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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, 21 Dec 2010 12:16:15 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/21/t1292933654fsuec6ea89egwki.htm/, Retrieved Tue, 14 May 2024 16:54:29 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113365, Retrieved Tue, 14 May 2024 16:54:29 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact152

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] [Variance reductio...] [2008-12-11 15:42:45] [12d343c4448a5f9e527bb31caeac580b]
-  M D  [Variance Reduction Matrix] [] [2009-12-11 12:47:21] [cf890101a20378422561610e0d41fd9c]
- R  D      [Variance Reduction Matrix] [] [2010-12-21 12:16:15] [7131fefee4115a2a717140ef0bdd6369] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
695
638
762
635
721
854
418
367
824
687
601
676
740
691
683
594
729
731
386
331
707
715
657
653
642
643
718
654
632
731
392
344
792
852
649
629
685
617
715
715
629
916
531
357
917
828
708
858
775
785
1006
789
734
906
532
387
991
841
892
782
813
793
978
775
797
946
594
438
1022
868

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113365&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113365&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113365&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 time3 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)27452.2527950311Range691Trim Var.17085.0208884188
V(Y[t],d=1,D=0)46037.9006820119Range1040Trim Var.21612.2142076503
V(Y[t],d=2,D=0)119632.964661984Range1503Trim Var.69901.3093220339
V(Y[t],d=3,D=0)333634.660786974Range2458Trim Var.193847.828170660
V(Y[t],d=0,D=1)6602.73079249849Range414Trim Var.3590.1338612368
V(Y[t],d=1,D=1)9470.07706766917Range448Trim Var.5947.17176470588
V(Y[t],d=2,D=1)28380.2077922078Range805Trim Var.18274.88
V(Y[t],d=3,D=1)93810.657912458Range1468Trim Var.59140.3835034014
V(Y[t],d=0,D=2)17032.8623188406Range613Trim Var.8683.76346153846
V(Y[t],d=1,D=2)24562.9373737374Range683Trim Var.13592.0206258890
V(Y[t],d=2,D=2)69025.8113107822Range1201Trim Var.41825.0903271693
V(Y[t],d=3,D=2)221182.978959025Range2245Trim Var.123655.534534535

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 27452.2527950311 & Range & 691 & Trim Var. & 17085.0208884188 \tabularnewline
V(Y[t],d=1,D=0) & 46037.9006820119 & Range & 1040 & Trim Var. & 21612.2142076503 \tabularnewline
V(Y[t],d=2,D=0) & 119632.964661984 & Range & 1503 & Trim Var. & 69901.3093220339 \tabularnewline
V(Y[t],d=3,D=0) & 333634.660786974 & Range & 2458 & Trim Var. & 193847.828170660 \tabularnewline
V(Y[t],d=0,D=1) & 6602.73079249849 & Range & 414 & Trim Var. & 3590.1338612368 \tabularnewline
V(Y[t],d=1,D=1) & 9470.07706766917 & Range & 448 & Trim Var. & 5947.17176470588 \tabularnewline
V(Y[t],d=2,D=1) & 28380.2077922078 & Range & 805 & Trim Var. & 18274.88 \tabularnewline
V(Y[t],d=3,D=1) & 93810.657912458 & Range & 1468 & Trim Var. & 59140.3835034014 \tabularnewline
V(Y[t],d=0,D=2) & 17032.8623188406 & Range & 613 & Trim Var. & 8683.76346153846 \tabularnewline
V(Y[t],d=1,D=2) & 24562.9373737374 & Range & 683 & Trim Var. & 13592.0206258890 \tabularnewline
V(Y[t],d=2,D=2) & 69025.8113107822 & Range & 1201 & Trim Var. & 41825.0903271693 \tabularnewline
V(Y[t],d=3,D=2) & 221182.978959025 & Range & 2245 & Trim Var. & 123655.534534535 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113365&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]27452.2527950311[/C][C]Range[/C][C]691[/C][C]Trim Var.[/C][C]17085.0208884188[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]46037.9006820119[/C][C]Range[/C][C]1040[/C][C]Trim Var.[/C][C]21612.2142076503[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]119632.964661984[/C][C]Range[/C][C]1503[/C][C]Trim Var.[/C][C]69901.3093220339[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]333634.660786974[/C][C]Range[/C][C]2458[/C][C]Trim Var.[/C][C]193847.828170660[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6602.73079249849[/C][C]Range[/C][C]414[/C][C]Trim Var.[/C][C]3590.1338612368[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]9470.07706766917[/C][C]Range[/C][C]448[/C][C]Trim Var.[/C][C]5947.17176470588[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]28380.2077922078[/C][C]Range[/C][C]805[/C][C]Trim Var.[/C][C]18274.88[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]93810.657912458[/C][C]Range[/C][C]1468[/C][C]Trim Var.[/C][C]59140.3835034014[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]17032.8623188406[/C][C]Range[/C][C]613[/C][C]Trim Var.[/C][C]8683.76346153846[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]24562.9373737374[/C][C]Range[/C][C]683[/C][C]Trim Var.[/C][C]13592.0206258890[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]69025.8113107822[/C][C]Range[/C][C]1201[/C][C]Trim Var.[/C][C]41825.0903271693[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]221182.978959025[/C][C]Range[/C][C]2245[/C][C]Trim Var.[/C][C]123655.534534535[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113365&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113365&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)27452.2527950311Range691Trim Var.17085.0208884188
V(Y[t],d=1,D=0)46037.9006820119Range1040Trim Var.21612.2142076503
V(Y[t],d=2,D=0)119632.964661984Range1503Trim Var.69901.3093220339
V(Y[t],d=3,D=0)333634.660786974Range2458Trim Var.193847.828170660
V(Y[t],d=0,D=1)6602.73079249849Range414Trim Var.3590.1338612368
V(Y[t],d=1,D=1)9470.07706766917Range448Trim Var.5947.17176470588
V(Y[t],d=2,D=1)28380.2077922078Range805Trim Var.18274.88
V(Y[t],d=3,D=1)93810.657912458Range1468Trim Var.59140.3835034014
V(Y[t],d=0,D=2)17032.8623188406Range613Trim Var.8683.76346153846
V(Y[t],d=1,D=2)24562.9373737374Range683Trim Var.13592.0206258890
V(Y[t],d=2,D=2)69025.8113107822Range1201Trim Var.41825.0903271693
V(Y[t],d=3,D=2)221182.978959025Range2245Trim Var.123655.534534535


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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()