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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 computationFri, 05 Dec 2008 03:50:46 -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/05/t122847434509u2f6fmcay36vh.htm/, Retrieved Thu, 16 May 2024 06:21:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29155, Retrieved Thu, 16 May 2024 06:21:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact115

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Standard Deviation-Mean Plot] [Paper Hoofdstuk 4...] [2008-12-05 10:14:55] [6fea0e9a9b3b29a63badf2c274e82506]
- RM      [Variance Reduction Matrix] [Paper Hoofdstuk 4...] [2008-12-05 10:50:46] [286e96bd53289970f8e5f25a93fb50b3] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
493.000
481.000
462.000
457.000
442.000
439.000
488.000
521.000
501.000
485.000
464.000
460.000
467.000
460.000
448.000
443.000
436.000
431.000
484.000
510.000
513.000
503.000
471.000
471.000
476.000
475.000
470.000
461.000
455.000
456.000
517.000
525.000
523.000
519.000
509.000
512.000
519.000
517.000
510.000
509.000
501.000
507.000
569.000
580.000
578.000
565.000
547.000
555.000
562.000
561.000
555.000
544.000
537.000
543.000
594.000
611.000
613.000
611.000
594.000
595.000

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=29155&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=29155&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29155&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)2460.31497175141Range182Trim Var.1835.52900069881
V(Y[t],d=1,D=0)386.925189947399Range94Trim Var.199.595791001451
V(Y[t],d=2,D=0)553.580459770115Range113Trim Var.259.562594268477
V(Y[t],d=3,D=0)1298.25062656642Range170Trim Var.628.960784313726
V(Y[t],d=0,D=1)482.421542553192Range81Trim Var.301.960975609756
V(Y[t],d=1,D=1)57.159111933395Range41Trim Var.24.0256097560976
V(Y[t],d=2,D=1)119.308212560386Range56Trim Var.60.8313090418354
V(Y[t],d=3,D=1)342.585858585859Range88Trim Var.174.429149797571
V(Y[t],d=0,D=2)420.25Range72Trim Var.319.684475806452
V(Y[t],d=1,D=2)153.315966386555Range63Trim Var.66.7569892473118
V(Y[t],d=2,D=2)285.516042780749Range67Trim Var.188.423645320197
V(Y[t],d=3,D=2)716.183712121212Range114Trim Var.438.248768472906

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2460.31497175141 & Range & 182 & Trim Var. & 1835.52900069881 \tabularnewline
V(Y[t],d=1,D=0) & 386.925189947399 & Range & 94 & Trim Var. & 199.595791001451 \tabularnewline
V(Y[t],d=2,D=0) & 553.580459770115 & Range & 113 & Trim Var. & 259.562594268477 \tabularnewline
V(Y[t],d=3,D=0) & 1298.25062656642 & Range & 170 & Trim Var. & 628.960784313726 \tabularnewline
V(Y[t],d=0,D=1) & 482.421542553192 & Range & 81 & Trim Var. & 301.960975609756 \tabularnewline
V(Y[t],d=1,D=1) & 57.159111933395 & Range & 41 & Trim Var. & 24.0256097560976 \tabularnewline
V(Y[t],d=2,D=1) & 119.308212560386 & Range & 56 & Trim Var. & 60.8313090418354 \tabularnewline
V(Y[t],d=3,D=1) & 342.585858585859 & Range & 88 & Trim Var. & 174.429149797571 \tabularnewline
V(Y[t],d=0,D=2) & 420.25 & Range & 72 & Trim Var. & 319.684475806452 \tabularnewline
V(Y[t],d=1,D=2) & 153.315966386555 & Range & 63 & Trim Var. & 66.7569892473118 \tabularnewline
V(Y[t],d=2,D=2) & 285.516042780749 & Range & 67 & Trim Var. & 188.423645320197 \tabularnewline
V(Y[t],d=3,D=2) & 716.183712121212 & Range & 114 & Trim Var. & 438.248768472906 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29155&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2460.31497175141[/C][C]Range[/C][C]182[/C][C]Trim Var.[/C][C]1835.52900069881[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]386.925189947399[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]199.595791001451[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]553.580459770115[/C][C]Range[/C][C]113[/C][C]Trim Var.[/C][C]259.562594268477[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1298.25062656642[/C][C]Range[/C][C]170[/C][C]Trim Var.[/C][C]628.960784313726[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]482.421542553192[/C][C]Range[/C][C]81[/C][C]Trim Var.[/C][C]301.960975609756[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]57.159111933395[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]24.0256097560976[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]119.308212560386[/C][C]Range[/C][C]56[/C][C]Trim Var.[/C][C]60.8313090418354[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]342.585858585859[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]174.429149797571[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]420.25[/C][C]Range[/C][C]72[/C][C]Trim Var.[/C][C]319.684475806452[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]153.315966386555[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]66.7569892473118[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]285.516042780749[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]188.423645320197[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]716.183712121212[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]438.248768472906[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29155&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29155&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)2460.31497175141Range182Trim Var.1835.52900069881
V(Y[t],d=1,D=0)386.925189947399Range94Trim Var.199.595791001451
V(Y[t],d=2,D=0)553.580459770115Range113Trim Var.259.562594268477
V(Y[t],d=3,D=0)1298.25062656642Range170Trim Var.628.960784313726
V(Y[t],d=0,D=1)482.421542553192Range81Trim Var.301.960975609756
V(Y[t],d=1,D=1)57.159111933395Range41Trim Var.24.0256097560976
V(Y[t],d=2,D=1)119.308212560386Range56Trim Var.60.8313090418354
V(Y[t],d=3,D=1)342.585858585859Range88Trim Var.174.429149797571
V(Y[t],d=0,D=2)420.25Range72Trim Var.319.684475806452
V(Y[t],d=1,D=2)153.315966386555Range63Trim Var.66.7569892473118
V(Y[t],d=2,D=2)285.516042780749Range67Trim Var.188.423645320197
V(Y[t],d=3,D=2)716.183712121212Range114Trim Var.438.248768472906


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')