FreeStatistics.org

Free Statistics

of Irreproducible Research!

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, 02 Dec 2008 12:47:31 -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/02/t12282472913tbymz2enx9ls76.htm/, Retrieved Fri, 17 May 2024 01:42:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28280, Retrieved Fri, 17 May 2024 01:42:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgdm
Estimated Impact195

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:40:39] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [WS7 Task 4] [2008-11-30 15:52:14] [11ac052cc87d77b9933b02bea117068e]
- RMPD    [Spectral Analysis] [WS7 Task 6d] [2008-12-02 18:21:54] [11ac052cc87d77b9933b02bea117068e]
- RMPD        [Variance Reduction Matrix] [WS7 Task 8] [2008-12-02 19:47:31] [99f79d508deef838ee89a56fb32f134e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5,1
4,9
5,2
5,1
4,6
3,7
3,9
3,1
2,8
2,6
2,2
1,8
1,3
1,2
1,4
1,3
1,3
1,9
1,9
2,1
2,0
1,9
1,9
1,9
1,8
1,7
1,6
1,7
1,9
1,7
1,3
2,0
2,0
2,3
2,0
1,7
2,3
2,4
2,4
2,3
2,1
2,1
2,5
2,0
1,8
1,7
1,9
2,1
1,4
1,6
1,7
1,6
1,9
1,6
1,1
1,3
1,6
1,6
1,7
1,6
1,7
1,6
1,5
1,6
1,1
1,5
1,4
1,3
0,9
1,2
0,9
1,1
1,3
1,3
1,4
1,2
1,7
2,0
3,0
3,1
3,2
2,7
2,8
3,0
2,8
3,1
3,1
3,2
3,1
2,7
2,2
2,2
2,1
2,3
2,5
2,3
2,6

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=28280&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=28280&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28280&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)0.835798969072165Range4.3Trim Var.0.378535151029137
V(Y[t],d=1,D=0)0.100051535087719Range1.9Trim Var.0.04275
V(Y[t],d=2,D=0)0.200716685330347Range2.1Trim Var.0.120238095238095
V(Y[t],d=3,D=0)0.618064516129032Range3.9Trim Var.0.381495983935743
V(Y[t],d=0,D=1)1.531Range6.1Trim Var.0.537624953720844
V(Y[t],d=1,D=1)0.28512908777969Range3Trim Var.0.129434663536776
V(Y[t],d=2,D=1)0.620220393770203Range3.6Trim Var.0.380464231354642
V(Y[t],d=3,D=1)1.91821288768443Range5.9Trim Var.1.21360719874804
V(Y[t],d=0,D=2)2.8635197869102Range7.7Trim Var.1.67066346153846
V(Y[t],d=1,D=2)0.890422535211267Range4.7Trim Var.0.455437788018433
V(Y[t],d=2,D=2)2.07179879275654Range6.5Trim Var.1.35197132616487
V(Y[t],d=3,D=2)6.39321739130435Range10.2Trim Var.4.37290322580645

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.835798969072165 & Range & 4.3 & Trim Var. & 0.378535151029137 \tabularnewline
V(Y[t],d=1,D=0) & 0.100051535087719 & Range & 1.9 & Trim Var. & 0.04275 \tabularnewline
V(Y[t],d=2,D=0) & 0.200716685330347 & Range & 2.1 & Trim Var. & 0.120238095238095 \tabularnewline
V(Y[t],d=3,D=0) & 0.618064516129032 & Range & 3.9 & Trim Var. & 0.381495983935743 \tabularnewline
V(Y[t],d=0,D=1) & 1.531 & Range & 6.1 & Trim Var. & 0.537624953720844 \tabularnewline
V(Y[t],d=1,D=1) & 0.28512908777969 & Range & 3 & Trim Var. & 0.129434663536776 \tabularnewline
V(Y[t],d=2,D=1) & 0.620220393770203 & Range & 3.6 & Trim Var. & 0.380464231354642 \tabularnewline
V(Y[t],d=3,D=1) & 1.91821288768443 & Range & 5.9 & Trim Var. & 1.21360719874804 \tabularnewline
V(Y[t],d=0,D=2) & 2.8635197869102 & Range & 7.7 & Trim Var. & 1.67066346153846 \tabularnewline
V(Y[t],d=1,D=2) & 0.890422535211267 & Range & 4.7 & Trim Var. & 0.455437788018433 \tabularnewline
V(Y[t],d=2,D=2) & 2.07179879275654 & Range & 6.5 & Trim Var. & 1.35197132616487 \tabularnewline
V(Y[t],d=3,D=2) & 6.39321739130435 & Range & 10.2 & Trim Var. & 4.37290322580645 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28280&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.835798969072165[/C][C]Range[/C][C]4.3[/C][C]Trim Var.[/C][C]0.378535151029137[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.100051535087719[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.04275[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.200716685330347[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.120238095238095[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.618064516129032[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.381495983935743[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.531[/C][C]Range[/C][C]6.1[/C][C]Trim Var.[/C][C]0.537624953720844[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.28512908777969[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.129434663536776[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.620220393770203[/C][C]Range[/C][C]3.6[/C][C]Trim Var.[/C][C]0.380464231354642[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.91821288768443[/C][C]Range[/C][C]5.9[/C][C]Trim Var.[/C][C]1.21360719874804[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2.8635197869102[/C][C]Range[/C][C]7.7[/C][C]Trim Var.[/C][C]1.67066346153846[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.890422535211267[/C][C]Range[/C][C]4.7[/C][C]Trim Var.[/C][C]0.455437788018433[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.07179879275654[/C][C]Range[/C][C]6.5[/C][C]Trim Var.[/C][C]1.35197132616487[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6.39321739130435[/C][C]Range[/C][C]10.2[/C][C]Trim Var.[/C][C]4.37290322580645[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28280&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28280&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)0.835798969072165Range4.3Trim Var.0.378535151029137
V(Y[t],d=1,D=0)0.100051535087719Range1.9Trim Var.0.04275
V(Y[t],d=2,D=0)0.200716685330347Range2.1Trim Var.0.120238095238095
V(Y[t],d=3,D=0)0.618064516129032Range3.9Trim Var.0.381495983935743
V(Y[t],d=0,D=1)1.531Range6.1Trim Var.0.537624953720844
V(Y[t],d=1,D=1)0.28512908777969Range3Trim Var.0.129434663536776
V(Y[t],d=2,D=1)0.620220393770203Range3.6Trim Var.0.380464231354642
V(Y[t],d=3,D=1)1.91821288768443Range5.9Trim Var.1.21360719874804
V(Y[t],d=0,D=2)2.8635197869102Range7.7Trim Var.1.67066346153846
V(Y[t],d=1,D=2)0.890422535211267Range4.7Trim Var.0.455437788018433
V(Y[t],d=2,D=2)2.07179879275654Range6.5Trim Var.1.35197132616487
V(Y[t],d=3,D=2)6.39321739130435Range10.2Trim Var.4.37290322580645


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')