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 17:30:21 -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/t1229905874sfx7ewokepnyk92.htm/, Retrieved Sun, 12 May 2024 22:31:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35916, Retrieved Sun, 12 May 2024 22:31:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact195

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 werkloosheid] [2008-12-22 00:30:21] [9f72e095d5529918bf5b0810c01bf6ce] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555

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'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35916&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35916&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35916&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)1626.00634920635Range149Trim Var.1146.35383064516
V(Y[t],d=1,D=0)397.080672268908Range94Trim Var.160.058064516129
V(Y[t],d=2,D=0)617.405525846702Range113Trim Var.276.102298850575
V(Y[t],d=3,D=0)1535.24621212121Range169Trim Var.650.051724137931
V(Y[t],d=0,D=1)229.362318840580Range46Trim Var.167.734210526316
V(Y[t],d=1,D=1)59.6245059288538Range40Trim Var.18.5653594771242
V(Y[t],d=2,D=1)109.474025974026Range42Trim Var.41.7352941176471
V(Y[t],d=3,D=1)278.257142857143Range74Trim Var.106.183823529412
V(Y[t],d=0,D=2)182.151515151515Range45Trim Var.108.677777777778
V(Y[t],d=1,D=2)183.490909090909Range51Trim Var.66.0277777777778
V(Y[t],d=2,D=2)376.766666666667Range52Trim Var.281.982142857143
V(Y[t],d=3,D=2)923.944444444444Range91Trim Var.539.619047619048

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1626.00634920635 & Range & 149 & Trim Var. & 1146.35383064516 \tabularnewline
V(Y[t],d=1,D=0) & 397.080672268908 & Range & 94 & Trim Var. & 160.058064516129 \tabularnewline
V(Y[t],d=2,D=0) & 617.405525846702 & Range & 113 & Trim Var. & 276.102298850575 \tabularnewline
V(Y[t],d=3,D=0) & 1535.24621212121 & Range & 169 & Trim Var. & 650.051724137931 \tabularnewline
V(Y[t],d=0,D=1) & 229.362318840580 & Range & 46 & Trim Var. & 167.734210526316 \tabularnewline
V(Y[t],d=1,D=1) & 59.6245059288538 & Range & 40 & Trim Var. & 18.5653594771242 \tabularnewline
V(Y[t],d=2,D=1) & 109.474025974026 & Range & 42 & Trim Var. & 41.7352941176471 \tabularnewline
V(Y[t],d=3,D=1) & 278.257142857143 & Range & 74 & Trim Var. & 106.183823529412 \tabularnewline
V(Y[t],d=0,D=2) & 182.151515151515 & Range & 45 & Trim Var. & 108.677777777778 \tabularnewline
V(Y[t],d=1,D=2) & 183.490909090909 & Range & 51 & Trim Var. & 66.0277777777778 \tabularnewline
V(Y[t],d=2,D=2) & 376.766666666667 & Range & 52 & Trim Var. & 281.982142857143 \tabularnewline
V(Y[t],d=3,D=2) & 923.944444444444 & Range & 91 & Trim Var. & 539.619047619048 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35916&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1626.00634920635[/C][C]Range[/C][C]149[/C][C]Trim Var.[/C][C]1146.35383064516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]397.080672268908[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]160.058064516129[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]617.405525846702[/C][C]Range[/C][C]113[/C][C]Trim Var.[/C][C]276.102298850575[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1535.24621212121[/C][C]Range[/C][C]169[/C][C]Trim Var.[/C][C]650.051724137931[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]229.362318840580[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]167.734210526316[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]59.6245059288538[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]18.5653594771242[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]109.474025974026[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]41.7352941176471[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]278.257142857143[/C][C]Range[/C][C]74[/C][C]Trim Var.[/C][C]106.183823529412[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]182.151515151515[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]108.677777777778[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]183.490909090909[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]66.0277777777778[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]376.766666666667[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]281.982142857143[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]923.944444444444[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]539.619047619048[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35916&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35916&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)1626.00634920635Range149Trim Var.1146.35383064516
V(Y[t],d=1,D=0)397.080672268908Range94Trim Var.160.058064516129
V(Y[t],d=2,D=0)617.405525846702Range113Trim Var.276.102298850575
V(Y[t],d=3,D=0)1535.24621212121Range169Trim Var.650.051724137931
V(Y[t],d=0,D=1)229.362318840580Range46Trim Var.167.734210526316
V(Y[t],d=1,D=1)59.6245059288538Range40Trim Var.18.5653594771242
V(Y[t],d=2,D=1)109.474025974026Range42Trim Var.41.7352941176471
V(Y[t],d=3,D=1)278.257142857143Range74Trim Var.106.183823529412
V(Y[t],d=0,D=2)182.151515151515Range45Trim Var.108.677777777778
V(Y[t],d=1,D=2)183.490909090909Range51Trim Var.66.0277777777778
V(Y[t],d=2,D=2)376.766666666667Range52Trim Var.281.982142857143
V(Y[t],d=3,D=2)923.944444444444Range91Trim Var.539.619047619048


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')