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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 15:55:40 -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/t122946816684o5ygao7kfvwnm.htm/, Retrieved Thu, 16 May 2024 00:00:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34237, Retrieved Thu, 16 May 2024 00:00:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact195

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Standard Deviation-Mean Plot] [vraag 5] [2008-11-29 13:37:39] [c45c87b96bbf32ffc2144fc37d767b2e]
- RM D    [Variance Reduction Matrix] [VRM] [2008-12-12 13:53:45] [c45c87b96bbf32ffc2144fc37d767b2e]
-    D        [Variance Reduction Matrix] [VRM] [2008-12-16 22:55:40] [3dc594a6c62226e1e98766c4d385bfaa] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
524
552
532
511
492
492
493
481
462
457
442
439
488
521
501
485
464
460
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34237&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]1 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=34237&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34237&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)2734.42255105573Range198Trim Var.2005.61710526316
V(Y[t],d=1,D=0)359.775700934579Range94Trim Var.155.831274307939
V(Y[t],d=2,D=0)526.815184186882Range121Trim Var.223.299016243423
V(Y[t],d=3,D=0)1227.17362637363Range179Trim Var.508.029686769518
V(Y[t],d=0,D=1)1223.14638157895Range133Trim Var.882.923529411765
V(Y[t],d=1,D=1)60.5599104143337Range41Trim Var.30.0232492997199
V(Y[t],d=2,D=1)116.873941889728Range60Trim Var.60.2433147223039
V(Y[t],d=3,D=1)336.423796166433Range102Trim Var.180.240082280341
V(Y[t],d=0,D=2)985.328169822146Range131Trim Var.669.28248796742
V(Y[t],d=1,D=2)148.435204231560Range63Trim Var.66.8146879756469
V(Y[t],d=2,D=2)268.522282445047Range79Trim Var.155.041851106640
V(Y[t],d=3,D=2)733.009567901235Range131Trim Var.398.293995859213

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2734.42255105573 & Range & 198 & Trim Var. & 2005.61710526316 \tabularnewline
V(Y[t],d=1,D=0) & 359.775700934579 & Range & 94 & Trim Var. & 155.831274307939 \tabularnewline
V(Y[t],d=2,D=0) & 526.815184186882 & Range & 121 & Trim Var. & 223.299016243423 \tabularnewline
V(Y[t],d=3,D=0) & 1227.17362637363 & Range & 179 & Trim Var. & 508.029686769518 \tabularnewline
V(Y[t],d=0,D=1) & 1223.14638157895 & Range & 133 & Trim Var. & 882.923529411765 \tabularnewline
V(Y[t],d=1,D=1) & 60.5599104143337 & Range & 41 & Trim Var. & 30.0232492997199 \tabularnewline
V(Y[t],d=2,D=1) & 116.873941889728 & Range & 60 & Trim Var. & 60.2433147223039 \tabularnewline
V(Y[t],d=3,D=1) & 336.423796166433 & Range & 102 & Trim Var. & 180.240082280341 \tabularnewline
V(Y[t],d=0,D=2) & 985.328169822146 & Range & 131 & Trim Var. & 669.28248796742 \tabularnewline
V(Y[t],d=1,D=2) & 148.435204231560 & Range & 63 & Trim Var. & 66.8146879756469 \tabularnewline
V(Y[t],d=2,D=2) & 268.522282445047 & Range & 79 & Trim Var. & 155.041851106640 \tabularnewline
V(Y[t],d=3,D=2) & 733.009567901235 & Range & 131 & Trim Var. & 398.293995859213 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34237&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2734.42255105573[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]2005.61710526316[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]359.775700934579[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]155.831274307939[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]526.815184186882[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]223.299016243423[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1227.17362637363[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]508.029686769518[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1223.14638157895[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]882.923529411765[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]60.5599104143337[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]30.0232492997199[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]116.873941889728[/C][C]Range[/C][C]60[/C][C]Trim Var.[/C][C]60.2433147223039[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]336.423796166433[/C][C]Range[/C][C]102[/C][C]Trim Var.[/C][C]180.240082280341[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]985.328169822146[/C][C]Range[/C][C]131[/C][C]Trim Var.[/C][C]669.28248796742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]148.435204231560[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]66.8146879756469[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]268.522282445047[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]155.041851106640[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]733.009567901235[/C][C]Range[/C][C]131[/C][C]Trim Var.[/C][C]398.293995859213[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34237&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34237&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)2734.42255105573Range198Trim Var.2005.61710526316
V(Y[t],d=1,D=0)359.775700934579Range94Trim Var.155.831274307939
V(Y[t],d=2,D=0)526.815184186882Range121Trim Var.223.299016243423
V(Y[t],d=3,D=0)1227.17362637363Range179Trim Var.508.029686769518
V(Y[t],d=0,D=1)1223.14638157895Range133Trim Var.882.923529411765
V(Y[t],d=1,D=1)60.5599104143337Range41Trim Var.30.0232492997199
V(Y[t],d=2,D=1)116.873941889728Range60Trim Var.60.2433147223039
V(Y[t],d=3,D=1)336.423796166433Range102Trim Var.180.240082280341
V(Y[t],d=0,D=2)985.328169822146Range131Trim Var.669.28248796742
V(Y[t],d=1,D=2)148.435204231560Range63Trim Var.66.8146879756469
V(Y[t],d=2,D=2)268.522282445047Range79Trim Var.155.041851106640
V(Y[t],d=3,D=2)733.009567901235Range131Trim Var.398.293995859213


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')