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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 computationMon, 05 Dec 2011 08:49:15 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/05/t1323092999229m7fstwmso43g.htm/, Retrieved Thu, 18 Apr 2024 14:38:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150915, Retrieved Thu, 18 Apr 2024 14:38:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [HPC Retail Sales] [2008-03-02 15:42:48] [74be16979710d4c4e7c6647856088456]
- RMPD  [Univariate Data Series] [] [2011-11-25 14:57:13] [493236dcc414c5f9e1823f06b33a5ad6]
- RMPD      [Variance Reduction Matrix] [] [2011-12-05 13:49:15] [75a32e1bc492240bc1028714aca23077] [Current]
- RMP         [Variance Reduction Matrix] [] [2011-12-21 22:07:39] [493236dcc414c5f9e1823f06b33a5ad6]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.0622
1.0773
1.0807
1.0848
1.1582
1.1663
1.1372
1.1139
1.1222
1.1692
1.1702
1.2286
1.2613
1.2646
1.2262
1.1985
1.2007
1.2138
1.2266
1.2176
1.2218
1.249
1.2991
1.3408
1.3119
1.3014
1.3201
1.2938
1.2694
1.2165
1.2037
1.2292
1.2256
1.2015
1.1786
1.1856
1.2103
1.1938
1.202
1.2271
1.277
1.265
1.2684
1.2811
1.2727
1.2611
1.2881
1.3213
1.2999
1.3074
1.3242
1.3516
1.3511
1.3419
1.3716
1.3622
1.3896
1.4227
1.4684
1.457

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'Gertrude Mary Cox' @ cox.wessa.net

\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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150915&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150915&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150915&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'Gertrude Mary Cox' @ cox.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.00799657938983051Range0.4062Trim Var.0.00485724085604472
V(Y[t],d=1,D=0)0.000678424926943307Range0.1263Trim Var.0.000451279484760521
V(Y[t],d=2,D=0)0.00107565933756805Range0.1399Trim Var.0.000755666285822017
V(Y[t],d=3,D=0)0.00263028605889723Range0.238Trim Var.0.00177869279999999
V(Y[t],d=0,D=1)0.00700521546099291Range0.3543Trim Var.0.0040927568466899
V(Y[t],d=1,D=1)0.0014154582053654Range0.1473Trim Var.0.000968817719512193
V(Y[t],d=2,D=1)0.00207558649275361Range0.1606Trim Var.0.00156716061538461
V(Y[t],d=3,D=1)0.00464189290909087Range0.290299999999999Trim Var.0.0027178318353576
V(Y[t],d=0,D=2)0.0205540802777778Range0.5583Trim Var.0.0143013074092742
V(Y[t],d=1,D=2)0.00431925369747898Range0.247599999999999Trim Var.0.00292845279569892
V(Y[t],d=2,D=2)0.00619850185383242Range0.2938Trim Var.0.0045126570689655
V(Y[t],d=3,D=2)0.0134184487689393Range0.530899999999999Trim Var.0.00787568492610831

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.00799657938983051 & Range & 0.4062 & Trim Var. & 0.00485724085604472 \tabularnewline
V(Y[t],d=1,D=0) & 0.000678424926943307 & Range & 0.1263 & Trim Var. & 0.000451279484760521 \tabularnewline
V(Y[t],d=2,D=0) & 0.00107565933756805 & Range & 0.1399 & Trim Var. & 0.000755666285822017 \tabularnewline
V(Y[t],d=3,D=0) & 0.00263028605889723 & Range & 0.238 & Trim Var. & 0.00177869279999999 \tabularnewline
V(Y[t],d=0,D=1) & 0.00700521546099291 & Range & 0.3543 & Trim Var. & 0.0040927568466899 \tabularnewline
V(Y[t],d=1,D=1) & 0.0014154582053654 & Range & 0.1473 & Trim Var. & 0.000968817719512193 \tabularnewline
V(Y[t],d=2,D=1) & 0.00207558649275361 & Range & 0.1606 & Trim Var. & 0.00156716061538461 \tabularnewline
V(Y[t],d=3,D=1) & 0.00464189290909087 & Range & 0.290299999999999 & Trim Var. & 0.0027178318353576 \tabularnewline
V(Y[t],d=0,D=2) & 0.0205540802777778 & Range & 0.5583 & Trim Var. & 0.0143013074092742 \tabularnewline
V(Y[t],d=1,D=2) & 0.00431925369747898 & Range & 0.247599999999999 & Trim Var. & 0.00292845279569892 \tabularnewline
V(Y[t],d=2,D=2) & 0.00619850185383242 & Range & 0.2938 & Trim Var. & 0.0045126570689655 \tabularnewline
V(Y[t],d=3,D=2) & 0.0134184487689393 & Range & 0.530899999999999 & Trim Var. & 0.00787568492610831 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150915&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.00799657938983051[/C][C]Range[/C][C]0.4062[/C][C]Trim Var.[/C][C]0.00485724085604472[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000678424926943307[/C][C]Range[/C][C]0.1263[/C][C]Trim Var.[/C][C]0.000451279484760521[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00107565933756805[/C][C]Range[/C][C]0.1399[/C][C]Trim Var.[/C][C]0.000755666285822017[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00263028605889723[/C][C]Range[/C][C]0.238[/C][C]Trim Var.[/C][C]0.00177869279999999[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00700521546099291[/C][C]Range[/C][C]0.3543[/C][C]Trim Var.[/C][C]0.0040927568466899[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0014154582053654[/C][C]Range[/C][C]0.1473[/C][C]Trim Var.[/C][C]0.000968817719512193[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00207558649275361[/C][C]Range[/C][C]0.1606[/C][C]Trim Var.[/C][C]0.00156716061538461[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00464189290909087[/C][C]Range[/C][C]0.290299999999999[/C][C]Trim Var.[/C][C]0.0027178318353576[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0205540802777778[/C][C]Range[/C][C]0.5583[/C][C]Trim Var.[/C][C]0.0143013074092742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00431925369747898[/C][C]Range[/C][C]0.247599999999999[/C][C]Trim Var.[/C][C]0.00292845279569892[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00619850185383242[/C][C]Range[/C][C]0.2938[/C][C]Trim Var.[/C][C]0.0045126570689655[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0134184487689393[/C][C]Range[/C][C]0.530899999999999[/C][C]Trim Var.[/C][C]0.00787568492610831[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150915&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150915&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)0.00799657938983051Range0.4062Trim Var.0.00485724085604472
V(Y[t],d=1,D=0)0.000678424926943307Range0.1263Trim Var.0.000451279484760521
V(Y[t],d=2,D=0)0.00107565933756805Range0.1399Trim Var.0.000755666285822017
V(Y[t],d=3,D=0)0.00263028605889723Range0.238Trim Var.0.00177869279999999
V(Y[t],d=0,D=1)0.00700521546099291Range0.3543Trim Var.0.0040927568466899
V(Y[t],d=1,D=1)0.0014154582053654Range0.1473Trim Var.0.000968817719512193
V(Y[t],d=2,D=1)0.00207558649275361Range0.1606Trim Var.0.00156716061538461
V(Y[t],d=3,D=1)0.00464189290909087Range0.290299999999999Trim Var.0.0027178318353576
V(Y[t],d=0,D=2)0.0205540802777778Range0.5583Trim Var.0.0143013074092742
V(Y[t],d=1,D=2)0.00431925369747898Range0.247599999999999Trim Var.0.00292845279569892
V(Y[t],d=2,D=2)0.00619850185383242Range0.2938Trim Var.0.0045126570689655
V(Y[t],d=3,D=2)0.0134184487689393Range0.530899999999999Trim Var.0.00787568492610831


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()