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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 19 Dec 2008 06:05:07 -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/19/t1229691937240o3re06aftw2n.htm/, Retrieved Wed, 15 May 2024 06:27:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35098, Retrieved Wed, 15 May 2024 06:27:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact199

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Standard Deviation-Mean Plot] [Paper2] [2008-12-19 12:57:19] [8ac58ef7b35dc5a117bc162cf16850e9]
- RM      [Variance Reduction Matrix] [Paper5] [2008-12-19 13:05:07] [acca1d0ee7cc95ffc080d0867a313954] [Current]
-           [Variance Reduction Matrix] [Paper 5] [2008-12-24 11:50:12] [74be16979710d4c4e7c6647856088456]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4.256
5.008
4.181
4.666
4.476
4.912
4.340
3.830
4.285
5.537
3.813
4.610
4.207
5.099
4.112
4.199
5.110
4.218
4.736
4.624
4.145
5.299
5.011
4.730
4.619
5.578
5.369
4.902
6.102
5.024
5.731
5.732
4.491
4.755
5.208
4.962
4.163
5.592
5.754
4.929
5.219
4.429
4.143
4.308
3.996
4.634
4.138
3.759
3.922
5.560
4.004
3.937
5.250
3.908
4.814
4.407
3.243
3.740
3.949
3.711

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'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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35098&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35098&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35098&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.400809515254237Range2.859Trim Var.0.291133696715584
V(Y[t],d=1,D=0)0.618327839275278Range3.362Trim Var.0.427365129898404
V(Y[t],d=2,D=0)1.891391784634Range5.715Trim Var.1.28103057466063
V(Y[t],d=3,D=0)6.18591012280702Range10.166Trim Var.4.33138981411765
V(Y[t],d=0,D=1)0.535044925088653Range3.007Trim Var.0.327321802555168
V(Y[t],d=1,D=1)0.551871151711378Range3.154Trim Var.0.370247380487805
V(Y[t],d=2,D=1)1.49693197729469Range4.99Trim Var.0.933543071153846
V(Y[t],d=3,D=1)4.59605875454545Range8.895Trim Var.2.63282565182186
V(Y[t],d=0,D=2)1.38816807857143Range4.842Trim Var.0.916377286290323
V(Y[t],d=1,D=2)1.24315549915966Range4.274Trim Var.0.87426784516129
V(Y[t],d=2,D=2)3.07827350178253Range6.159Trim Var.2.23812268505747
V(Y[t],d=3,D=2)8.98024744318182Range11.744Trim Var.6.31755663793103

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.400809515254237 & Range & 2.859 & Trim Var. & 0.291133696715584 \tabularnewline
V(Y[t],d=1,D=0) & 0.618327839275278 & Range & 3.362 & Trim Var. & 0.427365129898404 \tabularnewline
V(Y[t],d=2,D=0) & 1.891391784634 & Range & 5.715 & Trim Var. & 1.28103057466063 \tabularnewline
V(Y[t],d=3,D=0) & 6.18591012280702 & Range & 10.166 & Trim Var. & 4.33138981411765 \tabularnewline
V(Y[t],d=0,D=1) & 0.535044925088653 & Range & 3.007 & Trim Var. & 0.327321802555168 \tabularnewline
V(Y[t],d=1,D=1) & 0.551871151711378 & Range & 3.154 & Trim Var. & 0.370247380487805 \tabularnewline
V(Y[t],d=2,D=1) & 1.49693197729469 & Range & 4.99 & Trim Var. & 0.933543071153846 \tabularnewline
V(Y[t],d=3,D=1) & 4.59605875454545 & Range & 8.895 & Trim Var. & 2.63282565182186 \tabularnewline
V(Y[t],d=0,D=2) & 1.38816807857143 & Range & 4.842 & Trim Var. & 0.916377286290323 \tabularnewline
V(Y[t],d=1,D=2) & 1.24315549915966 & Range & 4.274 & Trim Var. & 0.87426784516129 \tabularnewline
V(Y[t],d=2,D=2) & 3.07827350178253 & Range & 6.159 & Trim Var. & 2.23812268505747 \tabularnewline
V(Y[t],d=3,D=2) & 8.98024744318182 & Range & 11.744 & Trim Var. & 6.31755663793103 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35098&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.400809515254237[/C][C]Range[/C][C]2.859[/C][C]Trim Var.[/C][C]0.291133696715584[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.618327839275278[/C][C]Range[/C][C]3.362[/C][C]Trim Var.[/C][C]0.427365129898404[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.891391784634[/C][C]Range[/C][C]5.715[/C][C]Trim Var.[/C][C]1.28103057466063[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6.18591012280702[/C][C]Range[/C][C]10.166[/C][C]Trim Var.[/C][C]4.33138981411765[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.535044925088653[/C][C]Range[/C][C]3.007[/C][C]Trim Var.[/C][C]0.327321802555168[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.551871151711378[/C][C]Range[/C][C]3.154[/C][C]Trim Var.[/C][C]0.370247380487805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.49693197729469[/C][C]Range[/C][C]4.99[/C][C]Trim Var.[/C][C]0.933543071153846[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4.59605875454545[/C][C]Range[/C][C]8.895[/C][C]Trim Var.[/C][C]2.63282565182186[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.38816807857143[/C][C]Range[/C][C]4.842[/C][C]Trim Var.[/C][C]0.916377286290323[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.24315549915966[/C][C]Range[/C][C]4.274[/C][C]Trim Var.[/C][C]0.87426784516129[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.07827350178253[/C][C]Range[/C][C]6.159[/C][C]Trim Var.[/C][C]2.23812268505747[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8.98024744318182[/C][C]Range[/C][C]11.744[/C][C]Trim Var.[/C][C]6.31755663793103[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35098&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35098&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)0.400809515254237Range2.859Trim Var.0.291133696715584
V(Y[t],d=1,D=0)0.618327839275278Range3.362Trim Var.0.427365129898404
V(Y[t],d=2,D=0)1.891391784634Range5.715Trim Var.1.28103057466063
V(Y[t],d=3,D=0)6.18591012280702Range10.166Trim Var.4.33138981411765
V(Y[t],d=0,D=1)0.535044925088653Range3.007Trim Var.0.327321802555168
V(Y[t],d=1,D=1)0.551871151711378Range3.154Trim Var.0.370247380487805
V(Y[t],d=2,D=1)1.49693197729469Range4.99Trim Var.0.933543071153846
V(Y[t],d=3,D=1)4.59605875454545Range8.895Trim Var.2.63282565182186
V(Y[t],d=0,D=2)1.38816807857143Range4.842Trim Var.0.916377286290323
V(Y[t],d=1,D=2)1.24315549915966Range4.274Trim Var.0.87426784516129
V(Y[t],d=2,D=2)3.07827350178253Range6.159Trim Var.2.23812268505747
V(Y[t],d=3,D=2)8.98024744318182Range11.744Trim Var.6.31755663793103


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')