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 14:19:04 -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/t1228252797z9498u5kzn86fz0.htm/, Retrieved Fri, 17 May 2024 03:19:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28469, Retrieved Fri, 17 May 2024 03:19:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact160

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Spectral Analysis] [Q6 - 3e methode -...] [2008-12-02 20:05:14] [7a664918911e34206ce9d0436dd7c1c8]
- RMPD  [Variance Reduction Matrix] [Q8 - eerste reeks...] [2008-12-02 21:03:48] [7a664918911e34206ce9d0436dd7c1c8]
-    D      [Variance Reduction Matrix] [Q8 - tweede reeks...] [2008-12-02 21:19:04] [98255691c21504803b38711776845ae0] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-19
0
-18
-17
0
-16
-1
-11
7
-2
-9
-8
4
-7
2
1
3
5
0
11
5
-1
17
0
4
13
0
-7
19
9
2
9
8
-2
-6
-5
11

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'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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28469&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28469&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28469&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)86.1381381381381Range38Trim Var.55.1837121212121
V(Y[t],d=1,D=0)135.285714285714Range44Trim Var.99.9193548387097
V(Y[t],d=2,D=0)405.963025210084Range70Trim Var.302.894623655914
V(Y[t],d=3,D=0)1283.71122994652Range133Trim Var.851.12315270936
V(Y[t],d=0,D=1)145.916666666667Range49Trim Var.88.847619047619
V(Y[t],d=1,D=1)315.797101449275Range57Trim Var.233.378947368421
V(Y[t],d=2,D=1)945.877470355731Range102Trim Var.668.228070175439
V(Y[t],d=3,D=1)2948.31385281385Range165Trim Var.2104.70588235294
V(Y[t],d=0,D=2)411.435897435897Range76Trim Var.204.363636363636
V(Y[t],d=1,D=2)1182.45454545455Range99Trim Var.899.655555555556
V(Y[t],d=2,D=2)3546.41818181818Range182Trim Var.2354.27777777778
V(Y[t],d=3,D=2)10780.0111111111Range256Trim Var.9157.69642857143

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 86.1381381381381 & Range & 38 & Trim Var. & 55.1837121212121 \tabularnewline
V(Y[t],d=1,D=0) & 135.285714285714 & Range & 44 & Trim Var. & 99.9193548387097 \tabularnewline
V(Y[t],d=2,D=0) & 405.963025210084 & Range & 70 & Trim Var. & 302.894623655914 \tabularnewline
V(Y[t],d=3,D=0) & 1283.71122994652 & Range & 133 & Trim Var. & 851.12315270936 \tabularnewline
V(Y[t],d=0,D=1) & 145.916666666667 & Range & 49 & Trim Var. & 88.847619047619 \tabularnewline
V(Y[t],d=1,D=1) & 315.797101449275 & Range & 57 & Trim Var. & 233.378947368421 \tabularnewline
V(Y[t],d=2,D=1) & 945.877470355731 & Range & 102 & Trim Var. & 668.228070175439 \tabularnewline
V(Y[t],d=3,D=1) & 2948.31385281385 & Range & 165 & Trim Var. & 2104.70588235294 \tabularnewline
V(Y[t],d=0,D=2) & 411.435897435897 & Range & 76 & Trim Var. & 204.363636363636 \tabularnewline
V(Y[t],d=1,D=2) & 1182.45454545455 & Range & 99 & Trim Var. & 899.655555555556 \tabularnewline
V(Y[t],d=2,D=2) & 3546.41818181818 & Range & 182 & Trim Var. & 2354.27777777778 \tabularnewline
V(Y[t],d=3,D=2) & 10780.0111111111 & Range & 256 & Trim Var. & 9157.69642857143 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28469&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]86.1381381381381[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]55.1837121212121[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]135.285714285714[/C][C]Range[/C][C]44[/C][C]Trim Var.[/C][C]99.9193548387097[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]405.963025210084[/C][C]Range[/C][C]70[/C][C]Trim Var.[/C][C]302.894623655914[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1283.71122994652[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]851.12315270936[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]145.916666666667[/C][C]Range[/C][C]49[/C][C]Trim Var.[/C][C]88.847619047619[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]315.797101449275[/C][C]Range[/C][C]57[/C][C]Trim Var.[/C][C]233.378947368421[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]945.877470355731[/C][C]Range[/C][C]102[/C][C]Trim Var.[/C][C]668.228070175439[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2948.31385281385[/C][C]Range[/C][C]165[/C][C]Trim Var.[/C][C]2104.70588235294[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]411.435897435897[/C][C]Range[/C][C]76[/C][C]Trim Var.[/C][C]204.363636363636[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1182.45454545455[/C][C]Range[/C][C]99[/C][C]Trim Var.[/C][C]899.655555555556[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3546.41818181818[/C][C]Range[/C][C]182[/C][C]Trim Var.[/C][C]2354.27777777778[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10780.0111111111[/C][C]Range[/C][C]256[/C][C]Trim Var.[/C][C]9157.69642857143[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28469&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28469&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)86.1381381381381Range38Trim Var.55.1837121212121
V(Y[t],d=1,D=0)135.285714285714Range44Trim Var.99.9193548387097
V(Y[t],d=2,D=0)405.963025210084Range70Trim Var.302.894623655914
V(Y[t],d=3,D=0)1283.71122994652Range133Trim Var.851.12315270936
V(Y[t],d=0,D=1)145.916666666667Range49Trim Var.88.847619047619
V(Y[t],d=1,D=1)315.797101449275Range57Trim Var.233.378947368421
V(Y[t],d=2,D=1)945.877470355731Range102Trim Var.668.228070175439
V(Y[t],d=3,D=1)2948.31385281385Range165Trim Var.2104.70588235294
V(Y[t],d=0,D=2)411.435897435897Range76Trim Var.204.363636363636
V(Y[t],d=1,D=2)1182.45454545455Range99Trim Var.899.655555555556
V(Y[t],d=2,D=2)3546.41818181818Range182Trim Var.2354.27777777778
V(Y[t],d=3,D=2)10780.0111111111Range256Trim Var.9157.69642857143


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')