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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 05:00:20 -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/t1229601678r0csrw6cs9k5nu3.htm/, Retrieved Sat, 11 May 2024 20:35:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34690, Retrieved Sat, 11 May 2024 20:35:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact159

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 - Variance ...] [2008-12-18 12:00:20] [c33ddd06d9ea3933c8ac89c0e74c9b3a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
357
363
364
363
358
357
357
380
378
376
380
379
384
392
394
392
396
392
396
419
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418
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418
426
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430
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423
427
441
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452
462
455
461
461
463
462
456
455
456
472
472
471
465
459
465
468
467
463
460
462
461
476
476
471
453
443
442
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438
427
424
416
406
431
434
418
412
404
409
412
406
398
397
385
390
413
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401
397
397

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 4 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34690&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34690&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34690&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 time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)1181.71930579461Range119Trim Var.824.071987480438
V(Y[t],d=1,D=0)66.2039377020276Range43Trim Var.27.6525875190259
V(Y[t],d=2,D=0)114.340258958145Range60Trim Var.57.6494522691706
V(Y[t],d=3,D=0)298.475Range94Trim Var.122.280745341615
V(Y[t],d=0,D=1)904.4593114241Range100Trim Var.718.886840757808
V(Y[t],d=1,D=1)33.3388329979879Range31Trim Var.16.5034373347435
V(Y[t],d=2,D=1)67.0070393374741Range40Trim Var.35.2475409836066
V(Y[t],d=3,D=1)209.033674339301Range73Trim Var.118.423497267760
V(Y[t],d=0,D=2)545.887005649717Range99Trim Var.371.813067784766
V(Y[t],d=1,D=2)88.9725306838106Range52Trim Var.45.1240928882438
V(Y[t],d=2,D=2)182.331518451301Range67Trim Var.107.374057315234
V(Y[t],d=3,D=2)566.233082706767Range103Trim Var.355.974901960784

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1181.71930579461 & Range & 119 & Trim Var. & 824.071987480438 \tabularnewline
V(Y[t],d=1,D=0) & 66.2039377020276 & Range & 43 & Trim Var. & 27.6525875190259 \tabularnewline
V(Y[t],d=2,D=0) & 114.340258958145 & Range & 60 & Trim Var. & 57.6494522691706 \tabularnewline
V(Y[t],d=3,D=0) & 298.475 & Range & 94 & Trim Var. & 122.280745341615 \tabularnewline
V(Y[t],d=0,D=1) & 904.4593114241 & Range & 100 & Trim Var. & 718.886840757808 \tabularnewline
V(Y[t],d=1,D=1) & 33.3388329979879 & Range & 31 & Trim Var. & 16.5034373347435 \tabularnewline
V(Y[t],d=2,D=1) & 67.0070393374741 & Range & 40 & Trim Var. & 35.2475409836066 \tabularnewline
V(Y[t],d=3,D=1) & 209.033674339301 & Range & 73 & Trim Var. & 118.423497267760 \tabularnewline
V(Y[t],d=0,D=2) & 545.887005649717 & Range & 99 & Trim Var. & 371.813067784766 \tabularnewline
V(Y[t],d=1,D=2) & 88.9725306838106 & Range & 52 & Trim Var. & 45.1240928882438 \tabularnewline
V(Y[t],d=2,D=2) & 182.331518451301 & Range & 67 & Trim Var. & 107.374057315234 \tabularnewline
V(Y[t],d=3,D=2) & 566.233082706767 & Range & 103 & Trim Var. & 355.974901960784 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34690&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1181.71930579461[/C][C]Range[/C][C]119[/C][C]Trim Var.[/C][C]824.071987480438[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]66.2039377020276[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]27.6525875190259[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]114.340258958145[/C][C]Range[/C][C]60[/C][C]Trim Var.[/C][C]57.6494522691706[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]298.475[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]122.280745341615[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]904.4593114241[/C][C]Range[/C][C]100[/C][C]Trim Var.[/C][C]718.886840757808[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]33.3388329979879[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]16.5034373347435[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]67.0070393374741[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]35.2475409836066[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]209.033674339301[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]118.423497267760[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]545.887005649717[/C][C]Range[/C][C]99[/C][C]Trim Var.[/C][C]371.813067784766[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]88.9725306838106[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]45.1240928882438[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]182.331518451301[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]107.374057315234[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]566.233082706767[/C][C]Range[/C][C]103[/C][C]Trim Var.[/C][C]355.974901960784[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34690&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34690&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)1181.71930579461Range119Trim Var.824.071987480438
V(Y[t],d=1,D=0)66.2039377020276Range43Trim Var.27.6525875190259
V(Y[t],d=2,D=0)114.340258958145Range60Trim Var.57.6494522691706
V(Y[t],d=3,D=0)298.475Range94Trim Var.122.280745341615
V(Y[t],d=0,D=1)904.4593114241Range100Trim Var.718.886840757808
V(Y[t],d=1,D=1)33.3388329979879Range31Trim Var.16.5034373347435
V(Y[t],d=2,D=1)67.0070393374741Range40Trim Var.35.2475409836066
V(Y[t],d=3,D=1)209.033674339301Range73Trim Var.118.423497267760
V(Y[t],d=0,D=2)545.887005649717Range99Trim Var.371.813067784766
V(Y[t],d=1,D=2)88.9725306838106Range52Trim Var.45.1240928882438
V(Y[t],d=2,D=2)182.331518451301Range67Trim Var.107.374057315234
V(Y[t],d=3,D=2)566.233082706767Range103Trim Var.355.974901960784


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')