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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 computationThu, 18 Dec 2008 03:15:45 -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/18/t1229595396mc79vj5q6a3vkfn.htm/, Retrieved Sun, 12 May 2024 06:30:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34627, Retrieved Sun, 12 May 2024 06:30:04 +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)
-       [Variance Reduction Matrix] [Variance Reductio...] [2008-12-18 10:15:45] [ee6d9573aeb8a2216fa3549ce57cd52f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0
9
1
4
6
21
24
23
22
21
20
16
18
18
24
16
15
24
18
15
4
3
6
5
12
12
12
14
12
17
12
20
21
15
22
19
19
26
25
19
20
30
31
35
33
26
25
17
14
8
12
7
4
10
8
16
14
20
9
10

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=34627&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=34627&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34627&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)64.7285310734463Range35Trim Var.43.2606568832984
V(Y[t],d=1,D=0)29.6949152542373Range26Trim Var.16.3187755102041
V(Y[t],d=2,D=0)70.0157289776165Range30Trim Var.52.5867269984917
V(Y[t],d=3,D=0)218.218671679198Range54Trim Var.163.894117647059
V(Y[t],d=0,D=1)167.605939716312Range46Trim Var.125.830487804878
V(Y[t],d=1,D=1)45.3848288621647Range27Trim Var.28
V(Y[t],d=2,D=1)103.532367149758Range48Trim Var.51.173717948718
V(Y[t],d=3,D=1)308.582828282828Range90Trim Var.147.673414304993
V(Y[t],d=0,D=2)478.503968253968Range77Trim Var.346.27311827957
V(Y[t],d=1,D=2)124.078991596639Range42Trim Var.83.1913978494624
V(Y[t],d=2,D=2)269.644385026738Range70Trim Var.171.406896551724
V(Y[t],d=3,D=2)797.051136363636Range130Trim Var.473.42118226601

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 64.7285310734463 & Range & 35 & Trim Var. & 43.2606568832984 \tabularnewline
V(Y[t],d=1,D=0) & 29.6949152542373 & Range & 26 & Trim Var. & 16.3187755102041 \tabularnewline
V(Y[t],d=2,D=0) & 70.0157289776165 & Range & 30 & Trim Var. & 52.5867269984917 \tabularnewline
V(Y[t],d=3,D=0) & 218.218671679198 & Range & 54 & Trim Var. & 163.894117647059 \tabularnewline
V(Y[t],d=0,D=1) & 167.605939716312 & Range & 46 & Trim Var. & 125.830487804878 \tabularnewline
V(Y[t],d=1,D=1) & 45.3848288621647 & Range & 27 & Trim Var. & 28 \tabularnewline
V(Y[t],d=2,D=1) & 103.532367149758 & Range & 48 & Trim Var. & 51.173717948718 \tabularnewline
V(Y[t],d=3,D=1) & 308.582828282828 & Range & 90 & Trim Var. & 147.673414304993 \tabularnewline
V(Y[t],d=0,D=2) & 478.503968253968 & Range & 77 & Trim Var. & 346.27311827957 \tabularnewline
V(Y[t],d=1,D=2) & 124.078991596639 & Range & 42 & Trim Var. & 83.1913978494624 \tabularnewline
V(Y[t],d=2,D=2) & 269.644385026738 & Range & 70 & Trim Var. & 171.406896551724 \tabularnewline
V(Y[t],d=3,D=2) & 797.051136363636 & Range & 130 & Trim Var. & 473.42118226601 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34627&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]64.7285310734463[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]43.2606568832984[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]29.6949152542373[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]16.3187755102041[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]70.0157289776165[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]52.5867269984917[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]218.218671679198[/C][C]Range[/C][C]54[/C][C]Trim Var.[/C][C]163.894117647059[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]167.605939716312[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]125.830487804878[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]45.3848288621647[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]28[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]103.532367149758[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]51.173717948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]308.582828282828[/C][C]Range[/C][C]90[/C][C]Trim Var.[/C][C]147.673414304993[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]478.503968253968[/C][C]Range[/C][C]77[/C][C]Trim Var.[/C][C]346.27311827957[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]124.078991596639[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]83.1913978494624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]269.644385026738[/C][C]Range[/C][C]70[/C][C]Trim Var.[/C][C]171.406896551724[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]797.051136363636[/C][C]Range[/C][C]130[/C][C]Trim Var.[/C][C]473.42118226601[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34627&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34627&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)64.7285310734463Range35Trim Var.43.2606568832984
V(Y[t],d=1,D=0)29.6949152542373Range26Trim Var.16.3187755102041
V(Y[t],d=2,D=0)70.0157289776165Range30Trim Var.52.5867269984917
V(Y[t],d=3,D=0)218.218671679198Range54Trim Var.163.894117647059
V(Y[t],d=0,D=1)167.605939716312Range46Trim Var.125.830487804878
V(Y[t],d=1,D=1)45.3848288621647Range27Trim Var.28
V(Y[t],d=2,D=1)103.532367149758Range48Trim Var.51.173717948718
V(Y[t],d=3,D=1)308.582828282828Range90Trim Var.147.673414304993
V(Y[t],d=0,D=2)478.503968253968Range77Trim Var.346.27311827957
V(Y[t],d=1,D=2)124.078991596639Range42Trim Var.83.1913978494624
V(Y[t],d=2,D=2)269.644385026738Range70Trim Var.171.406896551724
V(Y[t],d=3,D=2)797.051136363636Range130Trim Var.473.42118226601


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')