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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 computationSun, 21 Dec 2008 17:42:17 -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/t1229906682w62whuc0ql7nlx1.htm/, Retrieved Sun, 12 May 2024 14:33:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35919, Retrieved Sun, 12 May 2024 14:33:12 +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)
-     [Spectral Analysis] [Periodogram met d...] [2007-12-13 08:01:41] [aa4de776bce95665a02a61eda10fcf15]
- RMPD    [Variance Reduction Matrix] [Varience Reductio...] [2008-12-22 00:42:17] [ba85d9d0a82357dd3edf208eef933423] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3884,2
3868,9
2224,9
2091,1
2462,5
2671,5
3171,8
2481,5
2731,6
3247,5
4005,7
2416,4
3673,2
3952,1
3277
2447,2
3361,2
3235,2
3573,6
3466,9
3689,8
3593,5
4282,7
2429,6
3971,6
3773,8
3400,8
1589,8
2799,8
2960,2
3177,2
3437,1
3765,4
3775,6
4082,6
2345,8
4167,6
3583,1
3391,7
2473,5
2923,4
3162,8
3211,4
3493,3
3633,2
2843,9
3915,8
1968,2
3693,6
3701,3
3305,6
2335,2
2827,3
2723,7
3175,8
3449,7
3204,4
2765,6
3706
1941,8
3566,8
3477,8
2707,1
1519,3
1913,6
2475,7
2082,5
2604,7
3249,5
3342,3
3676
1769,7
3411,6
3162,1
3039,1
2264
2786,9
2997,4
3412
3019,4
2760,1
3445,2
2912,7
2445,8
3092,8
2679,9
1951,4
814,2
459
1451,3
791,6
949,3
849,8
1588,7

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'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35919&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35919&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35919&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)690868.646745596Range3823.7Trim Var.407651.735697074
V(Y[t],d=1,D=0)696183.394700795Range3769.4Trim Var.400238.115974140
V(Y[t],d=2,D=0)2040178.04065456Range6692.5Trim Var.1105345.76283198
V(Y[t],d=3,D=0)6858190.0798779Range12657.4Trim Var.3607421.83242901
V(Y[t],d=0,D=1)555397.982976513Range3949.9Trim Var.243432.354295775
V(Y[t],d=1,D=1)275800.612777778Range2513.7Trim Var.171994.085706237
V(Y[t],d=2,D=1)786184.848582279Range4739.9Trim Var.476624.151165884
V(Y[t],d=3,D=1)2682975.89275884Range8504Trim Var.1600484.84263984
V(Y[t],d=0,D=2)1151366.16323810Range6372.7Trim Var.490424.649785828
V(Y[t],d=1,D=2)665750.811052856Range3756.1Trim Var.407352.676191257
V(Y[t],d=2,D=2)1737762.79759438Range6362.7Trim Var.964989.289974577
V(Y[t],d=3,D=2)5619916.03000452Range11849.3Trim Var.3208892.50330801

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 690868.646745596 & Range & 3823.7 & Trim Var. & 407651.735697074 \tabularnewline
V(Y[t],d=1,D=0) & 696183.394700795 & Range & 3769.4 & Trim Var. & 400238.115974140 \tabularnewline
V(Y[t],d=2,D=0) & 2040178.04065456 & Range & 6692.5 & Trim Var. & 1105345.76283198 \tabularnewline
V(Y[t],d=3,D=0) & 6858190.0798779 & Range & 12657.4 & Trim Var. & 3607421.83242901 \tabularnewline
V(Y[t],d=0,D=1) & 555397.982976513 & Range & 3949.9 & Trim Var. & 243432.354295775 \tabularnewline
V(Y[t],d=1,D=1) & 275800.612777778 & Range & 2513.7 & Trim Var. & 171994.085706237 \tabularnewline
V(Y[t],d=2,D=1) & 786184.848582279 & Range & 4739.9 & Trim Var. & 476624.151165884 \tabularnewline
V(Y[t],d=3,D=1) & 2682975.89275884 & Range & 8504 & Trim Var. & 1600484.84263984 \tabularnewline
V(Y[t],d=0,D=2) & 1151366.16323810 & Range & 6372.7 & Trim Var. & 490424.649785828 \tabularnewline
V(Y[t],d=1,D=2) & 665750.811052856 & Range & 3756.1 & Trim Var. & 407352.676191257 \tabularnewline
V(Y[t],d=2,D=2) & 1737762.79759438 & Range & 6362.7 & Trim Var. & 964989.289974577 \tabularnewline
V(Y[t],d=3,D=2) & 5619916.03000452 & Range & 11849.3 & Trim Var. & 3208892.50330801 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35919&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]690868.646745596[/C][C]Range[/C][C]3823.7[/C][C]Trim Var.[/C][C]407651.735697074[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]696183.394700795[/C][C]Range[/C][C]3769.4[/C][C]Trim Var.[/C][C]400238.115974140[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2040178.04065456[/C][C]Range[/C][C]6692.5[/C][C]Trim Var.[/C][C]1105345.76283198[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6858190.0798779[/C][C]Range[/C][C]12657.4[/C][C]Trim Var.[/C][C]3607421.83242901[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]555397.982976513[/C][C]Range[/C][C]3949.9[/C][C]Trim Var.[/C][C]243432.354295775[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]275800.612777778[/C][C]Range[/C][C]2513.7[/C][C]Trim Var.[/C][C]171994.085706237[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]786184.848582279[/C][C]Range[/C][C]4739.9[/C][C]Trim Var.[/C][C]476624.151165884[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2682975.89275884[/C][C]Range[/C][C]8504[/C][C]Trim Var.[/C][C]1600484.84263984[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1151366.16323810[/C][C]Range[/C][C]6372.7[/C][C]Trim Var.[/C][C]490424.649785828[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]665750.811052856[/C][C]Range[/C][C]3756.1[/C][C]Trim Var.[/C][C]407352.676191257[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1737762.79759438[/C][C]Range[/C][C]6362.7[/C][C]Trim Var.[/C][C]964989.289974577[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5619916.03000452[/C][C]Range[/C][C]11849.3[/C][C]Trim Var.[/C][C]3208892.50330801[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35919&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35919&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)690868.646745596Range3823.7Trim Var.407651.735697074
V(Y[t],d=1,D=0)696183.394700795Range3769.4Trim Var.400238.115974140
V(Y[t],d=2,D=0)2040178.04065456Range6692.5Trim Var.1105345.76283198
V(Y[t],d=3,D=0)6858190.0798779Range12657.4Trim Var.3607421.83242901
V(Y[t],d=0,D=1)555397.982976513Range3949.9Trim Var.243432.354295775
V(Y[t],d=1,D=1)275800.612777778Range2513.7Trim Var.171994.085706237
V(Y[t],d=2,D=1)786184.848582279Range4739.9Trim Var.476624.151165884
V(Y[t],d=3,D=1)2682975.89275884Range8504Trim Var.1600484.84263984
V(Y[t],d=0,D=2)1151366.16323810Range6372.7Trim Var.490424.649785828
V(Y[t],d=1,D=2)665750.811052856Range3756.1Trim Var.407352.676191257
V(Y[t],d=2,D=2)1737762.79759438Range6362.7Trim Var.964989.289974577
V(Y[t],d=3,D=2)5619916.03000452Range11849.3Trim Var.3208892.50330801


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')