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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 computationMon, 15 Dec 2008 07:04:06 -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/15/t1229349917m8myfod02x2o40a.htm/, Retrieved Wed, 15 May 2024 03:59:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33687, Retrieved Wed, 15 May 2024 03:59:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact211

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 uitvoer] [2008-12-15 14:04:06] [56fd94b954e08a6655cb7790b21ee404] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
6392,3
8686,4
9244,7
8182,7
7451,4
7988,8
8243,5
8843
9092,7
8246,7
9311,7
8341,2
7116,7
9635,7
9815,4
8611,3
8297,8
8715,1
8919,9
10085,8
9511,7
8991,3
10311,2
8895,4
7449,8
10084
9859,4
9100,1
8920,8
8502,7
8599,6
10394,4
9290,4
8742,2
10217,3
8639
8139,6
10779,1
10427,7
10349,1
10036,4
9492,1
10638,8
12054,5
10324,7
11817,3
11008,9
9996,6
9419,5
11958,8
12594,6
11890,6
10871,7
11835,7
11542,2
13093,7
11180,2
12035,7
12112
10875,2
9897,3
11672,1
12385,7
11405,6
9830,9
11025,1
10853,8
12252,6
11839,4
11669,1
11601,4
11178,4
9516,4
12102,8
12989
11610,2
10205,5
11356,2
11307,1
12648,6
11947,2
11714,1
12192,5
11268,8
9097,4
12639,8
13040,1
11687,3
11191,7
11391,9
11793,1
13933,2
12778,1
11810,3
13698,4
11956,6
10723,8
13938,9
13979,8
13807,4
12973,9
12509,8
12934,1
14908,3
13772,1
13012,6
14049,9
11816,5
11593,2
14466,2
13615,9
14733,9
13880,7
13527,5
13584
16170,2
13260,6
14741,9
15486,5
13154,5
12621,2

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=33687&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=33687&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33687&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)3990315.01422865Range9777.9Trim Var.2652740.16954153
V(Y[t],d=1,D=0)1719071.92036345Range6452Trim Var.1147821.71052960
V(Y[t],d=2,D=0)4390209.5364948Range11209.6Trim Var.2891363.02304355
V(Y[t],d=3,D=0)12959397.5503730Range18742.6Trim Var.8476438.39837287
V(Y[t],d=0,D=1)523289.750346585Range4115.9Trim Var.295035.32042311
V(Y[t],d=1,D=1)514899.896323987Range4524.3Trim Var.258201.9039375
V(Y[t],d=2,D=1)1590960.29348968Range8338.5Trim Var.767988.820889138
V(Y[t],d=3,D=1)5321656.91647529Range14164.70Trim Var.2586237.48397735
V(Y[t],d=0,D=2)1289623.81114905Range6478.4Trim Var.753423.902087677
V(Y[t],d=1,D=2)1031249.19909539Range5846.09999999999Trim Var.545240.537095759
V(Y[t],d=2,D=2)3060930.23590817Range10353.4000000000Trim Var.1652395.16835574
V(Y[t],d=3,D=2)10182397.963625Range18770.9000000000Trim Var.5411635.33312679

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3990315.01422865 & Range & 9777.9 & Trim Var. & 2652740.16954153 \tabularnewline
V(Y[t],d=1,D=0) & 1719071.92036345 & Range & 6452 & Trim Var. & 1147821.71052960 \tabularnewline
V(Y[t],d=2,D=0) & 4390209.5364948 & Range & 11209.6 & Trim Var. & 2891363.02304355 \tabularnewline
V(Y[t],d=3,D=0) & 12959397.5503730 & Range & 18742.6 & Trim Var. & 8476438.39837287 \tabularnewline
V(Y[t],d=0,D=1) & 523289.750346585 & Range & 4115.9 & Trim Var. & 295035.32042311 \tabularnewline
V(Y[t],d=1,D=1) & 514899.896323987 & Range & 4524.3 & Trim Var. & 258201.9039375 \tabularnewline
V(Y[t],d=2,D=1) & 1590960.29348968 & Range & 8338.5 & Trim Var. & 767988.820889138 \tabularnewline
V(Y[t],d=3,D=1) & 5321656.91647529 & Range & 14164.70 & Trim Var. & 2586237.48397735 \tabularnewline
V(Y[t],d=0,D=2) & 1289623.81114905 & Range & 6478.4 & Trim Var. & 753423.902087677 \tabularnewline
V(Y[t],d=1,D=2) & 1031249.19909539 & Range & 5846.09999999999 & Trim Var. & 545240.537095759 \tabularnewline
V(Y[t],d=2,D=2) & 3060930.23590817 & Range & 10353.4000000000 & Trim Var. & 1652395.16835574 \tabularnewline
V(Y[t],d=3,D=2) & 10182397.963625 & Range & 18770.9000000000 & Trim Var. & 5411635.33312679 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33687&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3990315.01422865[/C][C]Range[/C][C]9777.9[/C][C]Trim Var.[/C][C]2652740.16954153[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1719071.92036345[/C][C]Range[/C][C]6452[/C][C]Trim Var.[/C][C]1147821.71052960[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]4390209.5364948[/C][C]Range[/C][C]11209.6[/C][C]Trim Var.[/C][C]2891363.02304355[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]12959397.5503730[/C][C]Range[/C][C]18742.6[/C][C]Trim Var.[/C][C]8476438.39837287[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]523289.750346585[/C][C]Range[/C][C]4115.9[/C][C]Trim Var.[/C][C]295035.32042311[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]514899.896323987[/C][C]Range[/C][C]4524.3[/C][C]Trim Var.[/C][C]258201.9039375[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1590960.29348968[/C][C]Range[/C][C]8338.5[/C][C]Trim Var.[/C][C]767988.820889138[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5321656.91647529[/C][C]Range[/C][C]14164.70[/C][C]Trim Var.[/C][C]2586237.48397735[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1289623.81114905[/C][C]Range[/C][C]6478.4[/C][C]Trim Var.[/C][C]753423.902087677[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1031249.19909539[/C][C]Range[/C][C]5846.09999999999[/C][C]Trim Var.[/C][C]545240.537095759[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3060930.23590817[/C][C]Range[/C][C]10353.4000000000[/C][C]Trim Var.[/C][C]1652395.16835574[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10182397.963625[/C][C]Range[/C][C]18770.9000000000[/C][C]Trim Var.[/C][C]5411635.33312679[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33687&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33687&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)3990315.01422865Range9777.9Trim Var.2652740.16954153
V(Y[t],d=1,D=0)1719071.92036345Range6452Trim Var.1147821.71052960
V(Y[t],d=2,D=0)4390209.5364948Range11209.6Trim Var.2891363.02304355
V(Y[t],d=3,D=0)12959397.5503730Range18742.6Trim Var.8476438.39837287
V(Y[t],d=0,D=1)523289.750346585Range4115.9Trim Var.295035.32042311
V(Y[t],d=1,D=1)514899.896323987Range4524.3Trim Var.258201.9039375
V(Y[t],d=2,D=1)1590960.29348968Range8338.5Trim Var.767988.820889138
V(Y[t],d=3,D=1)5321656.91647529Range14164.70Trim Var.2586237.48397735
V(Y[t],d=0,D=2)1289623.81114905Range6478.4Trim Var.753423.902087677
V(Y[t],d=1,D=2)1031249.19909539Range5846.09999999999Trim Var.545240.537095759
V(Y[t],d=2,D=2)3060930.23590817Range10353.4000000000Trim Var.1652395.16835574
V(Y[t],d=3,D=2)10182397.963625Range18770.9000000000Trim Var.5411635.33312679


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')