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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 computationSun, 07 Dec 2008 07:49:15 -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/07/t1228661447awte3c2jekoiqu9.htm/, Retrieved Wed, 22 May 2024 06:34:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30030, Retrieved Wed, 22 May 2024 06:34:47 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact192

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 RMPD    [Variance Reduction Matrix] [Q2: VRM eigen tij...] [2008-12-07 14:49:15] [8758b22b4a10c08c31202f233362e983] [Current]
Feedback Forum
2008-12-14 13:32:33 [Matthieu Blondeau] [reply] 
Dit is correct, de laagste waarde moet worden afgelezen voor de juiste waarden voor de parameters, d en D.
2008-12-15 22:45:13 [Niels Herremans] [reply] 
Correct. We moeten wel opmerken dat VRM de minst betrouwbare maatstaf van de 3 is. ACF en Spectrum zijn betere maatstaven.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9568,3
9920,3
11353,5
9247,5
10114,2
10763,1
8456,1
8071,6
10328
10551,4
10186,1
8821,6
9841,3
10233,6
10794,6
10289,3
10513,4
10607,6
9707,4
8103,5
10982,6
11836,9
10517,5
9810,5
10374,8
10855,3
11671,3
11901,2
10846,4
11917,5
11362,8
9314,5
12605,9
12815,1
11254,5
11111,8
11282,9
11554,5
12935,6
12146,3
11615,3
13214,8
11735,5
9522,3
12694,8
12317,6
11450
11380,9
10604,6
10972,2
13331,5
11733,1
11284,7
13295,8
11881,4
10374,2
13828
13490,5
13092,2
13184,4
12398,4
13882,3
15861,5
13286,1
15634,9
14211
13646,8
12224,6
15916,4
16535,9
15796
14418,6
15044,5
14944,2
16754,8
14254
15454,9
15644,8
14568,3
12520,2
14803
15873,2
14755,3
12875,1
14291,1
14205,3
15859,4
15258,9
15498,6
15106,5
15023,6
12083
15761,3
16943
15070,3
13659,6
14768,9
14725,1
15998,1
15370,6
14956,9
15469,7
15101,8
11703,7
16283,6
16726,5
14968,9
14861
14583,3
15305,8
17903,9
16379,4
15420,3
17870,5
15912,8
13866,5
17823,2
17872
17420,4
16704,4
15991,2
16583,6
19123,5
17838,7
17209,4
18586,5
16258,1
15141,6
19202,1
17746,5
19090,1
18040,3
17515,5
17751,8
21072,4
17170
19439,5
19795,4
17574,9
16165,4
19464,6
19932,1
19961,2
17343,4
18924,2
18574,1
21350,6
18594,6
19823,1
20844,4
19640,2
17735,4
19813,6
22238,5
20682,2
17818,6
21872,1
22117
21865,9
23451,3
20953,7
22497,3

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30030&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30030&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30030&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)12428389.6084334Range15379.7Trim Var.8566202.59309829
V(Y[t],d=1,D=0)2894867.96854348Range8482.3Trim Var.1804966.70034768
V(Y[t],d=2,D=0)7809647.78313836Range15201Trim Var.5044734.86773698
V(Y[t],d=3,D=0)23544677.9215031Range25509.9Trim Var.14972444.4097331
V(Y[t],d=0,D=1)1052195.55493020Range6400.2Trim Var.566077.075781057
V(Y[t],d=1,D=1)1282562.30198803Range8067.5Trim Var.615267.244997721
V(Y[t],d=2,D=1)4090744.73934179Range15436.5Trim Var.1923860.56864446
V(Y[t],d=3,D=1)13727138.2413028Range27752.4Trim Var.6209559.78775338
V(Y[t],d=0,D=2)2235800.89126891Range9211Trim Var.1227020.42390441
V(Y[t],d=1,D=2)2128078.47267711Range8993.9Trim Var.1031957.65767693
V(Y[t],d=2,D=2)6557503.49435076Range16697.7Trim Var.3160620.53966129
V(Y[t],d=3,D=2)22228836.299749Range29395.8Trim Var.10933847.6176942

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 12428389.6084334 & Range & 15379.7 & Trim Var. & 8566202.59309829 \tabularnewline
V(Y[t],d=1,D=0) & 2894867.96854348 & Range & 8482.3 & Trim Var. & 1804966.70034768 \tabularnewline
V(Y[t],d=2,D=0) & 7809647.78313836 & Range & 15201 & Trim Var. & 5044734.86773698 \tabularnewline
V(Y[t],d=3,D=0) & 23544677.9215031 & Range & 25509.9 & Trim Var. & 14972444.4097331 \tabularnewline
V(Y[t],d=0,D=1) & 1052195.55493020 & Range & 6400.2 & Trim Var. & 566077.075781057 \tabularnewline
V(Y[t],d=1,D=1) & 1282562.30198803 & Range & 8067.5 & Trim Var. & 615267.244997721 \tabularnewline
V(Y[t],d=2,D=1) & 4090744.73934179 & Range & 15436.5 & Trim Var. & 1923860.56864446 \tabularnewline
V(Y[t],d=3,D=1) & 13727138.2413028 & Range & 27752.4 & Trim Var. & 6209559.78775338 \tabularnewline
V(Y[t],d=0,D=2) & 2235800.89126891 & Range & 9211 & Trim Var. & 1227020.42390441 \tabularnewline
V(Y[t],d=1,D=2) & 2128078.47267711 & Range & 8993.9 & Trim Var. & 1031957.65767693 \tabularnewline
V(Y[t],d=2,D=2) & 6557503.49435076 & Range & 16697.7 & Trim Var. & 3160620.53966129 \tabularnewline
V(Y[t],d=3,D=2) & 22228836.299749 & Range & 29395.8 & Trim Var. & 10933847.6176942 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30030&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]12428389.6084334[/C][C]Range[/C][C]15379.7[/C][C]Trim Var.[/C][C]8566202.59309829[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2894867.96854348[/C][C]Range[/C][C]8482.3[/C][C]Trim Var.[/C][C]1804966.70034768[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7809647.78313836[/C][C]Range[/C][C]15201[/C][C]Trim Var.[/C][C]5044734.86773698[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]23544677.9215031[/C][C]Range[/C][C]25509.9[/C][C]Trim Var.[/C][C]14972444.4097331[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1052195.55493020[/C][C]Range[/C][C]6400.2[/C][C]Trim Var.[/C][C]566077.075781057[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1282562.30198803[/C][C]Range[/C][C]8067.5[/C][C]Trim Var.[/C][C]615267.244997721[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4090744.73934179[/C][C]Range[/C][C]15436.5[/C][C]Trim Var.[/C][C]1923860.56864446[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]13727138.2413028[/C][C]Range[/C][C]27752.4[/C][C]Trim Var.[/C][C]6209559.78775338[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2235800.89126891[/C][C]Range[/C][C]9211[/C][C]Trim Var.[/C][C]1227020.42390441[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2128078.47267711[/C][C]Range[/C][C]8993.9[/C][C]Trim Var.[/C][C]1031957.65767693[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6557503.49435076[/C][C]Range[/C][C]16697.7[/C][C]Trim Var.[/C][C]3160620.53966129[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]22228836.299749[/C][C]Range[/C][C]29395.8[/C][C]Trim Var.[/C][C]10933847.6176942[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30030&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30030&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)12428389.6084334Range15379.7Trim Var.8566202.59309829
V(Y[t],d=1,D=0)2894867.96854348Range8482.3Trim Var.1804966.70034768
V(Y[t],d=2,D=0)7809647.78313836Range15201Trim Var.5044734.86773698
V(Y[t],d=3,D=0)23544677.9215031Range25509.9Trim Var.14972444.4097331
V(Y[t],d=0,D=1)1052195.55493020Range6400.2Trim Var.566077.075781057
V(Y[t],d=1,D=1)1282562.30198803Range8067.5Trim Var.615267.244997721
V(Y[t],d=2,D=1)4090744.73934179Range15436.5Trim Var.1923860.56864446
V(Y[t],d=3,D=1)13727138.2413028Range27752.4Trim Var.6209559.78775338
V(Y[t],d=0,D=2)2235800.89126891Range9211Trim Var.1227020.42390441
V(Y[t],d=1,D=2)2128078.47267711Range8993.9Trim Var.1031957.65767693
V(Y[t],d=2,D=2)6557503.49435076Range16697.7Trim Var.3160620.53966129
V(Y[t],d=3,D=2)22228836.299749Range29395.8Trim Var.10933847.6176942


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')