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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 computationMon, 22 Dec 2008 00:11:58 -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/t12299307600f35azmtutit0tw.htm/, Retrieved Sun, 12 May 2024 20:17:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35936, Retrieved Sun, 12 May 2024 20:17:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact198

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] [Variance Reductio...] [2008-12-22 07:11:58] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
104
107,9
113,8
113,8
123,1
125,1
137,6
134
140,3
152,1
150,6
167,3
153,2
142
154,4
158,5
180,9
181,3
172,4
192
199,3
215,4
214,3
201,5
190,5
196
215,7
209,4
214,1
237,8
239
237,8
251,5
248,8
215,4
201,2
203,1
214,2
188,9
203
213,3
228,5
228,2
240,9
258,8
248,5
269,2
289,6
323,4
317,2
322,8
340,9
368,2
388,5
441,2
474,3
483,9
417,9
365,9
263
199,4

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 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 & 5 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35936&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]5 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=35936&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35936&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 time5 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)7998.91627322404Range379.9Trim Var.4086.00844702467
V(Y[t],d=1,D=0)615.672440677966Range155.6Trim Var.220.153812019567
V(Y[t],d=2,D=0)495.038024547048Range115Trim Var.283.343991291727
V(Y[t],d=3,D=0)1315.00600423472Range155.1Trim Var.847.987975113122
V(Y[t],d=0,D=1)4651.61707482993Range357.4Trim Var.2200.02772978959
V(Y[t],d=1,D=1)1087.53992907801Range177.4Trim Var.361.473757259001
V(Y[t],d=2,D=1)856.457770582794Range116Trim Var.532.805780487805
V(Y[t],d=3,D=1)2307.30995652174Range197.2Trim Var.1422.58635256410
V(Y[t],d=0,D=2)11119.9917567568Range474.6Trim Var.7079.19954545454
V(Y[t],d=1,D=2)2650.54939682540Range244.3Trim Var.1259.08700604839
V(Y[t],d=2,D=2)2236.73910924370Range191.1Trim Var.1481.87658064516
V(Y[t],d=3,D=2)6084.66923351158Range331.8Trim Var.3889.62093103448

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7998.91627322404 & Range & 379.9 & Trim Var. & 4086.00844702467 \tabularnewline
V(Y[t],d=1,D=0) & 615.672440677966 & Range & 155.6 & Trim Var. & 220.153812019567 \tabularnewline
V(Y[t],d=2,D=0) & 495.038024547048 & Range & 115 & Trim Var. & 283.343991291727 \tabularnewline
V(Y[t],d=3,D=0) & 1315.00600423472 & Range & 155.1 & Trim Var. & 847.987975113122 \tabularnewline
V(Y[t],d=0,D=1) & 4651.61707482993 & Range & 357.4 & Trim Var. & 2200.02772978959 \tabularnewline
V(Y[t],d=1,D=1) & 1087.53992907801 & Range & 177.4 & Trim Var. & 361.473757259001 \tabularnewline
V(Y[t],d=2,D=1) & 856.457770582794 & Range & 116 & Trim Var. & 532.805780487805 \tabularnewline
V(Y[t],d=3,D=1) & 2307.30995652174 & Range & 197.2 & Trim Var. & 1422.58635256410 \tabularnewline
V(Y[t],d=0,D=2) & 11119.9917567568 & Range & 474.6 & Trim Var. & 7079.19954545454 \tabularnewline
V(Y[t],d=1,D=2) & 2650.54939682540 & Range & 244.3 & Trim Var. & 1259.08700604839 \tabularnewline
V(Y[t],d=2,D=2) & 2236.73910924370 & Range & 191.1 & Trim Var. & 1481.87658064516 \tabularnewline
V(Y[t],d=3,D=2) & 6084.66923351158 & Range & 331.8 & Trim Var. & 3889.62093103448 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35936&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7998.91627322404[/C][C]Range[/C][C]379.9[/C][C]Trim Var.[/C][C]4086.00844702467[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]615.672440677966[/C][C]Range[/C][C]155.6[/C][C]Trim Var.[/C][C]220.153812019567[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]495.038024547048[/C][C]Range[/C][C]115[/C][C]Trim Var.[/C][C]283.343991291727[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1315.00600423472[/C][C]Range[/C][C]155.1[/C][C]Trim Var.[/C][C]847.987975113122[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4651.61707482993[/C][C]Range[/C][C]357.4[/C][C]Trim Var.[/C][C]2200.02772978959[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1087.53992907801[/C][C]Range[/C][C]177.4[/C][C]Trim Var.[/C][C]361.473757259001[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]856.457770582794[/C][C]Range[/C][C]116[/C][C]Trim Var.[/C][C]532.805780487805[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2307.30995652174[/C][C]Range[/C][C]197.2[/C][C]Trim Var.[/C][C]1422.58635256410[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]11119.9917567568[/C][C]Range[/C][C]474.6[/C][C]Trim Var.[/C][C]7079.19954545454[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2650.54939682540[/C][C]Range[/C][C]244.3[/C][C]Trim Var.[/C][C]1259.08700604839[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2236.73910924370[/C][C]Range[/C][C]191.1[/C][C]Trim Var.[/C][C]1481.87658064516[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6084.66923351158[/C][C]Range[/C][C]331.8[/C][C]Trim Var.[/C][C]3889.62093103448[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35936&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35936&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)7998.91627322404Range379.9Trim Var.4086.00844702467
V(Y[t],d=1,D=0)615.672440677966Range155.6Trim Var.220.153812019567
V(Y[t],d=2,D=0)495.038024547048Range115Trim Var.283.343991291727
V(Y[t],d=3,D=0)1315.00600423472Range155.1Trim Var.847.987975113122
V(Y[t],d=0,D=1)4651.61707482993Range357.4Trim Var.2200.02772978959
V(Y[t],d=1,D=1)1087.53992907801Range177.4Trim Var.361.473757259001
V(Y[t],d=2,D=1)856.457770582794Range116Trim Var.532.805780487805
V(Y[t],d=3,D=1)2307.30995652174Range197.2Trim Var.1422.58635256410
V(Y[t],d=0,D=2)11119.9917567568Range474.6Trim Var.7079.19954545454
V(Y[t],d=1,D=2)2650.54939682540Range244.3Trim Var.1259.08700604839
V(Y[t],d=2,D=2)2236.73910924370Range191.1Trim Var.1481.87658064516
V(Y[t],d=3,D=2)6084.66923351158Range331.8Trim Var.3889.62093103448


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')