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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 09:22:45 -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/t1229444610fnxwsphhki2whri.htm/, Retrieved Wed, 15 May 2024 08:23:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34010, Retrieved Wed, 15 May 2024 08:23:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact192

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] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D        [Variance Reduction Matrix] [variance reductio...] [2008-12-16 16:22:45] [e8f764b122b426f433a1e1038b457077] [Current]
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Dataset

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

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=34010&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=34010&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34010&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)0.524395480225989Range3.1Trim Var.0.344461914744934
V(Y[t],d=1,D=0)0.103308007013442Range2.1Trim Var.0.0369254901960784
V(Y[t],d=2,D=0)0.126766485178464Range1.8Trim Var.0.0680367346938776
V(Y[t],d=3,D=0)0.251810776942356Range2.8Trim Var.0.109749019607843
V(Y[t],d=0,D=1)0.353599290780142Range2.5Trim Var.0.211544715447154
V(Y[t],d=1,D=1)0.0758371877890843Range1.2Trim Var.0.0353441295546559
V(Y[t],d=2,D=1)0.083033816425121Range1.2Trim Var.0.0489203778677464
V(Y[t],d=3,D=1)0.171090909090909Range1.5Trim Var.0.108704453441296
V(Y[t],d=0,D=2)0.235714285714286Range2.2Trim Var.0.129264112903226
V(Y[t],d=1,D=2)0.124319327731092Range1.50000000000000Trim Var.0.0681290322580644
V(Y[t],d=2,D=2)0.167566844919786Range1.70000000000000Trim Var.0.101620689655172
V(Y[t],d=3,D=2)0.405018939393939Range2.59999999999999Trim Var.0.238103448275862

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.524395480225989 & Range & 3.1 & Trim Var. & 0.344461914744934 \tabularnewline
V(Y[t],d=1,D=0) & 0.103308007013442 & Range & 2.1 & Trim Var. & 0.0369254901960784 \tabularnewline
V(Y[t],d=2,D=0) & 0.126766485178464 & Range & 1.8 & Trim Var. & 0.0680367346938776 \tabularnewline
V(Y[t],d=3,D=0) & 0.251810776942356 & Range & 2.8 & Trim Var. & 0.109749019607843 \tabularnewline
V(Y[t],d=0,D=1) & 0.353599290780142 & Range & 2.5 & Trim Var. & 0.211544715447154 \tabularnewline
V(Y[t],d=1,D=1) & 0.0758371877890843 & Range & 1.2 & Trim Var. & 0.0353441295546559 \tabularnewline
V(Y[t],d=2,D=1) & 0.083033816425121 & Range & 1.2 & Trim Var. & 0.0489203778677464 \tabularnewline
V(Y[t],d=3,D=1) & 0.171090909090909 & Range & 1.5 & Trim Var. & 0.108704453441296 \tabularnewline
V(Y[t],d=0,D=2) & 0.235714285714286 & Range & 2.2 & Trim Var. & 0.129264112903226 \tabularnewline
V(Y[t],d=1,D=2) & 0.124319327731092 & Range & 1.50000000000000 & Trim Var. & 0.0681290322580644 \tabularnewline
V(Y[t],d=2,D=2) & 0.167566844919786 & Range & 1.70000000000000 & Trim Var. & 0.101620689655172 \tabularnewline
V(Y[t],d=3,D=2) & 0.405018939393939 & Range & 2.59999999999999 & Trim Var. & 0.238103448275862 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34010&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.524395480225989[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.344461914744934[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.103308007013442[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0369254901960784[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.126766485178464[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0680367346938776[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.251810776942356[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.109749019607843[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.353599290780142[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.211544715447154[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0758371877890843[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0353441295546559[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.083033816425121[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0489203778677464[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.171090909090909[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.108704453441296[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.235714285714286[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.129264112903226[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.124319327731092[/C][C]Range[/C][C]1.50000000000000[/C][C]Trim Var.[/C][C]0.0681290322580644[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.167566844919786[/C][C]Range[/C][C]1.70000000000000[/C][C]Trim Var.[/C][C]0.101620689655172[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.405018939393939[/C][C]Range[/C][C]2.59999999999999[/C][C]Trim Var.[/C][C]0.238103448275862[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34010&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34010&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)0.524395480225989Range3.1Trim Var.0.344461914744934
V(Y[t],d=1,D=0)0.103308007013442Range2.1Trim Var.0.0369254901960784
V(Y[t],d=2,D=0)0.126766485178464Range1.8Trim Var.0.0680367346938776
V(Y[t],d=3,D=0)0.251810776942356Range2.8Trim Var.0.109749019607843
V(Y[t],d=0,D=1)0.353599290780142Range2.5Trim Var.0.211544715447154
V(Y[t],d=1,D=1)0.0758371877890843Range1.2Trim Var.0.0353441295546559
V(Y[t],d=2,D=1)0.083033816425121Range1.2Trim Var.0.0489203778677464
V(Y[t],d=3,D=1)0.171090909090909Range1.5Trim Var.0.108704453441296
V(Y[t],d=0,D=2)0.235714285714286Range2.2Trim Var.0.129264112903226
V(Y[t],d=1,D=2)0.124319327731092Range1.50000000000000Trim Var.0.0681290322580644
V(Y[t],d=2,D=2)0.167566844919786Range1.70000000000000Trim Var.0.101620689655172
V(Y[t],d=3,D=2)0.405018939393939Range2.59999999999999Trim Var.0.238103448275862


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')