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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 12:40:44 -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/t12287653234il31ipy1fxzv42.htm/, Retrieved Thu, 16 May 2024 15:15:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30852, Retrieved Thu, 16 May 2024 15:15:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact218

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RMPD  [(Partial) Autocorrelation Function] [Opdracht 1 - Blok...] [2008-12-02 21:26:11] [8094ad203a218aaca2d1cea2c78c2d6e]
- RMPD      [Variance Reduction Matrix] [Verbetering Q8 (3)] [2008-12-08 19:40:44] [1351baa662f198be3bff32f9007a9a6d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
17
22
29
26
29
42
40
34
46
43
44
40
41
42
35
40
43
47
41
44
38
35
34
31
25
35
36
41
41
38
39
45
46
48
48
48
45
44
45
45
45
42
43
50
46
46
45
49
46
45
49
47
45
48
51
48
49
51
54
52
52
53
51
55
53
51
52
54
58
57
52
50
53
50
50
51
53
49
54
57
58
56
60
55
54
52
55
56
54
53
59
62
63
64
75
77
79
77
82
83
81
78
79
79
73
72

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=30852&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=30852&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30852&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)173.253908355795Range66Trim Var.92.7358727979867
V(Y[t],d=1,D=0)14.5595238095238Range20Trim Var.7.29336138382422
V(Y[t],d=2,D=0)33.5500373412995Range33Trim Var.14.6487722048067
V(Y[t],d=3,D=0)102.656006091757Range55Trim Var.54.7570207570208
V(Y[t],d=0,D=1)78.829215282544Range43Trim Var.40.8577235772358
V(Y[t],d=1,D=1)24.7092099111734Range27Trim Var.13.2059947105495
V(Y[t],d=2,D=1)54.7028189202102Range49Trim Var.25.9993827160494
V(Y[t],d=3,D=1)165.316971916972Range85Trim Var.70.9753326841934
V(Y[t],d=0,D=2)165.671333935562Range76Trim Var.86.6599597585513
V(Y[t],d=1,D=2)60.4280864197531Range45Trim Var.30.4177062374245
V(Y[t],d=2,D=2)125.619620253165Range61Trim Var.73.8073161189358
V(Y[t],d=3,D=2)380.209996754301Range99Trim Var.233.513480885312

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 173.253908355795 & Range & 66 & Trim Var. & 92.7358727979867 \tabularnewline
V(Y[t],d=1,D=0) & 14.5595238095238 & Range & 20 & Trim Var. & 7.29336138382422 \tabularnewline
V(Y[t],d=2,D=0) & 33.5500373412995 & Range & 33 & Trim Var. & 14.6487722048067 \tabularnewline
V(Y[t],d=3,D=0) & 102.656006091757 & Range & 55 & Trim Var. & 54.7570207570208 \tabularnewline
V(Y[t],d=0,D=1) & 78.829215282544 & Range & 43 & Trim Var. & 40.8577235772358 \tabularnewline
V(Y[t],d=1,D=1) & 24.7092099111734 & Range & 27 & Trim Var. & 13.2059947105495 \tabularnewline
V(Y[t],d=2,D=1) & 54.7028189202102 & Range & 49 & Trim Var. & 25.9993827160494 \tabularnewline
V(Y[t],d=3,D=1) & 165.316971916972 & Range & 85 & Trim Var. & 70.9753326841934 \tabularnewline
V(Y[t],d=0,D=2) & 165.671333935562 & Range & 76 & Trim Var. & 86.6599597585513 \tabularnewline
V(Y[t],d=1,D=2) & 60.4280864197531 & Range & 45 & Trim Var. & 30.4177062374245 \tabularnewline
V(Y[t],d=2,D=2) & 125.619620253165 & Range & 61 & Trim Var. & 73.8073161189358 \tabularnewline
V(Y[t],d=3,D=2) & 380.209996754301 & Range & 99 & Trim Var. & 233.513480885312 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30852&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]173.253908355795[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]92.7358727979867[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14.5595238095238[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]7.29336138382422[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]33.5500373412995[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]14.6487722048067[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]102.656006091757[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]54.7570207570208[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]78.829215282544[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]40.8577235772358[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]24.7092099111734[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]13.2059947105495[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]54.7028189202102[/C][C]Range[/C][C]49[/C][C]Trim Var.[/C][C]25.9993827160494[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]165.316971916972[/C][C]Range[/C][C]85[/C][C]Trim Var.[/C][C]70.9753326841934[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]165.671333935562[/C][C]Range[/C][C]76[/C][C]Trim Var.[/C][C]86.6599597585513[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]60.4280864197531[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]30.4177062374245[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]125.619620253165[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]73.8073161189358[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]380.209996754301[/C][C]Range[/C][C]99[/C][C]Trim Var.[/C][C]233.513480885312[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30852&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30852&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)173.253908355795Range66Trim Var.92.7358727979867
V(Y[t],d=1,D=0)14.5595238095238Range20Trim Var.7.29336138382422
V(Y[t],d=2,D=0)33.5500373412995Range33Trim Var.14.6487722048067
V(Y[t],d=3,D=0)102.656006091757Range55Trim Var.54.7570207570208
V(Y[t],d=0,D=1)78.829215282544Range43Trim Var.40.8577235772358
V(Y[t],d=1,D=1)24.7092099111734Range27Trim Var.13.2059947105495
V(Y[t],d=2,D=1)54.7028189202102Range49Trim Var.25.9993827160494
V(Y[t],d=3,D=1)165.316971916972Range85Trim Var.70.9753326841934
V(Y[t],d=0,D=2)165.671333935562Range76Trim Var.86.6599597585513
V(Y[t],d=1,D=2)60.4280864197531Range45Trim Var.30.4177062374245
V(Y[t],d=2,D=2)125.619620253165Range61Trim Var.73.8073161189358
V(Y[t],d=3,D=2)380.209996754301Range99Trim Var.233.513480885312


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')