.70.502615694165
V(Y[t],d=2,D=2)305.799841772152Range93Trim Var.183.179968701095
V(Y[t],d=3,D=2)853.431678026615Range136Trim Var.501.674044265594

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2757.22946990117 & Range & 198 & Trim Var. & 2015.86513383665 \tabularnewline
V(Y[t],d=1,D=0) & 375.994139194139 & Range & 94 & Trim Var. & 174.267180925666 \tabularnewline
V(Y[t],d=2,D=0) & 549.47572815534 & Range & 121 & Trim Var. & 246.488652651696 \tabularnewline
V(Y[t],d=3,D=0) & 1305.15514943842 & Range & 179 & Trim Var. & 503.05418227216 \tabularnewline
V(Y[t],d=0,D=1) & 1210.90139556166 & Range & 133 & Trim Var. & 856.068762856303 \tabularnewline
V(Y[t],d=1,D=1) & 61.9427302477793 & Range & 41 & Trim Var. & 30.783720246841 \tabularnewline
V(Y[t],d=2,D=1) & 126.790731008122 & Range & 61 & Trim Var. & 61.7150316455696 \tabularnewline
V(Y[t],d=3,D=1) & 383.128937728938 & Range & 109 & Trim Var. & 202.15 \tabularnewline
V(Y[t],d=0,D=2) & 986.08024691358 & Range & 132 & Trim Var. & 655.694640062598 \tabularnewline
V(Y[t],d=1,D=2) & 154.433641975309 & Range & 63 & Trim Var. & 70.502615694165 \tabularnewline
V(Y[t],d=2,D=2) & 305.799841772152 & Range & 93 & Trim Var. & 183.179968701095 \tabularnewline
V(Y[t],d=3,D=2) & 853.431678026615 & Range & 136 & Trim Var. & 501.674044265594 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36298&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2757.22946990117[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]2015.86513383665[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]375.994139194139[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]174.267180925666[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]549.47572815534[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]246.488652651696[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1305.15514943842[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]503.05418227216[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1210.90139556166[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]856.068762856303[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]61.9427302477793[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]30.783720246841[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]126.790731008122[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]61.7150316455696[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]383.128937728938[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]202.15[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]986.08024691358[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]655.694640062598[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]154.433641975309[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]70.502615694165[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]305.799841772152[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]183.179968701095[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]853.431678026615[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]501.674044265594[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36298&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36298&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)2757.22946990117Range198Trim Var.2015.86513383665
V(Y[t],d=1,D=0)375.994139194139Range94Trim Var.174.267180925666
V(Y[t],d=2,D=0)549.47572815534Range121Trim Var.246.488652651696
V(Y[t],d=3,D=0)1305.15514943842Range179Trim Var.503.05418227216
V(Y[t],d=0,D=1)1210.90139556166Range133Trim Var.856.068762856303
V(Y[t],d=1,D=1)61.9427302477793Range41Trim Var.30.783720246841
V(Y[t],d=2,D=1)126.790731008122Range61Trim Var.61.7150316455696
V(Y[t],d=3,D=1)383.128937728938Range109Trim Var.202.15
V(Y[t],d=0,D=2)986.08024691358Range132Trim Var.655.694640062598
V(Y[t],d=1,D=2)154.433641975309Range63Trim Var.70.502615694165
V(Y[t],d=2,D=2)305.799841772152Range93Trim Var.183.179968701095
V(Y[t],d=3,D=2)853.431678026615Range136Trim Var.501.674044265594


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')