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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 07:56:11 -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/t1229612205gnexto2176oof6w.htm/, Retrieved Sun, 12 May 2024 01:53:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34819, Retrieved Sun, 12 May 2024 01:53:33 +0000
QR Codes:

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

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]
-    D      [Standard Deviation-Mean Plot] [Non stationary Ti...] [2008-12-06 10:53:29] [42e82fcd8ee0f4c6e81d502bb09e62b7]
- RM          [Variance Reduction Matrix] [Non stationary Ti...] [2008-12-06 11:01:14] [42e82fcd8ee0f4c6e81d502bb09e62b7]
-                 [Variance Reduction Matrix] [Paper VRM] [2008-12-18 14:56:11] [547f3960ab1cda94661cd6e0871d2c7b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
27
25
20
19
19
17
12
13
13
11
4
8
1
5
4
3
4
2
8
-2
1
0
1
7
1
0
-3
0
3
1
3
2
6
2
3
9
12
8
7
9
11
13
9
9
13
14
16
20
19
18
18
19
16
10
11
17
3
14
15
17
20
19
21
17
15
18
19
16
21
26
23
24
23
19
25
21
19
20
20
17
25
19
13
15
15
13
11
9
2
-2
-4
-2

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34819&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34819&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34819&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)65.7544194935499Range31Trim Var.49.2377295995182
V(Y[t],d=1,D=0)15.9528693528694Range25Trim Var.7.98993833171048
V(Y[t],d=2,D=0)42.4923845193508Range45Trim Var.19.0829113924051
V(Y[t],d=3,D=0)139.050561797753Range80Trim Var.61.6150600454398
V(Y[t],d=0,D=1)95.6651898734177Range44Trim Var.64.7311871227364
V(Y[t],d=1,D=1)29.1587147030185Range37Trim Var.11.7830349531117
V(Y[t],d=2,D=1)77.4154179154179Range53Trim Var.29.0575447570332
V(Y[t],d=3,D=1)246.973000683527Range105Trim Var.97.4748508098892
V(Y[t],d=0,D=2)159.440737489025Range53Trim Var.107.623611922852
V(Y[t],d=1,D=2)77.9154228855721Range55Trim Var.29.1957047791894
V(Y[t],d=2,D=2)207.971095571096Range105Trim Var.64.1115288220551
V(Y[t],d=3,D=2)648.484134615385Range171Trim Var.216.038220551378

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 65.7544194935499 & Range & 31 & Trim Var. & 49.2377295995182 \tabularnewline
V(Y[t],d=1,D=0) & 15.9528693528694 & Range & 25 & Trim Var. & 7.98993833171048 \tabularnewline
V(Y[t],d=2,D=0) & 42.4923845193508 & Range & 45 & Trim Var. & 19.0829113924051 \tabularnewline
V(Y[t],d=3,D=0) & 139.050561797753 & Range & 80 & Trim Var. & 61.6150600454398 \tabularnewline
V(Y[t],d=0,D=1) & 95.6651898734177 & Range & 44 & Trim Var. & 64.7311871227364 \tabularnewline
V(Y[t],d=1,D=1) & 29.1587147030185 & Range & 37 & Trim Var. & 11.7830349531117 \tabularnewline
V(Y[t],d=2,D=1) & 77.4154179154179 & Range & 53 & Trim Var. & 29.0575447570332 \tabularnewline
V(Y[t],d=3,D=1) & 246.973000683527 & Range & 105 & Trim Var. & 97.4748508098892 \tabularnewline
V(Y[t],d=0,D=2) & 159.440737489025 & Range & 53 & Trim Var. & 107.623611922852 \tabularnewline
V(Y[t],d=1,D=2) & 77.9154228855721 & Range & 55 & Trim Var. & 29.1957047791894 \tabularnewline
V(Y[t],d=2,D=2) & 207.971095571096 & Range & 105 & Trim Var. & 64.1115288220551 \tabularnewline
V(Y[t],d=3,D=2) & 648.484134615385 & Range & 171 & Trim Var. & 216.038220551378 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34819&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]65.7544194935499[/C][C]Range[/C][C]31[/C][C]Trim Var.[/C][C]49.2377295995182[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]15.9528693528694[/C][C]Range[/C][C]25[/C][C]Trim Var.[/C][C]7.98993833171048[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]42.4923845193508[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]19.0829113924051[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]139.050561797753[/C][C]Range[/C][C]80[/C][C]Trim Var.[/C][C]61.6150600454398[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]95.6651898734177[/C][C]Range[/C][C]44[/C][C]Trim Var.[/C][C]64.7311871227364[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]29.1587147030185[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]11.7830349531117[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]77.4154179154179[/C][C]Range[/C][C]53[/C][C]Trim Var.[/C][C]29.0575447570332[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]246.973000683527[/C][C]Range[/C][C]105[/C][C]Trim Var.[/C][C]97.4748508098892[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]159.440737489025[/C][C]Range[/C][C]53[/C][C]Trim Var.[/C][C]107.623611922852[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]77.9154228855721[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]29.1957047791894[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]207.971095571096[/C][C]Range[/C][C]105[/C][C]Trim Var.[/C][C]64.1115288220551[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]648.484134615385[/C][C]Range[/C][C]171[/C][C]Trim Var.[/C][C]216.038220551378[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34819&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34819&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)65.7544194935499Range31Trim Var.49.2377295995182
V(Y[t],d=1,D=0)15.9528693528694Range25Trim Var.7.98993833171048
V(Y[t],d=2,D=0)42.4923845193508Range45Trim Var.19.0829113924051
V(Y[t],d=3,D=0)139.050561797753Range80Trim Var.61.6150600454398
V(Y[t],d=0,D=1)95.6651898734177Range44Trim Var.64.7311871227364
V(Y[t],d=1,D=1)29.1587147030185Range37Trim Var.11.7830349531117
V(Y[t],d=2,D=1)77.4154179154179Range53Trim Var.29.0575447570332
V(Y[t],d=3,D=1)246.973000683527Range105Trim Var.97.4748508098892
V(Y[t],d=0,D=2)159.440737489025Range53Trim Var.107.623611922852
V(Y[t],d=1,D=2)77.9154228855721Range55Trim Var.29.1957047791894
V(Y[t],d=2,D=2)207.971095571096Range105Trim Var.64.1115288220551
V(Y[t],d=3,D=2)648.484134615385Range171Trim Var.216.038220551378


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')