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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 07:54:07 -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/t1229612119w6ybxiz6atrvsyr.htm/, Retrieved Sat, 11 May 2024 16:55:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34818, Retrieved Sat, 11 May 2024 16:55:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsk_vanderheggen
Estimated Impact209

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  [Variance Reduction Matrix] [Non Stationary Ti...] [2008-12-02 14:04:39] [42e82fcd8ee0f4c6e81d502bb09e62b7]
- RM D    [Standard Deviation-Mean Plot] [Non Stationary Ti...] [2008-12-06 10:48:07] [42e82fcd8ee0f4c6e81d502bb09e62b7]
- RM        [Variance Reduction Matrix] [Non stationary Ti...] [2008-12-06 10:57:58] [42e82fcd8ee0f4c6e81d502bb09e62b7]
-               [Variance Reduction Matrix] [Paper VRM] [2008-12-18 14:54:07] [547f3960ab1cda94661cd6e0871d2c7b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34818&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34818&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34818&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)7.25501672240803Range12Trim Var.3.82638414217362
V(Y[t],d=1,D=0)2.76068376068376Range8Trim Var.1.33942161339422
V(Y[t],d=2,D=0)7.3932584269663Range16Trim Var.3.15715372907154
V(Y[t],d=3,D=0)23.7226762002043Range27Trim Var.12.7737525632262
V(Y[t],d=0,D=1)4.71835443037975Range12Trim Var.2.5592132505176
V(Y[t],d=1,D=1)5.15384615384615Range10Trim Var.3.26961770623742
V(Y[t],d=2,D=1)15.0244755244755Range19Trim Var.8.5838454784899
V(Y[t],d=3,D=1)50.4446343130554Range33Trim Var.33.306905370844
V(Y[t],d=0,D=2)14.6608867427568Range19Trim Var.8.12008469449486
V(Y[t],d=1,D=2)18.0271370420624Range20Trim Var.7.94025157232704
V(Y[t],d=2,D=2)53.7501165501166Range36Trim Var.31.5401002506266
V(Y[t],d=3,D=2)182.309134615385Range60Trim Var.104.616883116883

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7.25501672240803 & Range & 12 & Trim Var. & 3.82638414217362 \tabularnewline
V(Y[t],d=1,D=0) & 2.76068376068376 & Range & 8 & Trim Var. & 1.33942161339422 \tabularnewline
V(Y[t],d=2,D=0) & 7.3932584269663 & Range & 16 & Trim Var. & 3.15715372907154 \tabularnewline
V(Y[t],d=3,D=0) & 23.7226762002043 & Range & 27 & Trim Var. & 12.7737525632262 \tabularnewline
V(Y[t],d=0,D=1) & 4.71835443037975 & Range & 12 & Trim Var. & 2.5592132505176 \tabularnewline
V(Y[t],d=1,D=1) & 5.15384615384615 & Range & 10 & Trim Var. & 3.26961770623742 \tabularnewline
V(Y[t],d=2,D=1) & 15.0244755244755 & Range & 19 & Trim Var. & 8.5838454784899 \tabularnewline
V(Y[t],d=3,D=1) & 50.4446343130554 & Range & 33 & Trim Var. & 33.306905370844 \tabularnewline
V(Y[t],d=0,D=2) & 14.6608867427568 & Range & 19 & Trim Var. & 8.12008469449486 \tabularnewline
V(Y[t],d=1,D=2) & 18.0271370420624 & Range & 20 & Trim Var. & 7.94025157232704 \tabularnewline
V(Y[t],d=2,D=2) & 53.7501165501166 & Range & 36 & Trim Var. & 31.5401002506266 \tabularnewline
V(Y[t],d=3,D=2) & 182.309134615385 & Range & 60 & Trim Var. & 104.616883116883 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34818&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7.25501672240803[/C][C]Range[/C][C]12[/C][C]Trim Var.[/C][C]3.82638414217362[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.76068376068376[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]1.33942161339422[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7.3932584269663[/C][C]Range[/C][C]16[/C][C]Trim Var.[/C][C]3.15715372907154[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]23.7226762002043[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]12.7737525632262[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4.71835443037975[/C][C]Range[/C][C]12[/C][C]Trim Var.[/C][C]2.5592132505176[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.15384615384615[/C][C]Range[/C][C]10[/C][C]Trim Var.[/C][C]3.26961770623742[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]15.0244755244755[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]8.5838454784899[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]50.4446343130554[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]33.306905370844[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]14.6608867427568[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]8.12008469449486[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]18.0271370420624[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]7.94025157232704[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]53.7501165501166[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]31.5401002506266[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]182.309134615385[/C][C]Range[/C][C]60[/C][C]Trim Var.[/C][C]104.616883116883[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34818&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34818&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)7.25501672240803Range12Trim Var.3.82638414217362
V(Y[t],d=1,D=0)2.76068376068376Range8Trim Var.1.33942161339422
V(Y[t],d=2,D=0)7.3932584269663Range16Trim Var.3.15715372907154
V(Y[t],d=3,D=0)23.7226762002043Range27Trim Var.12.7737525632262
V(Y[t],d=0,D=1)4.71835443037975Range12Trim Var.2.5592132505176
V(Y[t],d=1,D=1)5.15384615384615Range10Trim Var.3.26961770623742
V(Y[t],d=2,D=1)15.0244755244755Range19Trim Var.8.5838454784899
V(Y[t],d=3,D=1)50.4446343130554Range33Trim Var.33.306905370844
V(Y[t],d=0,D=2)14.6608867427568Range19Trim Var.8.12008469449486
V(Y[t],d=1,D=2)18.0271370420624Range20Trim Var.7.94025157232704
V(Y[t],d=2,D=2)53.7501165501166Range36Trim Var.31.5401002506266
V(Y[t],d=3,D=2)182.309134615385Range60Trim Var.104.616883116883


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')