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 computationMon, 08 Dec 2008 08:31:42 -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/t12287504812bmf8ndgkdivrkl.htm/, Retrieved Thu, 16 May 2024 12:17:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30543, Retrieved Thu, 16 May 2024 12:17:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact152

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] [Variance Reductio...] [2008-12-08 15:31:42] [96839c4b6d4e03ef3851369c676780bf] [Current]
Feedback Forum
2008-12-15 13:31:48 [Bert Moons] [reply] 
correct

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.1702
1.2286
1.2613
1.2646
1.2262
1.1985
1.2007
1.2138
1.2266
1.2176
1.2218
1.249
1.2991
1.3408
1.3119
1.3014
1.3201
1.2938
1.2694
1.2165
1.2037
1.2292
1.2256
1.2015
1.1786
1.1856
1.2103
1.1938
1.202
1.2271
1.277
1.265
1.2684
1.2811
1.2727
1.2611
1.2881
1.3213
1.2999
1.3074
1.3242
1.3516
1.3511
1.3419
1.3716
1.3622
1.3896
1.4227
1.4684
1.457
1.4718
1.4748
1.5527
1.575
1.5557
1.5553
1.577
1.4975
1.4369
1.3322
1.2732

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=30543&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=30543&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30543&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)0.0122605643934426Range0.4068Trim Var.0.0078067763497823
V(Y[t],d=1,D=0)0.00109336412429378Range0.1826Trim Var.0.00058979647798742
V(Y[t],d=2,D=0)0.00119478989479836Range0.176100000000000Trim Var.0.000790967394775032
V(Y[t],d=3,D=0)0.00306312182698123Range0.250599999999999Trim Var.0.00204472945701356
V(Y[t],d=0,D=1)0.0107549611734694Range0.4237Trim Var.0.00694816295681063
V(Y[t],d=1,D=1)0.00209425659131205Range0.2121Trim Var.0.00120938462833914
V(Y[t],d=2,D=1)0.00215154421831636Range0.1606Trim Var.0.00164445975609755
V(Y[t],d=3,D=1)0.00528276131400962Range0.291999999999999Trim Var.0.003334147275641
V(Y[t],d=0,D=2)0.0247000978528528Range0.6664Trim Var.0.0164075856818182
V(Y[t],d=1,D=2)0.00534338827777777Range0.305400000000000Trim Var.0.00355248286290322
V(Y[t],d=2,D=2)0.00620078045378148Range0.313699999999999Trim Var.0.00438087494623653
V(Y[t],d=3,D=2)0.0151477380481282Range0.554199999999998Trim Var.0.00865134171264357

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0122605643934426 & Range & 0.4068 & Trim Var. & 0.0078067763497823 \tabularnewline
V(Y[t],d=1,D=0) & 0.00109336412429378 & Range & 0.1826 & Trim Var. & 0.00058979647798742 \tabularnewline
V(Y[t],d=2,D=0) & 0.00119478989479836 & Range & 0.176100000000000 & Trim Var. & 0.000790967394775032 \tabularnewline
V(Y[t],d=3,D=0) & 0.00306312182698123 & Range & 0.250599999999999 & Trim Var. & 0.00204472945701356 \tabularnewline
V(Y[t],d=0,D=1) & 0.0107549611734694 & Range & 0.4237 & Trim Var. & 0.00694816295681063 \tabularnewline
V(Y[t],d=1,D=1) & 0.00209425659131205 & Range & 0.2121 & Trim Var. & 0.00120938462833914 \tabularnewline
V(Y[t],d=2,D=1) & 0.00215154421831636 & Range & 0.1606 & Trim Var. & 0.00164445975609755 \tabularnewline
V(Y[t],d=3,D=1) & 0.00528276131400962 & Range & 0.291999999999999 & Trim Var. & 0.003334147275641 \tabularnewline
V(Y[t],d=0,D=2) & 0.0247000978528528 & Range & 0.6664 & Trim Var. & 0.0164075856818182 \tabularnewline
V(Y[t],d=1,D=2) & 0.00534338827777777 & Range & 0.305400000000000 & Trim Var. & 0.00355248286290322 \tabularnewline
V(Y[t],d=2,D=2) & 0.00620078045378148 & Range & 0.313699999999999 & Trim Var. & 0.00438087494623653 \tabularnewline
V(Y[t],d=3,D=2) & 0.0151477380481282 & Range & 0.554199999999998 & Trim Var. & 0.00865134171264357 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30543&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0122605643934426[/C][C]Range[/C][C]0.4068[/C][C]Trim Var.[/C][C]0.0078067763497823[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00109336412429378[/C][C]Range[/C][C]0.1826[/C][C]Trim Var.[/C][C]0.00058979647798742[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00119478989479836[/C][C]Range[/C][C]0.176100000000000[/C][C]Trim Var.[/C][C]0.000790967394775032[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00306312182698123[/C][C]Range[/C][C]0.250599999999999[/C][C]Trim Var.[/C][C]0.00204472945701356[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0107549611734694[/C][C]Range[/C][C]0.4237[/C][C]Trim Var.[/C][C]0.00694816295681063[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00209425659131205[/C][C]Range[/C][C]0.2121[/C][C]Trim Var.[/C][C]0.00120938462833914[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00215154421831636[/C][C]Range[/C][C]0.1606[/C][C]Trim Var.[/C][C]0.00164445975609755[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00528276131400962[/C][C]Range[/C][C]0.291999999999999[/C][C]Trim Var.[/C][C]0.003334147275641[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0247000978528528[/C][C]Range[/C][C]0.6664[/C][C]Trim Var.[/C][C]0.0164075856818182[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00534338827777777[/C][C]Range[/C][C]0.305400000000000[/C][C]Trim Var.[/C][C]0.00355248286290322[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00620078045378148[/C][C]Range[/C][C]0.313699999999999[/C][C]Trim Var.[/C][C]0.00438087494623653[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0151477380481282[/C][C]Range[/C][C]0.554199999999998[/C][C]Trim Var.[/C][C]0.00865134171264357[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30543&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30543&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)0.0122605643934426Range0.4068Trim Var.0.0078067763497823
V(Y[t],d=1,D=0)0.00109336412429378Range0.1826Trim Var.0.00058979647798742
V(Y[t],d=2,D=0)0.00119478989479836Range0.176100000000000Trim Var.0.000790967394775032
V(Y[t],d=3,D=0)0.00306312182698123Range0.250599999999999Trim Var.0.00204472945701356
V(Y[t],d=0,D=1)0.0107549611734694Range0.4237Trim Var.0.00694816295681063
V(Y[t],d=1,D=1)0.00209425659131205Range0.2121Trim Var.0.00120938462833914
V(Y[t],d=2,D=1)0.00215154421831636Range0.1606Trim Var.0.00164445975609755
V(Y[t],d=3,D=1)0.00528276131400962Range0.291999999999999Trim Var.0.003334147275641
V(Y[t],d=0,D=2)0.0247000978528528Range0.6664Trim Var.0.0164075856818182
V(Y[t],d=1,D=2)0.00534338827777777Range0.305400000000000Trim Var.0.00355248286290322
V(Y[t],d=2,D=2)0.00620078045378148Range0.313699999999999Trim Var.0.00438087494623653
V(Y[t],d=3,D=2)0.0151477380481282Range0.554199999999998Trim Var.0.00865134171264357


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')