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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 computationTue, 16 Dec 2008 09:21:14 -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/16/t1229444514bm6ifubik11q5al.htm/, Retrieved Wed, 15 May 2024 12:23:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34009, Retrieved Wed, 15 May 2024 12:23:13 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact191

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 var red mat 1] [2007-12-01 10:13:36] [22f18fc6a98517db16300404be421f9a]
-    D  [Variance Reduction Matrix] [variance reductio...] [2008-12-16 16:18:42] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D      [Variance Reduction Matrix] [variance reductio...] [2008-12-16 16:21:14] [e8f764b122b426f433a1e1038b457077] [Current]
-    D        [Variance Reduction Matrix] [variance reductio...] [2008-12-16 16:22:45] [4ddbf81f78ea7c738951638c7e93f6ee]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9,4
9,5
9,1
9
9,3
9,9
9,8
9,4
8,3
8
8,5
10,4
11,1
10,9
9,9
9,2
9,2
9,5
9,6
9,5
9,1
8,9
9
10,1
10,3
10,2
9,6
9,2
9,3
9,4
9,4
9,2
9
9
9
9,8
10
9,9
9,3
9
9
9,1
9,1
9,1
9,2
8,8
8,3
8,4
8,1
7,8
7,9
7,9
8
7,9
7,5
7,2
6,9
6,6
6,7
7,3

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'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=34009&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=34009&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34009&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)0.93225988700565Range4.5Trim Var.0.558057302585604
V(Y[t],d=1,D=0)0.218883693746347Range3Trim Var.0.085166908563135
V(Y[t],d=2,D=0)0.251678765880218Range2.6Trim Var.0.140901960784314
V(Y[t],d=3,D=0)0.455043859649123Range4.1Trim Var.0.169065306122449
V(Y[t],d=0,D=1)0.78354609929078Range4Trim Var.0.433008130081301
V(Y[t],d=1,D=1)0.130721554116559Range1.5Trim Var.0.0793048780487804
V(Y[t],d=2,D=1)0.106801932367150Range1.60000000000000Trim Var.0.0587435897435898
V(Y[t],d=3,D=1)0.17770707070707Range2.00000000000000Trim Var.0.0849932523616732
V(Y[t],d=0,D=2)0.702730158730159Range3.00000000000000Trim Var.0.496118951612904
V(Y[t],d=1,D=2)0.258705882352941Range1.9Trim Var.0.180516129032258
V(Y[t],d=2,D=2)0.175793226381461Range1.89999999999999Trim Var.0.0937931034482762
V(Y[t],d=3,D=2)0.296950757575756Range2.79999999999999Trim Var.0.152610837438422

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.93225988700565 & Range & 4.5 & Trim Var. & 0.558057302585604 \tabularnewline
V(Y[t],d=1,D=0) & 0.218883693746347 & Range & 3 & Trim Var. & 0.085166908563135 \tabularnewline
V(Y[t],d=2,D=0) & 0.251678765880218 & Range & 2.6 & Trim Var. & 0.140901960784314 \tabularnewline
V(Y[t],d=3,D=0) & 0.455043859649123 & Range & 4.1 & Trim Var. & 0.169065306122449 \tabularnewline
V(Y[t],d=0,D=1) & 0.78354609929078 & Range & 4 & Trim Var. & 0.433008130081301 \tabularnewline
V(Y[t],d=1,D=1) & 0.130721554116559 & Range & 1.5 & Trim Var. & 0.0793048780487804 \tabularnewline
V(Y[t],d=2,D=1) & 0.106801932367150 & Range & 1.60000000000000 & Trim Var. & 0.0587435897435898 \tabularnewline
V(Y[t],d=3,D=1) & 0.17770707070707 & Range & 2.00000000000000 & Trim Var. & 0.0849932523616732 \tabularnewline
V(Y[t],d=0,D=2) & 0.702730158730159 & Range & 3.00000000000000 & Trim Var. & 0.496118951612904 \tabularnewline
V(Y[t],d=1,D=2) & 0.258705882352941 & Range & 1.9 & Trim Var. & 0.180516129032258 \tabularnewline
V(Y[t],d=2,D=2) & 0.175793226381461 & Range & 1.89999999999999 & Trim Var. & 0.0937931034482762 \tabularnewline
V(Y[t],d=3,D=2) & 0.296950757575756 & Range & 2.79999999999999 & Trim Var. & 0.152610837438422 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34009&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.93225988700565[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.558057302585604[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.218883693746347[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.085166908563135[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.251678765880218[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.140901960784314[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.455043859649123[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.169065306122449[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.78354609929078[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.433008130081301[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.130721554116559[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0793048780487804[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.106801932367150[/C][C]Range[/C][C]1.60000000000000[/C][C]Trim Var.[/C][C]0.0587435897435898[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.17770707070707[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.0849932523616732[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.702730158730159[/C][C]Range[/C][C]3.00000000000000[/C][C]Trim Var.[/C][C]0.496118951612904[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.258705882352941[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.180516129032258[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.175793226381461[/C][C]Range[/C][C]1.89999999999999[/C][C]Trim Var.[/C][C]0.0937931034482762[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.296950757575756[/C][C]Range[/C][C]2.79999999999999[/C][C]Trim Var.[/C][C]0.152610837438422[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34009&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34009&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)0.93225988700565Range4.5Trim Var.0.558057302585604
V(Y[t],d=1,D=0)0.218883693746347Range3Trim Var.0.085166908563135
V(Y[t],d=2,D=0)0.251678765880218Range2.6Trim Var.0.140901960784314
V(Y[t],d=3,D=0)0.455043859649123Range4.1Trim Var.0.169065306122449
V(Y[t],d=0,D=1)0.78354609929078Range4Trim Var.0.433008130081301
V(Y[t],d=1,D=1)0.130721554116559Range1.5Trim Var.0.0793048780487804
V(Y[t],d=2,D=1)0.106801932367150Range1.60000000000000Trim Var.0.0587435897435898
V(Y[t],d=3,D=1)0.17770707070707Range2.00000000000000Trim Var.0.0849932523616732
V(Y[t],d=0,D=2)0.702730158730159Range3.00000000000000Trim Var.0.496118951612904
V(Y[t],d=1,D=2)0.258705882352941Range1.9Trim Var.0.180516129032258
V(Y[t],d=2,D=2)0.175793226381461Range1.89999999999999Trim Var.0.0937931034482762
V(Y[t],d=3,D=2)0.296950757575756Range2.79999999999999Trim Var.0.152610837438422


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')