FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 06:50:33 -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/t12296947863ofs9hkumdvs0lu.htm/, Retrieved Wed, 15 May 2024 03:24:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35129, Retrieved Wed, 15 May 2024 03:24:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact166

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] [VRM] [2008-12-19 13:50:33] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
29,59
30,7
30,52
32,67
33,19
37,13
35,54
37,75
41,84
42,94
49,14
44,61
40,22
44,23
45,85
53,38
53,26
51,8
55,3
57,81
63,96
63,77
59,15
56,12
57,42
63,52
61,71
63,01
68,18
72,03
69,75
74,41
74,33
64,24
60,03
59,44
62,5
55,04
58,34
61,92
67,65
67,68
70,3
75,26
71,44
76,36
81,71
92,6
90,6
92,23
94,09
102,79
109,65
124,05
132,69
135,81
116,07
101,42
75,73
55,48

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=35129&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=35129&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35129&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)620.807483474576Range106.22Trim Var.376.079337421384
V(Y[t],d=1,D=0)50.8375968439509Range40.09Trim Var.19.9237965166909
V(Y[t],d=2,D=0)42.0225373260738Range33.62Trim Var.26.0724544117647
V(Y[t],d=3,D=0)113.827851566416Range46.38Trim Var.78.647055372549
V(Y[t],d=0,D=1)349.944032934397Range99.51Trim Var.165.307647851336
V(Y[t],d=1,D=1)90.6662898242368Range46.15Trim Var.33.4565001219512
V(Y[t],d=2,D=1)76.1130666666667Range35.29Trim Var.46.2579635256411
V(Y[t],d=3,D=1)214.349335858586Range58.67Trim Var.135.457318353576
V(Y[t],d=0,D=2)892.379521587301Range132.12Trim Var.585.767286995968
V(Y[t],d=1,D=2)226.851142857143Range67.53Trim Var.107.619831612903
V(Y[t],d=2,D=2)216.691112032086Range58.67Trim Var.149.311418505747
V(Y[t],d=3,D=2)635.543714204546Range104Trim Var.424.485405172414

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 620.807483474576 & Range & 106.22 & Trim Var. & 376.079337421384 \tabularnewline
V(Y[t],d=1,D=0) & 50.8375968439509 & Range & 40.09 & Trim Var. & 19.9237965166909 \tabularnewline
V(Y[t],d=2,D=0) & 42.0225373260738 & Range & 33.62 & Trim Var. & 26.0724544117647 \tabularnewline
V(Y[t],d=3,D=0) & 113.827851566416 & Range & 46.38 & Trim Var. & 78.647055372549 \tabularnewline
V(Y[t],d=0,D=1) & 349.944032934397 & Range & 99.51 & Trim Var. & 165.307647851336 \tabularnewline
V(Y[t],d=1,D=1) & 90.6662898242368 & Range & 46.15 & Trim Var. & 33.4565001219512 \tabularnewline
V(Y[t],d=2,D=1) & 76.1130666666667 & Range & 35.29 & Trim Var. & 46.2579635256411 \tabularnewline
V(Y[t],d=3,D=1) & 214.349335858586 & Range & 58.67 & Trim Var. & 135.457318353576 \tabularnewline
V(Y[t],d=0,D=2) & 892.379521587301 & Range & 132.12 & Trim Var. & 585.767286995968 \tabularnewline
V(Y[t],d=1,D=2) & 226.851142857143 & Range & 67.53 & Trim Var. & 107.619831612903 \tabularnewline
V(Y[t],d=2,D=2) & 216.691112032086 & Range & 58.67 & Trim Var. & 149.311418505747 \tabularnewline
V(Y[t],d=3,D=2) & 635.543714204546 & Range & 104 & Trim Var. & 424.485405172414 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35129&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]620.807483474576[/C][C]Range[/C][C]106.22[/C][C]Trim Var.[/C][C]376.079337421384[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]50.8375968439509[/C][C]Range[/C][C]40.09[/C][C]Trim Var.[/C][C]19.9237965166909[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]42.0225373260738[/C][C]Range[/C][C]33.62[/C][C]Trim Var.[/C][C]26.0724544117647[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]113.827851566416[/C][C]Range[/C][C]46.38[/C][C]Trim Var.[/C][C]78.647055372549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]349.944032934397[/C][C]Range[/C][C]99.51[/C][C]Trim Var.[/C][C]165.307647851336[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]90.6662898242368[/C][C]Range[/C][C]46.15[/C][C]Trim Var.[/C][C]33.4565001219512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]76.1130666666667[/C][C]Range[/C][C]35.29[/C][C]Trim Var.[/C][C]46.2579635256411[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]214.349335858586[/C][C]Range[/C][C]58.67[/C][C]Trim Var.[/C][C]135.457318353576[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]892.379521587301[/C][C]Range[/C][C]132.12[/C][C]Trim Var.[/C][C]585.767286995968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]226.851142857143[/C][C]Range[/C][C]67.53[/C][C]Trim Var.[/C][C]107.619831612903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]216.691112032086[/C][C]Range[/C][C]58.67[/C][C]Trim Var.[/C][C]149.311418505747[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]635.543714204546[/C][C]Range[/C][C]104[/C][C]Trim Var.[/C][C]424.485405172414[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35129&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35129&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)620.807483474576Range106.22Trim Var.376.079337421384
V(Y[t],d=1,D=0)50.8375968439509Range40.09Trim Var.19.9237965166909
V(Y[t],d=2,D=0)42.0225373260738Range33.62Trim Var.26.0724544117647
V(Y[t],d=3,D=0)113.827851566416Range46.38Trim Var.78.647055372549
V(Y[t],d=0,D=1)349.944032934397Range99.51Trim Var.165.307647851336
V(Y[t],d=1,D=1)90.6662898242368Range46.15Trim Var.33.4565001219512
V(Y[t],d=2,D=1)76.1130666666667Range35.29Trim Var.46.2579635256411
V(Y[t],d=3,D=1)214.349335858586Range58.67Trim Var.135.457318353576
V(Y[t],d=0,D=2)892.379521587301Range132.12Trim Var.585.767286995968
V(Y[t],d=1,D=2)226.851142857143Range67.53Trim Var.107.619831612903
V(Y[t],d=2,D=2)216.691112032086Range58.67Trim Var.149.311418505747
V(Y[t],d=3,D=2)635.543714204546Range104Trim Var.424.485405172414


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')