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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 computationSat, 06 Dec 2008 07:45:36 -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/06/t1228574777iyviym0r96nv5ap.htm/, Retrieved Fri, 17 May 2024 01:42:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29663, Retrieved Fri, 17 May 2024 01:42:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact196

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] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Variance Reduction Matrix] [Identification an...] [2008-12-04 19:36:54] [063e4b67ad7d3a8a83eccec794cd5aa7]
F    D    [Variance Reduction Matrix] [Eigen tijdreeks V...] [2008-12-06 14:21:42] [063e4b67ad7d3a8a83eccec794cd5aa7]
-    D        [Variance Reduction Matrix] [Eigen tijdreeks V...] [2008-12-06 14:45:36] [6797a1f4a60918966297e9d9220cabc2] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9
8,8
8,7
8,7
8,6
8,6
8,5
8,5
8,3
8,2
8,1
7,8
7,5
7,4
7,3
7,7
7,7
7,6
7,3
7,2
7,5
8
8,1
8,4
8,6
8,7
8,6
8,4
8,4
8,5
8,9
8,8
8,7
8,6
8,6
8,6
8,8
8,8
8,8
8,8
8,7
8,7
8,9
8,9
9
8,9
9
9,1
9,3
9,4
9,4
9,2
9,2
9,4
9,9
10
9,9
9,6
9,5
9,6
9,5
9,6
9,6
9,5
9,5
9,5
9,5
9,4
9,5
9,5
9,5
9,5
9,5
9,4
9,3
9,2
9,3
9,4
9,5
9,6
9,5
9,3
9,1
9
9
8,9
9
9,2
9
8,7
8,3
8
7,7
7,9
7,9
7,8
7,7
7,5
7,3
7,2
7,1
7,1

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'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29663&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29663&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29663&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.552952824694234Range2.9Trim Var.0.3671638599305
V(Y[t],d=1,D=0)0.0285425742574258Range0.899999999999999Trim Var.0.0123576583801123
V(Y[t],d=2,D=0)0.0329252525252525Range1Trim Var.0.0171797752808989
V(Y[t],d=3,D=0)0.0787755102040817Range1.50000000000000Trim Var.0.040146290491118
V(Y[t],d=0,D=1)0.72080024968789Range3.6Trim Var.0.461048360921779
V(Y[t],d=1,D=1)0.0651123595505618Range1.3Trim Var.0.033820188250568
V(Y[t],d=2,D=1)0.0698798328108673Range1.3Trim Var.0.0385697635697636
V(Y[t],d=3,D=1)0.150569366479551Range2.4Trim Var.0.080352016404648
V(Y[t],d=0,D=2)1.26283050283050Range4.9Trim Var.0.751345755693582
V(Y[t],d=1,D=2)0.194090909090909Range2.1Trim Var.0.124403239556692
V(Y[t],d=2,D=2)0.212736842105263Range2Trim Var.0.132631694468832
V(Y[t],d=3,D=2)0.434565765765766Range3.5Trim Var.0.232718227046586

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.552952824694234 & Range & 2.9 & Trim Var. & 0.3671638599305 \tabularnewline
V(Y[t],d=1,D=0) & 0.0285425742574258 & Range & 0.899999999999999 & Trim Var. & 0.0123576583801123 \tabularnewline
V(Y[t],d=2,D=0) & 0.0329252525252525 & Range & 1 & Trim Var. & 0.0171797752808989 \tabularnewline
V(Y[t],d=3,D=0) & 0.0787755102040817 & Range & 1.50000000000000 & Trim Var. & 0.040146290491118 \tabularnewline
V(Y[t],d=0,D=1) & 0.72080024968789 & Range & 3.6 & Trim Var. & 0.461048360921779 \tabularnewline
V(Y[t],d=1,D=1) & 0.0651123595505618 & Range & 1.3 & Trim Var. & 0.033820188250568 \tabularnewline
V(Y[t],d=2,D=1) & 0.0698798328108673 & Range & 1.3 & Trim Var. & 0.0385697635697636 \tabularnewline
V(Y[t],d=3,D=1) & 0.150569366479551 & Range & 2.4 & Trim Var. & 0.080352016404648 \tabularnewline
V(Y[t],d=0,D=2) & 1.26283050283050 & Range & 4.9 & Trim Var. & 0.751345755693582 \tabularnewline
V(Y[t],d=1,D=2) & 0.194090909090909 & Range & 2.1 & Trim Var. & 0.124403239556692 \tabularnewline
V(Y[t],d=2,D=2) & 0.212736842105263 & Range & 2 & Trim Var. & 0.132631694468832 \tabularnewline
V(Y[t],d=3,D=2) & 0.434565765765766 & Range & 3.5 & Trim Var. & 0.232718227046586 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29663&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.552952824694234[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.3671638599305[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0285425742574258[/C][C]Range[/C][C]0.899999999999999[/C][C]Trim Var.[/C][C]0.0123576583801123[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0329252525252525[/C][C]Range[/C][C]1[/C][C]Trim Var.[/C][C]0.0171797752808989[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0787755102040817[/C][C]Range[/C][C]1.50000000000000[/C][C]Trim Var.[/C][C]0.040146290491118[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.72080024968789[/C][C]Range[/C][C]3.6[/C][C]Trim Var.[/C][C]0.461048360921779[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0651123595505618[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.033820188250568[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0698798328108673[/C][C]Range[/C][C]1.3[/C][C]Trim Var.[/C][C]0.0385697635697636[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.150569366479551[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.080352016404648[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.26283050283050[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]0.751345755693582[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.194090909090909[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.124403239556692[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.212736842105263[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.132631694468832[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.434565765765766[/C][C]Range[/C][C]3.5[/C][C]Trim Var.[/C][C]0.232718227046586[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29663&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29663&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)0.552952824694234Range2.9Trim Var.0.3671638599305
V(Y[t],d=1,D=0)0.0285425742574258Range0.899999999999999Trim Var.0.0123576583801123
V(Y[t],d=2,D=0)0.0329252525252525Range1Trim Var.0.0171797752808989
V(Y[t],d=3,D=0)0.0787755102040817Range1.50000000000000Trim Var.0.040146290491118
V(Y[t],d=0,D=1)0.72080024968789Range3.6Trim Var.0.461048360921779
V(Y[t],d=1,D=1)0.0651123595505618Range1.3Trim Var.0.033820188250568
V(Y[t],d=2,D=1)0.0698798328108673Range1.3Trim Var.0.0385697635697636
V(Y[t],d=3,D=1)0.150569366479551Range2.4Trim Var.0.080352016404648
V(Y[t],d=0,D=2)1.26283050283050Range4.9Trim Var.0.751345755693582
V(Y[t],d=1,D=2)0.194090909090909Range2.1Trim Var.0.124403239556692
V(Y[t],d=2,D=2)0.212736842105263Range2Trim Var.0.132631694468832
V(Y[t],d=3,D=2)0.434565765765766Range3.5Trim Var.0.232718227046586


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')