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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 11:50:25 -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/t1228762303v2cjwutw6v1e65k.htm/, Retrieved Thu, 16 May 2024 04:33:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30694, Retrieved Thu, 16 May 2024 04:33:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact157

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] [S2 - VRM] [2008-12-08 18:50:25] [5f3e73ccf1ddc75508eed47fa51813d3] [Current]
Feedback Forum
2008-12-14 12:48:49 [Jeroen Michel] [reply] 
Hier maakt de student gebruik van een correcte module. De output is correct en hier valt weinig aan toe te voegen.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14897
13063
12604
13630
14421
13978
12928
13430
13470
14786
14292
14309
14013
13241
12153
14290
15669
14170
14570
14469
14265
15321
14434
13692
14194
13519
11858
14616
15643
14077
14888
14160
14643
17193
15386
14287
17527
14497
14398
16630
16671
16615
16869
15664
16360
18448
16889
16505
18321
15052
15700
18135
16769
18883
19021
18102
17776
21490
17065
18690
18953
16399
16896
18553
19270
19422
17579
18637
18077
20439
18075
19563
19899
19228
17790
19221
22059
21231
19504
23913
23166
23574
25002
22604
23409

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30694&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]0 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=30694&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30694&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 time0 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)8955554.09019608Range13144Trim Var.5515713.75387387
V(Y[t],d=1,D=0)2635480.32128514Range8834Trim Var.1476555.20344317
V(Y[t],d=2,D=0)7440318.26241552Range14275Trim Var.4170151.07990868
V(Y[t],d=3,D=0)23212028.802168Range26368Trim Var.12460247.1829030
V(Y[t],d=0,D=1)2063584.28234399Range8369Trim Var.933470.653846154
V(Y[t],d=1,D=1)2001587.57668232Range7678Trim Var.1136469.73387897
V(Y[t],d=2,D=1)6279329.2028169Range13424Trim Var.3655859.61955965
V(Y[t],d=3,D=1)20840079.3672878Range25457Trim Var.11450226.6155473
V(Y[t],d=0,D=2)3673370.82185792Range10010Trim Var.1699324.30914369
V(Y[t],d=1,D=2)3137982.93192090Range9089Trim Var.1802803.06778477
V(Y[t],d=2,D=2)9570124.16773817Range15527Trim Var.5651129.84833091
V(Y[t],d=3,D=2)32458297.8052027Range26649Trim Var.19764631.7707391

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 8955554.09019608 & Range & 13144 & Trim Var. & 5515713.75387387 \tabularnewline
V(Y[t],d=1,D=0) & 2635480.32128514 & Range & 8834 & Trim Var. & 1476555.20344317 \tabularnewline
V(Y[t],d=2,D=0) & 7440318.26241552 & Range & 14275 & Trim Var. & 4170151.07990868 \tabularnewline
V(Y[t],d=3,D=0) & 23212028.802168 & Range & 26368 & Trim Var. & 12460247.1829030 \tabularnewline
V(Y[t],d=0,D=1) & 2063584.28234399 & Range & 8369 & Trim Var. & 933470.653846154 \tabularnewline
V(Y[t],d=1,D=1) & 2001587.57668232 & Range & 7678 & Trim Var. & 1136469.73387897 \tabularnewline
V(Y[t],d=2,D=1) & 6279329.2028169 & Range & 13424 & Trim Var. & 3655859.61955965 \tabularnewline
V(Y[t],d=3,D=1) & 20840079.3672878 & Range & 25457 & Trim Var. & 11450226.6155473 \tabularnewline
V(Y[t],d=0,D=2) & 3673370.82185792 & Range & 10010 & Trim Var. & 1699324.30914369 \tabularnewline
V(Y[t],d=1,D=2) & 3137982.93192090 & Range & 9089 & Trim Var. & 1802803.06778477 \tabularnewline
V(Y[t],d=2,D=2) & 9570124.16773817 & Range & 15527 & Trim Var. & 5651129.84833091 \tabularnewline
V(Y[t],d=3,D=2) & 32458297.8052027 & Range & 26649 & Trim Var. & 19764631.7707391 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30694&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]8955554.09019608[/C][C]Range[/C][C]13144[/C][C]Trim Var.[/C][C]5515713.75387387[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2635480.32128514[/C][C]Range[/C][C]8834[/C][C]Trim Var.[/C][C]1476555.20344317[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7440318.26241552[/C][C]Range[/C][C]14275[/C][C]Trim Var.[/C][C]4170151.07990868[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]23212028.802168[/C][C]Range[/C][C]26368[/C][C]Trim Var.[/C][C]12460247.1829030[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2063584.28234399[/C][C]Range[/C][C]8369[/C][C]Trim Var.[/C][C]933470.653846154[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2001587.57668232[/C][C]Range[/C][C]7678[/C][C]Trim Var.[/C][C]1136469.73387897[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]6279329.2028169[/C][C]Range[/C][C]13424[/C][C]Trim Var.[/C][C]3655859.61955965[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]20840079.3672878[/C][C]Range[/C][C]25457[/C][C]Trim Var.[/C][C]11450226.6155473[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3673370.82185792[/C][C]Range[/C][C]10010[/C][C]Trim Var.[/C][C]1699324.30914369[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3137982.93192090[/C][C]Range[/C][C]9089[/C][C]Trim Var.[/C][C]1802803.06778477[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]9570124.16773817[/C][C]Range[/C][C]15527[/C][C]Trim Var.[/C][C]5651129.84833091[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]32458297.8052027[/C][C]Range[/C][C]26649[/C][C]Trim Var.[/C][C]19764631.7707391[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30694&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30694&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)8955554.09019608Range13144Trim Var.5515713.75387387
V(Y[t],d=1,D=0)2635480.32128514Range8834Trim Var.1476555.20344317
V(Y[t],d=2,D=0)7440318.26241552Range14275Trim Var.4170151.07990868
V(Y[t],d=3,D=0)23212028.802168Range26368Trim Var.12460247.1829030
V(Y[t],d=0,D=1)2063584.28234399Range8369Trim Var.933470.653846154
V(Y[t],d=1,D=1)2001587.57668232Range7678Trim Var.1136469.73387897
V(Y[t],d=2,D=1)6279329.2028169Range13424Trim Var.3655859.61955965
V(Y[t],d=3,D=1)20840079.3672878Range25457Trim Var.11450226.6155473
V(Y[t],d=0,D=2)3673370.82185792Range10010Trim Var.1699324.30914369
V(Y[t],d=1,D=2)3137982.93192090Range9089Trim Var.1802803.06778477
V(Y[t],d=2,D=2)9570124.16773817Range15527Trim Var.5651129.84833091
V(Y[t],d=3,D=2)32458297.8052027Range26649Trim Var.19764631.7707391


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')