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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 computationWed, 10 Dec 2008 00:58:21 -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/10/t122889591810km2fc47qc1yw2.htm/, Retrieved Fri, 17 May 2024 03:03:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31871, Retrieved Fri, 17 May 2024 03:03:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact209

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Variance Reduction Matrix] [] [2008-12-10 07:58:21] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum
2008-12-14 16:00:53 [Steven Vanhooreweghe] [reply] 
d=1 & D=0 is volgens het VRM de beste manier om te differentieren.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
19.644
18.483
18.079
19.178
18.391
18.441
18.584
20.108
20.148
19.394
17.745
17.696
17.032
16.438
15.683
15.594
15.713
15.937
16.171
15.928
16.348
15.579
15.305
15.648
14.954
15.137
15.839
16.05
15.168
17.064
16.005
14.886
14.931
14.544
13.812
13.031
12.574
11.964
11.451
11.346
11.353
10.702
10.646
10.556
10.463
10.407
10.625
10.872
10.805
10.653
10.574
10.431
10.383
10.296
10.872
10.635
10.297
10.57
10.662
10.709
10.413
10.846
10.371
9.924
9.828
9.897
9.721
10.171
10.738
10.812
10.511
10.244
10.368
10.457
10.186
10.166
10.827
10.997
10.94
10.756
10.893
10.236
9.96
10.018
10.063
10.002
9.728
10.002
10.177
9.948
9.394
9.308
9.155
9.103
9.732
9.984

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31871&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31871&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31871&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)10.5374014627193Range11.045Trim Var.8.2026867
V(Y[t],d=1,D=0)0.268803133258679Range3.545Trim Var.0.117566645098039
V(Y[t],d=2,D=0)0.530577063486616Range5.733Trim Var.0.198032071715433
V(Y[t],d=3,D=0)1.54845439691445Range9.604Trim Var.0.498698388480752
V(Y[t],d=0,D=1)2.67993756095812Range7.581Trim Var.1.66643966382821
V(Y[t],d=1,D=1)0.502525423156039Range4.219Trim Var.0.249602944824962
V(Y[t],d=2,D=1)1.06209101610961Range6.986Trim Var.0.395509492762127
V(Y[t],d=3,D=1)3.183569025Range12.624Trim Var.1.05395832756539
V(Y[t],d=0,D=2)6.47948073219875Range13.445Trim Var.3.52752192832341
V(Y[t],d=1,D=2)1.51301300885312Range7.33Trim Var.0.818638797235022
V(Y[t],d=2,D=2)3.27058738902692Range12.624Trim Var.1.30523027392913
V(Y[t],d=3,D=2)10.1459651551577Range21.239Trim Var.3.52623238360655

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 10.5374014627193 & Range & 11.045 & Trim Var. & 8.2026867 \tabularnewline
V(Y[t],d=1,D=0) & 0.268803133258679 & Range & 3.545 & Trim Var. & 0.117566645098039 \tabularnewline
V(Y[t],d=2,D=0) & 0.530577063486616 & Range & 5.733 & Trim Var. & 0.198032071715433 \tabularnewline
V(Y[t],d=3,D=0) & 1.54845439691445 & Range & 9.604 & Trim Var. & 0.498698388480752 \tabularnewline
V(Y[t],d=0,D=1) & 2.67993756095812 & Range & 7.581 & Trim Var. & 1.66643966382821 \tabularnewline
V(Y[t],d=1,D=1) & 0.502525423156039 & Range & 4.219 & Trim Var. & 0.249602944824962 \tabularnewline
V(Y[t],d=2,D=1) & 1.06209101610961 & Range & 6.986 & Trim Var. & 0.395509492762127 \tabularnewline
V(Y[t],d=3,D=1) & 3.183569025 & Range & 12.624 & Trim Var. & 1.05395832756539 \tabularnewline
V(Y[t],d=0,D=2) & 6.47948073219875 & Range & 13.445 & Trim Var. & 3.52752192832341 \tabularnewline
V(Y[t],d=1,D=2) & 1.51301300885312 & Range & 7.33 & Trim Var. & 0.818638797235022 \tabularnewline
V(Y[t],d=2,D=2) & 3.27058738902692 & Range & 12.624 & Trim Var. & 1.30523027392913 \tabularnewline
V(Y[t],d=3,D=2) & 10.1459651551577 & Range & 21.239 & Trim Var. & 3.52623238360655 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31871&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]10.5374014627193[/C][C]Range[/C][C]11.045[/C][C]Trim Var.[/C][C]8.2026867[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.268803133258679[/C][C]Range[/C][C]3.545[/C][C]Trim Var.[/C][C]0.117566645098039[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.530577063486616[/C][C]Range[/C][C]5.733[/C][C]Trim Var.[/C][C]0.198032071715433[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.54845439691445[/C][C]Range[/C][C]9.604[/C][C]Trim Var.[/C][C]0.498698388480752[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.67993756095812[/C][C]Range[/C][C]7.581[/C][C]Trim Var.[/C][C]1.66643966382821[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.502525423156039[/C][C]Range[/C][C]4.219[/C][C]Trim Var.[/C][C]0.249602944824962[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.06209101610961[/C][C]Range[/C][C]6.986[/C][C]Trim Var.[/C][C]0.395509492762127[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.183569025[/C][C]Range[/C][C]12.624[/C][C]Trim Var.[/C][C]1.05395832756539[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6.47948073219875[/C][C]Range[/C][C]13.445[/C][C]Trim Var.[/C][C]3.52752192832341[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.51301300885312[/C][C]Range[/C][C]7.33[/C][C]Trim Var.[/C][C]0.818638797235022[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.27058738902692[/C][C]Range[/C][C]12.624[/C][C]Trim Var.[/C][C]1.30523027392913[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10.1459651551577[/C][C]Range[/C][C]21.239[/C][C]Trim Var.[/C][C]3.52623238360655[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31871&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31871&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)10.5374014627193Range11.045Trim Var.8.2026867
V(Y[t],d=1,D=0)0.268803133258679Range3.545Trim Var.0.117566645098039
V(Y[t],d=2,D=0)0.530577063486616Range5.733Trim Var.0.198032071715433
V(Y[t],d=3,D=0)1.54845439691445Range9.604Trim Var.0.498698388480752
V(Y[t],d=0,D=1)2.67993756095812Range7.581Trim Var.1.66643966382821
V(Y[t],d=1,D=1)0.502525423156039Range4.219Trim Var.0.249602944824962
V(Y[t],d=2,D=1)1.06209101610961Range6.986Trim Var.0.395509492762127
V(Y[t],d=3,D=1)3.183569025Range12.624Trim Var.1.05395832756539
V(Y[t],d=0,D=2)6.47948073219875Range13.445Trim Var.3.52752192832341
V(Y[t],d=1,D=2)1.51301300885312Range7.33Trim Var.0.818638797235022
V(Y[t],d=2,D=2)3.27058738902692Range12.624Trim Var.1.30523027392913
V(Y[t],d=3,D=2)10.1459651551577Range21.239Trim Var.3.52623238360655


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')