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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 17:32:47 -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/08/t1228696389ogt975e1lvtdx6x.htm/, Retrieved Thu, 16 May 2024 10:44:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30348, Retrieved Thu, 16 May 2024 10:44:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact209

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] [totale uitvoer be...] [2008-11-27 20:32:52] [1e1d8320a8a1170c475bf6e4ce119de6]
-   PD  [Univariate Data Series] [uitvoer van belgi...] [2008-11-27 20:36:22] [1e1d8320a8a1170c475bf6e4ce119de6]
- RMP       [Variance Reduction Matrix] [VRM France] [2008-12-08 00:32:47] [fdd69703d301fae09456f660b2f52997] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3258.1
3140.1
3627.4
3279.4
3204
3515.6
3146.6
2271.7
3627.9
3553.4
3018.3
3355.4
3242
3311.1
4125.2
3423
3120.3
3863
3240.8
2837.4
3945
3684.1
3659.6
3769.6
3592.7
3754
4507.8
3853.2
3817.2
3958.4
3428.9
3125.7
3977
3983.3
4299.6
4306.9
4259.5
3986
4755.6
3925.6
4206.5
4323.4
3816.1
3410.7
4227.4
4296.9
4351.7
3800
4277
4100.2
4672.5
4189.9
4231.9
4654.9
4298.5
3635.9
4505.1
4891.9
4894.2
4093.2

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=30348&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=30348&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30348&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)292821.431217514Range2622.5Trim Var.190326.373836478
V(Y[t],d=1,D=0)267599.969421391Range2231.1Trim Var.184905.795624093
V(Y[t],d=2,D=0)729837.250284332Range3830.7Trim Var.491340.969151584
V(Y[t],d=3,D=0)2223122.95288221Range6398.8Trim Var.1537940.9748
V(Y[t],d=0,D=1)53991.6148891844Range1203.8Trim Var.29202.4642973287
V(Y[t],d=1,D=1)76491.5772340425Range1125.9Trim Var.47385.707402439
V(Y[t],d=2,D=1)212370.860714976Range1951.6Trim Var.142309.913942308
V(Y[t],d=3,D=1)683644.277222222Range3073.5Trim Var.455739.223076923
V(Y[t],d=0,D=2)138765.175142857Range1844.3Trim Var.67607.9396370968
V(Y[t],d=1,D=2)146302.964588235Range1609.80000000000Trim Var.96842.894580645
V(Y[t],d=2,D=2)381549.34Range2905.1Trim Var.220618.584471264
V(Y[t],d=3,D=2)1236536.67933712Range5000.8Trim Var.699227.13684729

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 292821.431217514 & Range & 2622.5 & Trim Var. & 190326.373836478 \tabularnewline
V(Y[t],d=1,D=0) & 267599.969421391 & Range & 2231.1 & Trim Var. & 184905.795624093 \tabularnewline
V(Y[t],d=2,D=0) & 729837.250284332 & Range & 3830.7 & Trim Var. & 491340.969151584 \tabularnewline
V(Y[t],d=3,D=0) & 2223122.95288221 & Range & 6398.8 & Trim Var. & 1537940.9748 \tabularnewline
V(Y[t],d=0,D=1) & 53991.6148891844 & Range & 1203.8 & Trim Var. & 29202.4642973287 \tabularnewline
V(Y[t],d=1,D=1) & 76491.5772340425 & Range & 1125.9 & Trim Var. & 47385.707402439 \tabularnewline
V(Y[t],d=2,D=1) & 212370.860714976 & Range & 1951.6 & Trim Var. & 142309.913942308 \tabularnewline
V(Y[t],d=3,D=1) & 683644.277222222 & Range & 3073.5 & Trim Var. & 455739.223076923 \tabularnewline
V(Y[t],d=0,D=2) & 138765.175142857 & Range & 1844.3 & Trim Var. & 67607.9396370968 \tabularnewline
V(Y[t],d=1,D=2) & 146302.964588235 & Range & 1609.80000000000 & Trim Var. & 96842.894580645 \tabularnewline
V(Y[t],d=2,D=2) & 381549.34 & Range & 2905.1 & Trim Var. & 220618.584471264 \tabularnewline
V(Y[t],d=3,D=2) & 1236536.67933712 & Range & 5000.8 & Trim Var. & 699227.13684729 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30348&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]292821.431217514[/C][C]Range[/C][C]2622.5[/C][C]Trim Var.[/C][C]190326.373836478[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]267599.969421391[/C][C]Range[/C][C]2231.1[/C][C]Trim Var.[/C][C]184905.795624093[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]729837.250284332[/C][C]Range[/C][C]3830.7[/C][C]Trim Var.[/C][C]491340.969151584[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2223122.95288221[/C][C]Range[/C][C]6398.8[/C][C]Trim Var.[/C][C]1537940.9748[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]53991.6148891844[/C][C]Range[/C][C]1203.8[/C][C]Trim Var.[/C][C]29202.4642973287[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]76491.5772340425[/C][C]Range[/C][C]1125.9[/C][C]Trim Var.[/C][C]47385.707402439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]212370.860714976[/C][C]Range[/C][C]1951.6[/C][C]Trim Var.[/C][C]142309.913942308[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]683644.277222222[/C][C]Range[/C][C]3073.5[/C][C]Trim Var.[/C][C]455739.223076923[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]138765.175142857[/C][C]Range[/C][C]1844.3[/C][C]Trim Var.[/C][C]67607.9396370968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]146302.964588235[/C][C]Range[/C][C]1609.80000000000[/C][C]Trim Var.[/C][C]96842.894580645[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]381549.34[/C][C]Range[/C][C]2905.1[/C][C]Trim Var.[/C][C]220618.584471264[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1236536.67933712[/C][C]Range[/C][C]5000.8[/C][C]Trim Var.[/C][C]699227.13684729[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30348&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30348&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)292821.431217514Range2622.5Trim Var.190326.373836478
V(Y[t],d=1,D=0)267599.969421391Range2231.1Trim Var.184905.795624093
V(Y[t],d=2,D=0)729837.250284332Range3830.7Trim Var.491340.969151584
V(Y[t],d=3,D=0)2223122.95288221Range6398.8Trim Var.1537940.9748
V(Y[t],d=0,D=1)53991.6148891844Range1203.8Trim Var.29202.4642973287
V(Y[t],d=1,D=1)76491.5772340425Range1125.9Trim Var.47385.707402439
V(Y[t],d=2,D=1)212370.860714976Range1951.6Trim Var.142309.913942308
V(Y[t],d=3,D=1)683644.277222222Range3073.5Trim Var.455739.223076923
V(Y[t],d=0,D=2)138765.175142857Range1844.3Trim Var.67607.9396370968
V(Y[t],d=1,D=2)146302.964588235Range1609.80000000000Trim Var.96842.894580645
V(Y[t],d=2,D=2)381549.34Range2905.1Trim Var.220618.584471264
V(Y[t],d=3,D=2)1236536.67933712Range5000.8Trim Var.699227.13684729


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')