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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 computationSun, 14 Dec 2008 08:56:49 -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/t12292702726mbjtk4qyyab312.htm/, Retrieved Wed, 15 May 2024 14:33:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33449, Retrieved Wed, 15 May 2024 14:33:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact152

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] [paper variance re...] [2008-12-14 15:56:49] [4940af498c7c54f3992f17142bd40069] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
111078
150739
159129
157928
147768
137507
136919
136151
133001
125554
119647
114158
116193
152803
161761
160942
149470
139208
134588
130322
126611
122401
117352
112135
112879
148729
157230
157221
146681
136524
132111
125326
122716
116615
113719
110737
112093
143565
149946
149147
134339
122683
115614
116566
111272
104609
101802
94542
93051
124129
130374
123946
114971
105531
104919
104782
101281
94545
93248
84031
87486

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=33449&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=33449&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33449&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)411754920.247541Range77730Trim Var.282575187.099419
V(Y[t],d=1,D=0)142506655.857627Range54469Trim Var.67073022.6348707
V(Y[t],d=2,D=0)172266723.021040Range66377Trim Var.76600569.5130624
V(Y[t],d=3,D=0)375208842.936782Range91600Trim Var.150186914.284691
V(Y[t],d=0,D=1)47672461.9158163Range30316Trim Var.31185495.3997785
V(Y[t],d=1,D=1)7818135.4893617Range13366Trim Var.3870145.12195122
V(Y[t],d=2,D=1)16102135.5642923Range21883Trim Var.6478138.39512195
V(Y[t],d=3,D=1)50004229.3545894Range37769Trim Var.22313667.0153846
V(Y[t],d=0,D=2)47501665.2432432Range31733Trim Var.29138149.7973485
V(Y[t],d=1,D=2)19997290.4285714Range19082Trim Var.12154488.4516129
V(Y[t],d=2,D=2)46450025.8117647Range32879Trim Var.21942715.3655914
V(Y[t],d=3,D=2)154325665.105169Range58402Trim Var.81439030.091954

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 411754920.247541 & Range & 77730 & Trim Var. & 282575187.099419 \tabularnewline
V(Y[t],d=1,D=0) & 142506655.857627 & Range & 54469 & Trim Var. & 67073022.6348707 \tabularnewline
V(Y[t],d=2,D=0) & 172266723.021040 & Range & 66377 & Trim Var. & 76600569.5130624 \tabularnewline
V(Y[t],d=3,D=0) & 375208842.936782 & Range & 91600 & Trim Var. & 150186914.284691 \tabularnewline
V(Y[t],d=0,D=1) & 47672461.9158163 & Range & 30316 & Trim Var. & 31185495.3997785 \tabularnewline
V(Y[t],d=1,D=1) & 7818135.4893617 & Range & 13366 & Trim Var. & 3870145.12195122 \tabularnewline
V(Y[t],d=2,D=1) & 16102135.5642923 & Range & 21883 & Trim Var. & 6478138.39512195 \tabularnewline
V(Y[t],d=3,D=1) & 50004229.3545894 & Range & 37769 & Trim Var. & 22313667.0153846 \tabularnewline
V(Y[t],d=0,D=2) & 47501665.2432432 & Range & 31733 & Trim Var. & 29138149.7973485 \tabularnewline
V(Y[t],d=1,D=2) & 19997290.4285714 & Range & 19082 & Trim Var. & 12154488.4516129 \tabularnewline
V(Y[t],d=2,D=2) & 46450025.8117647 & Range & 32879 & Trim Var. & 21942715.3655914 \tabularnewline
V(Y[t],d=3,D=2) & 154325665.105169 & Range & 58402 & Trim Var. & 81439030.091954 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33449&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]411754920.247541[/C][C]Range[/C][C]77730[/C][C]Trim Var.[/C][C]282575187.099419[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]142506655.857627[/C][C]Range[/C][C]54469[/C][C]Trim Var.[/C][C]67073022.6348707[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]172266723.021040[/C][C]Range[/C][C]66377[/C][C]Trim Var.[/C][C]76600569.5130624[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]375208842.936782[/C][C]Range[/C][C]91600[/C][C]Trim Var.[/C][C]150186914.284691[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]47672461.9158163[/C][C]Range[/C][C]30316[/C][C]Trim Var.[/C][C]31185495.3997785[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]7818135.4893617[/C][C]Range[/C][C]13366[/C][C]Trim Var.[/C][C]3870145.12195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]16102135.5642923[/C][C]Range[/C][C]21883[/C][C]Trim Var.[/C][C]6478138.39512195[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]50004229.3545894[/C][C]Range[/C][C]37769[/C][C]Trim Var.[/C][C]22313667.0153846[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]47501665.2432432[/C][C]Range[/C][C]31733[/C][C]Trim Var.[/C][C]29138149.7973485[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]19997290.4285714[/C][C]Range[/C][C]19082[/C][C]Trim Var.[/C][C]12154488.4516129[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]46450025.8117647[/C][C]Range[/C][C]32879[/C][C]Trim Var.[/C][C]21942715.3655914[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]154325665.105169[/C][C]Range[/C][C]58402[/C][C]Trim Var.[/C][C]81439030.091954[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33449&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33449&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)411754920.247541Range77730Trim Var.282575187.099419
V(Y[t],d=1,D=0)142506655.857627Range54469Trim Var.67073022.6348707
V(Y[t],d=2,D=0)172266723.021040Range66377Trim Var.76600569.5130624
V(Y[t],d=3,D=0)375208842.936782Range91600Trim Var.150186914.284691
V(Y[t],d=0,D=1)47672461.9158163Range30316Trim Var.31185495.3997785
V(Y[t],d=1,D=1)7818135.4893617Range13366Trim Var.3870145.12195122
V(Y[t],d=2,D=1)16102135.5642923Range21883Trim Var.6478138.39512195
V(Y[t],d=3,D=1)50004229.3545894Range37769Trim Var.22313667.0153846
V(Y[t],d=0,D=2)47501665.2432432Range31733Trim Var.29138149.7973485
V(Y[t],d=1,D=2)19997290.4285714Range19082Trim Var.12154488.4516129
V(Y[t],d=2,D=2)46450025.8117647Range32879Trim Var.21942715.3655914
V(Y[t],d=3,D=2)154325665.105169Range58402Trim Var.81439030.091954


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')