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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 computationMon, 08 Dec 2008 10:15:44 -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/t12287566169nqgesxi2klnq3t.htm/, Retrieved Thu, 16 May 2024 19:04:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30603, Retrieved Thu, 16 May 2024 19:04:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact160

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Opdracht 1 - Blok...] [2008-12-08 17:15:44] [1351baa662f198be3bff32f9007a9a6d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
13
8
7
3
3
4
4
0
-4
-14
-18
-8
-1
1
2
0
1
0
-1
-3
-3
-3
-4
-8
-9
-13
-18
-11
-9
-10
-13
-11
-5
-15
-6
-6
-3
-1
-3
-4
-6
0
-4
-2
-2
-6
-7
-6
-6
-3
-2
-5
-11
-11
-11
-10
-14
-8
-9
-5
-1

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'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30603&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30603&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30603&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)38.4114754098361Range31Trim Var.18.1725490196078
V(Y[t],d=1,D=0)15.8090395480226Range20Trim Var.7.93613933236575
V(Y[t],d=2,D=0)32.3039158386908Range35Trim Var.14.1727140783745
V(Y[t],d=3,D=0)99.0127041742287Range63Trim Var.47.6410256410256
V(Y[t],d=0,D=1)64.7074829931973Range35Trim Var.41.7718715393134
V(Y[t],d=1,D=1)31.2229609929078Range24Trim Var.18.6927990708479
V(Y[t],d=2,D=1)62.8436632747456Range37Trim Var.31.7195121951220
V(Y[t],d=3,D=1)190.16038647343Range64Trim Var.101.741025641026
V(Y[t],d=0,D=2)208.825825825826Range58Trim Var.144.030303030303
V(Y[t],d=1,D=2)88.6825396825397Range38Trim Var.55.5483870967742
V(Y[t],d=2,D=2)174.428571428571Range64Trim Var.81.116129032258
V(Y[t],d=3,D=2)527.212121212121Range117Trim Var.258.947126436782

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 38.4114754098361 & Range & 31 & Trim Var. & 18.1725490196078 \tabularnewline
V(Y[t],d=1,D=0) & 15.8090395480226 & Range & 20 & Trim Var. & 7.93613933236575 \tabularnewline
V(Y[t],d=2,D=0) & 32.3039158386908 & Range & 35 & Trim Var. & 14.1727140783745 \tabularnewline
V(Y[t],d=3,D=0) & 99.0127041742287 & Range & 63 & Trim Var. & 47.6410256410256 \tabularnewline
V(Y[t],d=0,D=1) & 64.7074829931973 & Range & 35 & Trim Var. & 41.7718715393134 \tabularnewline
V(Y[t],d=1,D=1) & 31.2229609929078 & Range & 24 & Trim Var. & 18.6927990708479 \tabularnewline
V(Y[t],d=2,D=1) & 62.8436632747456 & Range & 37 & Trim Var. & 31.7195121951220 \tabularnewline
V(Y[t],d=3,D=1) & 190.16038647343 & Range & 64 & Trim Var. & 101.741025641026 \tabularnewline
V(Y[t],d=0,D=2) & 208.825825825826 & Range & 58 & Trim Var. & 144.030303030303 \tabularnewline
V(Y[t],d=1,D=2) & 88.6825396825397 & Range & 38 & Trim Var. & 55.5483870967742 \tabularnewline
V(Y[t],d=2,D=2) & 174.428571428571 & Range & 64 & Trim Var. & 81.116129032258 \tabularnewline
V(Y[t],d=3,D=2) & 527.212121212121 & Range & 117 & Trim Var. & 258.947126436782 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30603&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]38.4114754098361[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]18.1725490196078[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]15.8090395480226[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]7.93613933236575[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]32.3039158386908[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]14.1727140783745[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]99.0127041742287[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]47.6410256410256[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]64.7074829931973[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]41.7718715393134[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]31.2229609929078[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]18.6927990708479[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]62.8436632747456[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]31.7195121951220[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]190.16038647343[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]101.741025641026[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]208.825825825826[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]144.030303030303[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]88.6825396825397[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]55.5483870967742[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]174.428571428571[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]81.116129032258[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]527.212121212121[/C][C]Range[/C][C]117[/C][C]Trim Var.[/C][C]258.947126436782[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30603&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30603&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)38.4114754098361Range31Trim Var.18.1725490196078
V(Y[t],d=1,D=0)15.8090395480226Range20Trim Var.7.93613933236575
V(Y[t],d=2,D=0)32.3039158386908Range35Trim Var.14.1727140783745
V(Y[t],d=3,D=0)99.0127041742287Range63Trim Var.47.6410256410256
V(Y[t],d=0,D=1)64.7074829931973Range35Trim Var.41.7718715393134
V(Y[t],d=1,D=1)31.2229609929078Range24Trim Var.18.6927990708479
V(Y[t],d=2,D=1)62.8436632747456Range37Trim Var.31.7195121951220
V(Y[t],d=3,D=1)190.16038647343Range64Trim Var.101.741025641026
V(Y[t],d=0,D=2)208.825825825826Range58Trim Var.144.030303030303
V(Y[t],d=1,D=2)88.6825396825397Range38Trim Var.55.5483870967742
V(Y[t],d=2,D=2)174.428571428571Range64Trim Var.81.116129032258
V(Y[t],d=3,D=2)527.212121212121Range117Trim Var.258.947126436782


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')