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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 computationThu, 11 Dec 2008 08:12:06 -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/11/t1229008368swbcnwo0sshjgl3.htm/, Retrieved Fri, 17 May 2024 06:16:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32301, Retrieved Fri, 17 May 2024 06:16:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordspaper , VRM
Estimated Impact169

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] [loïqueverhasselt] [2008-12-11 15:12:06] [6440ec5a21e5d35520cb2ae6b4b70e45] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
77.7
78.89
90.2
77.26
80.76
84.93
66.08
71.56
80.78
83.31
85.3
73.94
78.7
81.32
86.8
80.76
84.46
84.21
73.64
70.85
83.78
89.12
78.93
80.54
81.67
82.53
88.2
89.17
83.7
89.79
77.58
70.11
88.07
92.49
83.33
90.05
82.91
88.52
96.42
90.87
86.4
97.47
85.67
79.91
95.73
94.6
91.92
90.38
82.31
87.82
101.29
89.58
87.83
99.95
82.67
84.65
97.83
97.47
97.66
99.14
90.02
100.97
112.48
91.44
108.46
98.41
89.35
92.8
100.43
104.85
108.36
101.54
105.26
101.8
112.36
99.5
104.65
101.13
89.8
87.84
96.41
103.26
100.31
92.33
96.19
96.37
103.06
101.5
101.88
100.85
95.56
87.6
101.18
110.8
101.1
104.42
103.27
100.87
107.8
104.99
100.76
104.46
100.62
87.84
107.31
115.61
103.43
109.93
104.43
106.69
123.1
109.42
101.46
124.48
101.49
100.46
115.51
113.37
115.4
118.2
106.82
110.17
119.91
112.31
110.62
120.37
97.94
103.02
116.36
108.51
122.54
121.32
112.25
109.89
129.58
107.2
118.68
118.25
102.67
104.19
117.74
123.3
122.2
112.71
118.53
115.32
127.36
110.45
122.22
123.39
116.2
109.22
116.98
132.89
125.24
115.68

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=32301&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=32301&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32301&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)204.464859665012Range66.81Trim Var.144.138416212744
V(Y[t],d=1,D=0)88.3019303560955Range46.01Trim Var.56.1615415076634
V(Y[t],d=2,D=0)241.438999308208Range84.07Trim Var.147.471341907331
V(Y[t],d=3,D=0)738.32647244582Range152.92Trim Var.436.835661882782
V(Y[t],d=0,D=1)29.3908961489899Range29.93Trim Var.15.2502311023622
V(Y[t],d=1,D=1)54.2756433861913Range41.49Trim Var.30.8950883014623
V(Y[t],d=2,D=1)174.7787585456Range71.84Trim Var.97.6012423936508
V(Y[t],d=3,D=1)591.437429148937Range140.37Trim Var.334.260984425807
V(Y[t],d=0,D=2)70.9639973398103Range45.74Trim Var.37.3511030349123
V(Y[t],d=1,D=2)111.658913247211Range61.29Trim Var.60.8835962569997
V(Y[t],d=2,D=2)356.146573339297Range107.49Trim Var.186.740551424288
V(Y[t],d=3,D=2)1217.82558257025Range206.02Trim Var.656.069323829139

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 204.464859665012 & Range & 66.81 & Trim Var. & 144.138416212744 \tabularnewline
V(Y[t],d=1,D=0) & 88.3019303560955 & Range & 46.01 & Trim Var. & 56.1615415076634 \tabularnewline
V(Y[t],d=2,D=0) & 241.438999308208 & Range & 84.07 & Trim Var. & 147.471341907331 \tabularnewline
V(Y[t],d=3,D=0) & 738.32647244582 & Range & 152.92 & Trim Var. & 436.835661882782 \tabularnewline
V(Y[t],d=0,D=1) & 29.3908961489899 & Range & 29.93 & Trim Var. & 15.2502311023622 \tabularnewline
V(Y[t],d=1,D=1) & 54.2756433861913 & Range & 41.49 & Trim Var. & 30.8950883014623 \tabularnewline
V(Y[t],d=2,D=1) & 174.7787585456 & Range & 71.84 & Trim Var. & 97.6012423936508 \tabularnewline
V(Y[t],d=3,D=1) & 591.437429148937 & Range & 140.37 & Trim Var. & 334.260984425807 \tabularnewline
V(Y[t],d=0,D=2) & 70.9639973398103 & Range & 45.74 & Trim Var. & 37.3511030349123 \tabularnewline
V(Y[t],d=1,D=2) & 111.658913247211 & Range & 61.29 & Trim Var. & 60.8835962569997 \tabularnewline
V(Y[t],d=2,D=2) & 356.146573339297 & Range & 107.49 & Trim Var. & 186.740551424288 \tabularnewline
V(Y[t],d=3,D=2) & 1217.82558257025 & Range & 206.02 & Trim Var. & 656.069323829139 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32301&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]204.464859665012[/C][C]Range[/C][C]66.81[/C][C]Trim Var.[/C][C]144.138416212744[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]88.3019303560955[/C][C]Range[/C][C]46.01[/C][C]Trim Var.[/C][C]56.1615415076634[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]241.438999308208[/C][C]Range[/C][C]84.07[/C][C]Trim Var.[/C][C]147.471341907331[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]738.32647244582[/C][C]Range[/C][C]152.92[/C][C]Trim Var.[/C][C]436.835661882782[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]29.3908961489899[/C][C]Range[/C][C]29.93[/C][C]Trim Var.[/C][C]15.2502311023622[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]54.2756433861913[/C][C]Range[/C][C]41.49[/C][C]Trim Var.[/C][C]30.8950883014623[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]174.7787585456[/C][C]Range[/C][C]71.84[/C][C]Trim Var.[/C][C]97.6012423936508[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]591.437429148937[/C][C]Range[/C][C]140.37[/C][C]Trim Var.[/C][C]334.260984425807[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]70.9639973398103[/C][C]Range[/C][C]45.74[/C][C]Trim Var.[/C][C]37.3511030349123[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]111.658913247211[/C][C]Range[/C][C]61.29[/C][C]Trim Var.[/C][C]60.8835962569997[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]356.146573339297[/C][C]Range[/C][C]107.49[/C][C]Trim Var.[/C][C]186.740551424288[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1217.82558257025[/C][C]Range[/C][C]206.02[/C][C]Trim Var.[/C][C]656.069323829139[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32301&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32301&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)204.464859665012Range66.81Trim Var.144.138416212744
V(Y[t],d=1,D=0)88.3019303560955Range46.01Trim Var.56.1615415076634
V(Y[t],d=2,D=0)241.438999308208Range84.07Trim Var.147.471341907331
V(Y[t],d=3,D=0)738.32647244582Range152.92Trim Var.436.835661882782
V(Y[t],d=0,D=1)29.3908961489899Range29.93Trim Var.15.2502311023622
V(Y[t],d=1,D=1)54.2756433861913Range41.49Trim Var.30.8950883014623
V(Y[t],d=2,D=1)174.7787585456Range71.84Trim Var.97.6012423936508
V(Y[t],d=3,D=1)591.437429148937Range140.37Trim Var.334.260984425807
V(Y[t],d=0,D=2)70.9639973398103Range45.74Trim Var.37.3511030349123
V(Y[t],d=1,D=2)111.658913247211Range61.29Trim Var.60.8835962569997
V(Y[t],d=2,D=2)356.146573339297Range107.49Trim Var.186.740551424288
V(Y[t],d=3,D=2)1217.82558257025Range206.02Trim Var.656.069323829139


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')