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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 09 Dec 2008 06:28:58 -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/09/t1228829494y6ulbd43h9vsefp.htm/, Retrieved Fri, 17 May 2024 06:37:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31370, Retrieved Fri, 17 May 2024 06:37:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact145

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]
- RMPD    [Variance Reduction Matrix] [] [2008-12-09 13:28:58] [86e877ba38171644c8ca01af8044e645] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
75
38
20
6
11
38
54
44
37
39
4
49
45
29
20
9
16
3
56
53
35
49
11
54
47
31
21
14
9
16
61
57
40
42
7
43
56
29
34
14
25
39
53
39
32
40
1
47
39
39
20
7
43
43
21
39
35
38
12
37
34

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=31370&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=31370&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31370&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)290.746448087432Range74Trim Var.191.119155354449
V(Y[t],d=1,D=0)488.050564971751Range92Trim Var.293.463715529753
V(Y[t],d=2,D=0)1274.17942723553Range141Trim Var.864.092888243832
V(Y[t],d=3,D=0)4127.24410163339Range272Trim Var.2614.6802413273
V(Y[t],d=0,D=1)140.956632653061Range58Trim Var.60.7585825027685
V(Y[t],d=1,D=1)272.212322695035Range77Trim Var.141.393728222997
V(Y[t],d=2,D=1)782.707678075856Range128Trim Var.428.059756097561
V(Y[t],d=3,D=1)2548.36908212560Range226Trim Var.1410.29487179487
V(Y[t],d=0,D=2)274.881381381381Range75Trim Var.161.195075757576
V(Y[t],d=1,D=2)575.739682539683Range105Trim Var.356.5
V(Y[t],d=2,D=2)1812.11428571429Range184Trim Var.1093.92258064516
V(Y[t],d=3,D=2)6281.44741532977Range321Trim Var.3851.48965517241

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 290.746448087432 & Range & 74 & Trim Var. & 191.119155354449 \tabularnewline
V(Y[t],d=1,D=0) & 488.050564971751 & Range & 92 & Trim Var. & 293.463715529753 \tabularnewline
V(Y[t],d=2,D=0) & 1274.17942723553 & Range & 141 & Trim Var. & 864.092888243832 \tabularnewline
V(Y[t],d=3,D=0) & 4127.24410163339 & Range & 272 & Trim Var. & 2614.6802413273 \tabularnewline
V(Y[t],d=0,D=1) & 140.956632653061 & Range & 58 & Trim Var. & 60.7585825027685 \tabularnewline
V(Y[t],d=1,D=1) & 272.212322695035 & Range & 77 & Trim Var. & 141.393728222997 \tabularnewline
V(Y[t],d=2,D=1) & 782.707678075856 & Range & 128 & Trim Var. & 428.059756097561 \tabularnewline
V(Y[t],d=3,D=1) & 2548.36908212560 & Range & 226 & Trim Var. & 1410.29487179487 \tabularnewline
V(Y[t],d=0,D=2) & 274.881381381381 & Range & 75 & Trim Var. & 161.195075757576 \tabularnewline
V(Y[t],d=1,D=2) & 575.739682539683 & Range & 105 & Trim Var. & 356.5 \tabularnewline
V(Y[t],d=2,D=2) & 1812.11428571429 & Range & 184 & Trim Var. & 1093.92258064516 \tabularnewline
V(Y[t],d=3,D=2) & 6281.44741532977 & Range & 321 & Trim Var. & 3851.48965517241 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31370&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]290.746448087432[/C][C]Range[/C][C]74[/C][C]Trim Var.[/C][C]191.119155354449[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]488.050564971751[/C][C]Range[/C][C]92[/C][C]Trim Var.[/C][C]293.463715529753[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1274.17942723553[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]864.092888243832[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4127.24410163339[/C][C]Range[/C][C]272[/C][C]Trim Var.[/C][C]2614.6802413273[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]140.956632653061[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]60.7585825027685[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]272.212322695035[/C][C]Range[/C][C]77[/C][C]Trim Var.[/C][C]141.393728222997[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]782.707678075856[/C][C]Range[/C][C]128[/C][C]Trim Var.[/C][C]428.059756097561[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2548.36908212560[/C][C]Range[/C][C]226[/C][C]Trim Var.[/C][C]1410.29487179487[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]274.881381381381[/C][C]Range[/C][C]75[/C][C]Trim Var.[/C][C]161.195075757576[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]575.739682539683[/C][C]Range[/C][C]105[/C][C]Trim Var.[/C][C]356.5[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1812.11428571429[/C][C]Range[/C][C]184[/C][C]Trim Var.[/C][C]1093.92258064516[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6281.44741532977[/C][C]Range[/C][C]321[/C][C]Trim Var.[/C][C]3851.48965517241[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31370&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31370&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)290.746448087432Range74Trim Var.191.119155354449
V(Y[t],d=1,D=0)488.050564971751Range92Trim Var.293.463715529753
V(Y[t],d=2,D=0)1274.17942723553Range141Trim Var.864.092888243832
V(Y[t],d=3,D=0)4127.24410163339Range272Trim Var.2614.6802413273
V(Y[t],d=0,D=1)140.956632653061Range58Trim Var.60.7585825027685
V(Y[t],d=1,D=1)272.212322695035Range77Trim Var.141.393728222997
V(Y[t],d=2,D=1)782.707678075856Range128Trim Var.428.059756097561
V(Y[t],d=3,D=1)2548.36908212560Range226Trim Var.1410.29487179487
V(Y[t],d=0,D=2)274.881381381381Range75Trim Var.161.195075757576
V(Y[t],d=1,D=2)575.739682539683Range105Trim Var.356.5
V(Y[t],d=2,D=2)1812.11428571429Range184Trim Var.1093.92258064516
V(Y[t],d=3,D=2)6281.44741532977Range321Trim Var.3851.48965517241


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')