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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 computationSun, 14 Dec 2008 02:38:17 -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/14/t1229247530do8na2fhe0deidv.htm/, Retrieved Wed, 15 May 2024 15:26:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33249, Retrieved Wed, 15 May 2024 15:26:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact185

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] [Paper scaterplot ...] [2008-12-12 11:08:24] [b6c777429d07a05453509ef079833861]
-    D  [Univariate Data Series] [paper - scatterpl...] [2008-12-12 15:18:44] [b6c777429d07a05453509ef079833861]
- RMPD      [Variance Reduction Matrix] [paper -inflatie o...] [2008-12-14 09:38:17] [1828943283e41f5e3270e2e73d6433b4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2.9
2.9
2.9
1.4
1.1
1.9
2.8
1.4
0.7
-0.8
-3.1
0.1
1
1.9
-0.5
1.5
3.9
1.9
2.6
1.7
1.4
2.8
0.5
1
1.5
1.8
2.7
3
-0.3
1.1
1.7
1.6
3
3.3
6.7
5.6
6
4.8
5.9
4.3
3.7
5.6
1.7
3.2
3.6
1.7
0.5
2.1
1.5
2.7
1.4
1.2
2.3
1.6
4.7
3.5
4.4
3.9
3.5
3

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=33249&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=33249&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33249&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)3.1843615819209Range9.8Trim Var.1.79780573025856
V(Y[t],d=1,D=0)2.33879018118060Range7.3Trim Var.1.39192307692308
V(Y[t],d=2,D=0)6.3899243799153Range11.3Trim Var.4.10671191553545
V(Y[t],d=3,D=0)21.1041040100251Range19.5Trim Var.14.6536313725490
V(Y[t],d=0,D=1)7.83336436170213Range12.4Trim Var.4.79087804878049
V(Y[t],d=1,D=1)6.65898242368178Range12.7Trim Var.3.46980487804878
V(Y[t],d=2,D=1)18.3454299516908Range19.3Trim Var.10.7383012820513
V(Y[t],d=3,D=1)59.9162828282828Range33.2Trim Var.36.1564912280702
V(Y[t],d=0,D=2)25.5080873015873Range21.6Trim Var.16.4063608870968
V(Y[t],d=1,D=2)21.3878151260504Range21.8Trim Var.11.5939784946237
V(Y[t],d=2,D=2)57.3445365418895Range30.4Trim Var.37.5195862068966
V(Y[t],d=3,D=2)179.317045454545Range54.2Trim Var.119.891059113301

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3.1843615819209 & Range & 9.8 & Trim Var. & 1.79780573025856 \tabularnewline
V(Y[t],d=1,D=0) & 2.33879018118060 & Range & 7.3 & Trim Var. & 1.39192307692308 \tabularnewline
V(Y[t],d=2,D=0) & 6.3899243799153 & Range & 11.3 & Trim Var. & 4.10671191553545 \tabularnewline
V(Y[t],d=3,D=0) & 21.1041040100251 & Range & 19.5 & Trim Var. & 14.6536313725490 \tabularnewline
V(Y[t],d=0,D=1) & 7.83336436170213 & Range & 12.4 & Trim Var. & 4.79087804878049 \tabularnewline
V(Y[t],d=1,D=1) & 6.65898242368178 & Range & 12.7 & Trim Var. & 3.46980487804878 \tabularnewline
V(Y[t],d=2,D=1) & 18.3454299516908 & Range & 19.3 & Trim Var. & 10.7383012820513 \tabularnewline
V(Y[t],d=3,D=1) & 59.9162828282828 & Range & 33.2 & Trim Var. & 36.1564912280702 \tabularnewline
V(Y[t],d=0,D=2) & 25.5080873015873 & Range & 21.6 & Trim Var. & 16.4063608870968 \tabularnewline
V(Y[t],d=1,D=2) & 21.3878151260504 & Range & 21.8 & Trim Var. & 11.5939784946237 \tabularnewline
V(Y[t],d=2,D=2) & 57.3445365418895 & Range & 30.4 & Trim Var. & 37.5195862068966 \tabularnewline
V(Y[t],d=3,D=2) & 179.317045454545 & Range & 54.2 & Trim Var. & 119.891059113301 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33249&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3.1843615819209[/C][C]Range[/C][C]9.8[/C][C]Trim Var.[/C][C]1.79780573025856[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.33879018118060[/C][C]Range[/C][C]7.3[/C][C]Trim Var.[/C][C]1.39192307692308[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]6.3899243799153[/C][C]Range[/C][C]11.3[/C][C]Trim Var.[/C][C]4.10671191553545[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]21.1041040100251[/C][C]Range[/C][C]19.5[/C][C]Trim Var.[/C][C]14.6536313725490[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]7.83336436170213[/C][C]Range[/C][C]12.4[/C][C]Trim Var.[/C][C]4.79087804878049[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6.65898242368178[/C][C]Range[/C][C]12.7[/C][C]Trim Var.[/C][C]3.46980487804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]18.3454299516908[/C][C]Range[/C][C]19.3[/C][C]Trim Var.[/C][C]10.7383012820513[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]59.9162828282828[/C][C]Range[/C][C]33.2[/C][C]Trim Var.[/C][C]36.1564912280702[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]25.5080873015873[/C][C]Range[/C][C]21.6[/C][C]Trim Var.[/C][C]16.4063608870968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]21.3878151260504[/C][C]Range[/C][C]21.8[/C][C]Trim Var.[/C][C]11.5939784946237[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]57.3445365418895[/C][C]Range[/C][C]30.4[/C][C]Trim Var.[/C][C]37.5195862068966[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]179.317045454545[/C][C]Range[/C][C]54.2[/C][C]Trim Var.[/C][C]119.891059113301[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33249&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33249&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)3.1843615819209Range9.8Trim Var.1.79780573025856
V(Y[t],d=1,D=0)2.33879018118060Range7.3Trim Var.1.39192307692308
V(Y[t],d=2,D=0)6.3899243799153Range11.3Trim Var.4.10671191553545
V(Y[t],d=3,D=0)21.1041040100251Range19.5Trim Var.14.6536313725490
V(Y[t],d=0,D=1)7.83336436170213Range12.4Trim Var.4.79087804878049
V(Y[t],d=1,D=1)6.65898242368178Range12.7Trim Var.3.46980487804878
V(Y[t],d=2,D=1)18.3454299516908Range19.3Trim Var.10.7383012820513
V(Y[t],d=3,D=1)59.9162828282828Range33.2Trim Var.36.1564912280702
V(Y[t],d=0,D=2)25.5080873015873Range21.6Trim Var.16.4063608870968
V(Y[t],d=1,D=2)21.3878151260504Range21.8Trim Var.11.5939784946237
V(Y[t],d=2,D=2)57.3445365418895Range30.4Trim Var.37.5195862068966
V(Y[t],d=3,D=2)179.317045454545Range54.2Trim Var.119.891059113301


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')