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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 computationMon, 22 Dec 2008 02:53:55 -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/t1229939715mgyp1qtm42enm76.htm/, Retrieved Mon, 13 May 2024 08:23:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35969, Retrieved Mon, 13 May 2024 08:23:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact186

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Mean Plot] [Mean Plot] [2008-11-06 16:32:30] [1a98f534d827b920a5783bf87d2d3cce]
- RM D    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-22 09:53:55] [96839c4b6d4e03ef3851369c676780bf] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15
13
8
7
3
3
4
4
0
-4
-14
-18
-8
-1
1
2
0
1
0
-1
-3
-3
-3
-4
-8
-9
-13
-18
-11
-9
-10
-13
-11
-5
-15
-6
-6
-3
-1
-3
-4
-6
0
-4
-2
-2
-6
-7
-6
-6
-3
-2
-5
-11
-11
-11
-10
-14
-8
-9
-5
-1
-2
-5
-4
-6
-2
-2
-2
-2
2
1
-8
-1
1
-1
2
2
1
-1
-2
-2
-1
-8
-4
-6
-3
-3
-7
-9
-11
-13
-11
-9
-17
-22
-25

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=35969&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=35969&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35969&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)42.8726374570447Range40Trim Var.20.5708618331053
V(Y[t],d=1,D=0)14.0771929824561Range20Trim Var.7.25800273597811
V(Y[t],d=2,D=0)30.1594624860022Range35Trim Var.13.1359724612737
V(Y[t],d=3,D=0)91.878860672615Range63Trim Var.34.5611111111111
V(Y[t],d=0,D=1)70.4406162464986Range38Trim Var.42.0658295281583
V(Y[t],d=1,D=1)28.7223178427998Range27Trim Var.14.443661971831
V(Y[t],d=2,D=1)60.937995885983Range42Trim Var.29.2290715372907
V(Y[t],d=3,D=1)187.362993074375Range77Trim Var.91.6901408450704
V(Y[t],d=0,D=2)179.609589041096Range60Trim Var.120.529513888889
V(Y[t],d=1,D=2)81.661971830986Range46Trim Var.40.7329455314648
V(Y[t],d=2,D=2)166.783903420523Range70Trim Var.74.3169482846902
V(Y[t],d=3,D=2)497.845962732919Range123Trim Var.217.960655737705

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 42.8726374570447 & Range & 40 & Trim Var. & 20.5708618331053 \tabularnewline
V(Y[t],d=1,D=0) & 14.0771929824561 & Range & 20 & Trim Var. & 7.25800273597811 \tabularnewline
V(Y[t],d=2,D=0) & 30.1594624860022 & Range & 35 & Trim Var. & 13.1359724612737 \tabularnewline
V(Y[t],d=3,D=0) & 91.878860672615 & Range & 63 & Trim Var. & 34.5611111111111 \tabularnewline
V(Y[t],d=0,D=1) & 70.4406162464986 & Range & 38 & Trim Var. & 42.0658295281583 \tabularnewline
V(Y[t],d=1,D=1) & 28.7223178427998 & Range & 27 & Trim Var. & 14.443661971831 \tabularnewline
V(Y[t],d=2,D=1) & 60.937995885983 & Range & 42 & Trim Var. & 29.2290715372907 \tabularnewline
V(Y[t],d=3,D=1) & 187.362993074375 & Range & 77 & Trim Var. & 91.6901408450704 \tabularnewline
V(Y[t],d=0,D=2) & 179.609589041096 & Range & 60 & Trim Var. & 120.529513888889 \tabularnewline
V(Y[t],d=1,D=2) & 81.661971830986 & Range & 46 & Trim Var. & 40.7329455314648 \tabularnewline
V(Y[t],d=2,D=2) & 166.783903420523 & Range & 70 & Trim Var. & 74.3169482846902 \tabularnewline
V(Y[t],d=3,D=2) & 497.845962732919 & Range & 123 & Trim Var. & 217.960655737705 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35969&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]42.8726374570447[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]20.5708618331053[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14.0771929824561[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]7.25800273597811[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]30.1594624860022[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]13.1359724612737[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]91.878860672615[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]34.5611111111111[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]70.4406162464986[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]42.0658295281583[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]28.7223178427998[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]14.443661971831[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]60.937995885983[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]29.2290715372907[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]187.362993074375[/C][C]Range[/C][C]77[/C][C]Trim Var.[/C][C]91.6901408450704[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]179.609589041096[/C][C]Range[/C][C]60[/C][C]Trim Var.[/C][C]120.529513888889[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]81.661971830986[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]40.7329455314648[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]166.783903420523[/C][C]Range[/C][C]70[/C][C]Trim Var.[/C][C]74.3169482846902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]497.845962732919[/C][C]Range[/C][C]123[/C][C]Trim Var.[/C][C]217.960655737705[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35969&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35969&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)42.8726374570447Range40Trim Var.20.5708618331053
V(Y[t],d=1,D=0)14.0771929824561Range20Trim Var.7.25800273597811
V(Y[t],d=2,D=0)30.1594624860022Range35Trim Var.13.1359724612737
V(Y[t],d=3,D=0)91.878860672615Range63Trim Var.34.5611111111111
V(Y[t],d=0,D=1)70.4406162464986Range38Trim Var.42.0658295281583
V(Y[t],d=1,D=1)28.7223178427998Range27Trim Var.14.443661971831
V(Y[t],d=2,D=1)60.937995885983Range42Trim Var.29.2290715372907
V(Y[t],d=3,D=1)187.362993074375Range77Trim Var.91.6901408450704
V(Y[t],d=0,D=2)179.609589041096Range60Trim Var.120.529513888889
V(Y[t],d=1,D=2)81.661971830986Range46Trim Var.40.7329455314648
V(Y[t],d=2,D=2)166.783903420523Range70Trim Var.74.3169482846902
V(Y[t],d=3,D=2)497.845962732919Range123Trim Var.217.960655737705


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')