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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, 01 Dec 2008 03:43:32 -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/01/t1228128257rv1vcnfvkvwr6pe.htm/, Retrieved Sun, 05 May 2024 18:06:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26859, Retrieved Sun, 05 May 2024 18:06:25 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact234

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] [Werkloosheid Vrou...] [2008-10-12 15:02:59] [44ec60eb6065a3f81a5f756bd5af1faf]
- RMPD    [Variance Reduction Matrix] [VRM Werkloosheid ...] [2008-12-01 10:43:32] [924502d03698cd41cacbcd1327858815] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9
9.1
8.7
8.2
7.9
7.9
9.1
9.4
9.5
9.1
9
9.3
9.9
9.8
9.4
8.3
8
8.5
10.4
11.1
10.9
9.9
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.9
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.8
7.9
7.9
8

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26859&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]0 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=26859&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26859&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.539819209039548Range3.3Trim Var.0.300437405731523
V(Y[t],d=1,D=0)0.241087083576856Range3Trim Var.0.094833091436865
V(Y[t],d=2,D=0)0.289122807017544Range2.6Trim Var.0.164164705882353
V(Y[t],d=3,D=0)0.555601503759398Range4.1Trim Var.0.236031372549020
V(Y[t],d=0,D=1)0.590811170212766Range3.8Trim Var.0.240060975609756
V(Y[t],d=1,D=1)0.137678075855689Range1.50000000000000Trim Var.0.0840487804878048
V(Y[t],d=2,D=1)0.128623188405797Range1.60000000000000Trim Var.0.074846153846154
V(Y[t],d=3,D=1)0.220373737373737Range2.50000000000000Trim Var.0.107341430499325
V(Y[t],d=0,D=2)0.61818253968254Range3.3Trim Var.0.385645161290323
V(Y[t],d=1,D=2)0.323226890756303Range2.8Trim Var.0.174473118279570
V(Y[t],d=2,D=2)0.291479500891265Range2.49999999999999Trim Var.0.154724137931034
V(Y[t],d=3,D=2)0.480928030303028Range3.4Trim Var.0.209729064039406

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.539819209039548 & Range & 3.3 & Trim Var. & 0.300437405731523 \tabularnewline
V(Y[t],d=1,D=0) & 0.241087083576856 & Range & 3 & Trim Var. & 0.094833091436865 \tabularnewline
V(Y[t],d=2,D=0) & 0.289122807017544 & Range & 2.6 & Trim Var. & 0.164164705882353 \tabularnewline
V(Y[t],d=3,D=0) & 0.555601503759398 & Range & 4.1 & Trim Var. & 0.236031372549020 \tabularnewline
V(Y[t],d=0,D=1) & 0.590811170212766 & Range & 3.8 & Trim Var. & 0.240060975609756 \tabularnewline
V(Y[t],d=1,D=1) & 0.137678075855689 & Range & 1.50000000000000 & Trim Var. & 0.0840487804878048 \tabularnewline
V(Y[t],d=2,D=1) & 0.128623188405797 & Range & 1.60000000000000 & Trim Var. & 0.074846153846154 \tabularnewline
V(Y[t],d=3,D=1) & 0.220373737373737 & Range & 2.50000000000000 & Trim Var. & 0.107341430499325 \tabularnewline
V(Y[t],d=0,D=2) & 0.61818253968254 & Range & 3.3 & Trim Var. & 0.385645161290323 \tabularnewline
V(Y[t],d=1,D=2) & 0.323226890756303 & Range & 2.8 & Trim Var. & 0.174473118279570 \tabularnewline
V(Y[t],d=2,D=2) & 0.291479500891265 & Range & 2.49999999999999 & Trim Var. & 0.154724137931034 \tabularnewline
V(Y[t],d=3,D=2) & 0.480928030303028 & Range & 3.4 & Trim Var. & 0.209729064039406 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26859&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.539819209039548[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.300437405731523[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.241087083576856[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.094833091436865[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.289122807017544[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.164164705882353[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.555601503759398[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.236031372549020[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.590811170212766[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.240060975609756[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.137678075855689[/C][C]Range[/C][C]1.50000000000000[/C][C]Trim Var.[/C][C]0.0840487804878048[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.128623188405797[/C][C]Range[/C][C]1.60000000000000[/C][C]Trim Var.[/C][C]0.074846153846154[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.220373737373737[/C][C]Range[/C][C]2.50000000000000[/C][C]Trim Var.[/C][C]0.107341430499325[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.61818253968254[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.385645161290323[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.323226890756303[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.174473118279570[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.291479500891265[/C][C]Range[/C][C]2.49999999999999[/C][C]Trim Var.[/C][C]0.154724137931034[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.480928030303028[/C][C]Range[/C][C]3.4[/C][C]Trim Var.[/C][C]0.209729064039406[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26859&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26859&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)0.539819209039548Range3.3Trim Var.0.300437405731523
V(Y[t],d=1,D=0)0.241087083576856Range3Trim Var.0.094833091436865
V(Y[t],d=2,D=0)0.289122807017544Range2.6Trim Var.0.164164705882353
V(Y[t],d=3,D=0)0.555601503759398Range4.1Trim Var.0.236031372549020
V(Y[t],d=0,D=1)0.590811170212766Range3.8Trim Var.0.240060975609756
V(Y[t],d=1,D=1)0.137678075855689Range1.50000000000000Trim Var.0.0840487804878048
V(Y[t],d=2,D=1)0.128623188405797Range1.60000000000000Trim Var.0.074846153846154
V(Y[t],d=3,D=1)0.220373737373737Range2.50000000000000Trim Var.0.107341430499325
V(Y[t],d=0,D=2)0.61818253968254Range3.3Trim Var.0.385645161290323
V(Y[t],d=1,D=2)0.323226890756303Range2.8Trim Var.0.174473118279570
V(Y[t],d=2,D=2)0.291479500891265Range2.49999999999999Trim Var.0.154724137931034
V(Y[t],d=3,D=2)0.480928030303028Range3.4Trim Var.0.209729064039406


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')