FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationSun, 21 Dec 2008 17:22:08 -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/22/t122990537302tjkpywkin2hky.htm/, Retrieved Sun, 12 May 2024 16:56:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35915, Retrieved Sun, 12 May 2024 16:56:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact190

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Spectral Analysis] [Periodogram met d...] [2007-12-13 08:01:41] [aa4de776bce95665a02a61eda10fcf15]
- RMPD    [Variance Reduction Matrix] [Varience Reductio...] [2008-12-22 00:22:08] [ba85d9d0a82357dd3edf208eef933423] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15916.4
16535.9
15796
14418.6
15044.5
14944.2
16754.8
14254
15454.9
15644.8
14568.3
12520.2
14803
15873.2
14755.3
12875.1
14291.1
14205.3
15859.4
15258.9
15498.6
15106.5
15023.6
12083
15761.3
16943
15070.3
13659.6
14768.9
14725.1
15998.1
15370.6
14956.9
15469.7
15101.8
11703.7
16283.6
16726.5
14968.9
14861
14583.3
15305.8
17903.9
16379.4
15420.3
17870.5
15912.8
13866.5
17823.2
17872
17420.4
16704.4
15991.2
16583.6
19123.5
17838.7
17209.4
18586.5
16258.1
15141.6
19202.1
17746.5
19090.1
18040.3
17515.5
17751.8
21072.4
17170
19439.5
19795.4
17574.9
16165.4
19464.6
19932.1
19961.2
17343.4
18924.2
18574.1
21350.6
18594.6
19823.1
20844.4
19640.2
17735.4
19813.6
22238.5
20682.2
17818.6
21872.1
22117
21865.9
23451.3
20953.7
22497.3

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'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35915&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35915&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35915&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)6329350.16646648Range11747.6Trim Var.4082635.42992972
V(Y[t],d=1,D=0)3429718.48845956Range8482.3Trim Var.2215218.93763444
V(Y[t],d=2,D=0)9384772.60843168Range15201Trim Var.5838996.05524992
V(Y[t],d=3,D=0)28615303.5847424Range25509.9Trim Var.18053305.7036944
V(Y[t],d=0,D=1)1191606.61246612Range6400.2Trim Var.632860.721901409
V(Y[t],d=1,D=1)1637517.53052778Range8067.5Trim Var.778423.307094567
V(Y[t],d=2,D=1)5310889.44579747Range15436.5Trim Var.2776378.0613126
V(Y[t],d=3,D=1)17829088.7440311Range27752.4Trim Var.8341267.56964185
V(Y[t],d=0,D=2)1494553.26823188Range5560.1Trim Var.944608.43891063
V(Y[t],d=1,D=2)2315850.52731884Range7703.8Trim Var.1205485.14569945
V(Y[t],d=2,D=2)7372411.41003292Range13382.3Trim Var.3777243.69485593
V(Y[t],d=3,D=2)25140018.2807553Range26122.8Trim Var.13138815.6306137

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6329350.16646648 & Range & 11747.6 & Trim Var. & 4082635.42992972 \tabularnewline
V(Y[t],d=1,D=0) & 3429718.48845956 & Range & 8482.3 & Trim Var. & 2215218.93763444 \tabularnewline
V(Y[t],d=2,D=0) & 9384772.60843168 & Range & 15201 & Trim Var. & 5838996.05524992 \tabularnewline
V(Y[t],d=3,D=0) & 28615303.5847424 & Range & 25509.9 & Trim Var. & 18053305.7036944 \tabularnewline
V(Y[t],d=0,D=1) & 1191606.61246612 & Range & 6400.2 & Trim Var. & 632860.721901409 \tabularnewline
V(Y[t],d=1,D=1) & 1637517.53052778 & Range & 8067.5 & Trim Var. & 778423.307094567 \tabularnewline
V(Y[t],d=2,D=1) & 5310889.44579747 & Range & 15436.5 & Trim Var. & 2776378.0613126 \tabularnewline
V(Y[t],d=3,D=1) & 17829088.7440311 & Range & 27752.4 & Trim Var. & 8341267.56964185 \tabularnewline
V(Y[t],d=0,D=2) & 1494553.26823188 & Range & 5560.1 & Trim Var. & 944608.43891063 \tabularnewline
V(Y[t],d=1,D=2) & 2315850.52731884 & Range & 7703.8 & Trim Var. & 1205485.14569945 \tabularnewline
V(Y[t],d=2,D=2) & 7372411.41003292 & Range & 13382.3 & Trim Var. & 3777243.69485593 \tabularnewline
V(Y[t],d=3,D=2) & 25140018.2807553 & Range & 26122.8 & Trim Var. & 13138815.6306137 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35915&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6329350.16646648[/C][C]Range[/C][C]11747.6[/C][C]Trim Var.[/C][C]4082635.42992972[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3429718.48845956[/C][C]Range[/C][C]8482.3[/C][C]Trim Var.[/C][C]2215218.93763444[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9384772.60843168[/C][C]Range[/C][C]15201[/C][C]Trim Var.[/C][C]5838996.05524992[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]28615303.5847424[/C][C]Range[/C][C]25509.9[/C][C]Trim Var.[/C][C]18053305.7036944[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1191606.61246612[/C][C]Range[/C][C]6400.2[/C][C]Trim Var.[/C][C]632860.721901409[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1637517.53052778[/C][C]Range[/C][C]8067.5[/C][C]Trim Var.[/C][C]778423.307094567[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5310889.44579747[/C][C]Range[/C][C]15436.5[/C][C]Trim Var.[/C][C]2776378.0613126[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]17829088.7440311[/C][C]Range[/C][C]27752.4[/C][C]Trim Var.[/C][C]8341267.56964185[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1494553.26823188[/C][C]Range[/C][C]5560.1[/C][C]Trim Var.[/C][C]944608.43891063[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2315850.52731884[/C][C]Range[/C][C]7703.8[/C][C]Trim Var.[/C][C]1205485.14569945[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]7372411.41003292[/C][C]Range[/C][C]13382.3[/C][C]Trim Var.[/C][C]3777243.69485593[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]25140018.2807553[/C][C]Range[/C][C]26122.8[/C][C]Trim Var.[/C][C]13138815.6306137[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35915&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35915&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)6329350.16646648Range11747.6Trim Var.4082635.42992972
V(Y[t],d=1,D=0)3429718.48845956Range8482.3Trim Var.2215218.93763444
V(Y[t],d=2,D=0)9384772.60843168Range15201Trim Var.5838996.05524992
V(Y[t],d=3,D=0)28615303.5847424Range25509.9Trim Var.18053305.7036944
V(Y[t],d=0,D=1)1191606.61246612Range6400.2Trim Var.632860.721901409
V(Y[t],d=1,D=1)1637517.53052778Range8067.5Trim Var.778423.307094567
V(Y[t],d=2,D=1)5310889.44579747Range15436.5Trim Var.2776378.0613126
V(Y[t],d=3,D=1)17829088.7440311Range27752.4Trim Var.8341267.56964185
V(Y[t],d=0,D=2)1494553.26823188Range5560.1Trim Var.944608.43891063
V(Y[t],d=1,D=2)2315850.52731884Range7703.8Trim Var.1205485.14569945
V(Y[t],d=2,D=2)7372411.41003292Range13382.3Trim Var.3777243.69485593
V(Y[t],d=3,D=2)25140018.2807553Range26122.8Trim Var.13138815.6306137


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
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')