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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 11:18:02 -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/t1229624304zdd1oz69nrk61m3.htm/, Retrieved Sat, 11 May 2024 08:33:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34909, Retrieved Sat, 11 May 2024 08:33:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsVRM
Estimated Impact200

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Standard Deviation-Mean Plot] [q1] [2008-12-08 12:37:39] [3ffd109c9e040b1ae7e5dbe576d4698c]
F    D    [Standard Deviation-Mean Plot] [SMP] [2008-12-08 12:41:29] [3ffd109c9e040b1ae7e5dbe576d4698c]
- RM        [Variance Reduction Matrix] [VRM] [2008-12-08 13:10:17] [3ffd109c9e040b1ae7e5dbe576d4698c]
- R             [Variance Reduction Matrix] [VRM] [2008-12-18 18:18:02] [962e6c9020896982bc8283b8971710a9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
147768
137507
136919
136151
133001
125554
119647
114158
116193
152803
161761
160942
149470
139208
134588
130322
126611
122401
117352
112135
112879
148729
157230
157221
146681
136524
132111
125326
122716
116615
113719
110737
112093
143565
149946
149147
134339
122683
115614
116566
111272
104609
101802
94542
93051
124129
130374
123946
114971
105531
104919
104782
101281
94545
93248
84031
87486
115867
120327
117008
108811

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'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34909&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34909&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34909&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)365199310.160656Range77730Trim Var.232188221.637155
V(Y[t],d=1,D=0)127922021.155650Range51418Trim Var.61621926.0604472
V(Y[t],d=2,D=0)174850116.879018Range62758Trim Var.86596151.8476052
V(Y[t],d=3,D=0)413636828.283424Range91600Trim Var.197573984.248492
V(Y[t],d=0,D=1)37638611.8801020Range26903Trim Var.24023925.393134
V(Y[t],d=1,D=1)8037737.10460993Range13366Trim Var.4144469.69802555
V(Y[t],d=2,D=1)17672997.4236818Range21883Trim Var.7545895.07560976
V(Y[t],d=3,D=1)56641643.4647343Range37769Trim Var.28089107.6403846
V(Y[t],d=0,D=2)76640209.2447447Range36519Trim Var.50409629.4393939
V(Y[t],d=1,D=2)22941260.0658730Range19082Trim Var.15454425.6280242
V(Y[t],d=2,D=2)57615363.2554622Range32879Trim Var.34682905.1290323
V(Y[t],d=3,D=2)183183675.579323Range58402Trim Var.112747938.102299

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 365199310.160656 & Range & 77730 & Trim Var. & 232188221.637155 \tabularnewline
V(Y[t],d=1,D=0) & 127922021.155650 & Range & 51418 & Trim Var. & 61621926.0604472 \tabularnewline
V(Y[t],d=2,D=0) & 174850116.879018 & Range & 62758 & Trim Var. & 86596151.8476052 \tabularnewline
V(Y[t],d=3,D=0) & 413636828.283424 & Range & 91600 & Trim Var. & 197573984.248492 \tabularnewline
V(Y[t],d=0,D=1) & 37638611.8801020 & Range & 26903 & Trim Var. & 24023925.393134 \tabularnewline
V(Y[t],d=1,D=1) & 8037737.10460993 & Range & 13366 & Trim Var. & 4144469.69802555 \tabularnewline
V(Y[t],d=2,D=1) & 17672997.4236818 & Range & 21883 & Trim Var. & 7545895.07560976 \tabularnewline
V(Y[t],d=3,D=1) & 56641643.4647343 & Range & 37769 & Trim Var. & 28089107.6403846 \tabularnewline
V(Y[t],d=0,D=2) & 76640209.2447447 & Range & 36519 & Trim Var. & 50409629.4393939 \tabularnewline
V(Y[t],d=1,D=2) & 22941260.0658730 & Range & 19082 & Trim Var. & 15454425.6280242 \tabularnewline
V(Y[t],d=2,D=2) & 57615363.2554622 & Range & 32879 & Trim Var. & 34682905.1290323 \tabularnewline
V(Y[t],d=3,D=2) & 183183675.579323 & Range & 58402 & Trim Var. & 112747938.102299 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34909&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]365199310.160656[/C][C]Range[/C][C]77730[/C][C]Trim Var.[/C][C]232188221.637155[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]127922021.155650[/C][C]Range[/C][C]51418[/C][C]Trim Var.[/C][C]61621926.0604472[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]174850116.879018[/C][C]Range[/C][C]62758[/C][C]Trim Var.[/C][C]86596151.8476052[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]413636828.283424[/C][C]Range[/C][C]91600[/C][C]Trim Var.[/C][C]197573984.248492[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]37638611.8801020[/C][C]Range[/C][C]26903[/C][C]Trim Var.[/C][C]24023925.393134[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8037737.10460993[/C][C]Range[/C][C]13366[/C][C]Trim Var.[/C][C]4144469.69802555[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]17672997.4236818[/C][C]Range[/C][C]21883[/C][C]Trim Var.[/C][C]7545895.07560976[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]56641643.4647343[/C][C]Range[/C][C]37769[/C][C]Trim Var.[/C][C]28089107.6403846[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]76640209.2447447[/C][C]Range[/C][C]36519[/C][C]Trim Var.[/C][C]50409629.4393939[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]22941260.0658730[/C][C]Range[/C][C]19082[/C][C]Trim Var.[/C][C]15454425.6280242[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]57615363.2554622[/C][C]Range[/C][C]32879[/C][C]Trim Var.[/C][C]34682905.1290323[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]183183675.579323[/C][C]Range[/C][C]58402[/C][C]Trim Var.[/C][C]112747938.102299[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34909&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34909&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)365199310.160656Range77730Trim Var.232188221.637155
V(Y[t],d=1,D=0)127922021.155650Range51418Trim Var.61621926.0604472
V(Y[t],d=2,D=0)174850116.879018Range62758Trim Var.86596151.8476052
V(Y[t],d=3,D=0)413636828.283424Range91600Trim Var.197573984.248492
V(Y[t],d=0,D=1)37638611.8801020Range26903Trim Var.24023925.393134
V(Y[t],d=1,D=1)8037737.10460993Range13366Trim Var.4144469.69802555
V(Y[t],d=2,D=1)17672997.4236818Range21883Trim Var.7545895.07560976
V(Y[t],d=3,D=1)56641643.4647343Range37769Trim Var.28089107.6403846
V(Y[t],d=0,D=2)76640209.2447447Range36519Trim Var.50409629.4393939
V(Y[t],d=1,D=2)22941260.0658730Range19082Trim Var.15454425.6280242
V(Y[t],d=2,D=2)57615363.2554622Range32879Trim Var.34682905.1290323
V(Y[t],d=3,D=2)183183675.579323Range58402Trim Var.112747938.102299


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')