FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 03:02:03 -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/t1229940234zsr5qhqfbshqctk.htm/, Retrieved Mon, 13 May 2024 00:08:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35973, Retrieved Mon, 13 May 2024 00:08:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact145

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 Azie] [2008-12-22 10:02:03] [a413cf7744efd6bb212437a3916e2f23] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1025,5
691,2
971,6
926
997,1
964,9
860
948
951,4
827,3
994
944,5
976,2
668,8
939,9
1096,1
977,7
1096,9
1060,8
1121,4
1190,9
1177,9
1108,1
1045,6
1263,9
911
1175,9
1091,3
1027,7
1081,7
879,7
955,5
1037,9
959,9
931,8
1062,2
1077,2
668,4
954,3
797,2
829,2
957,3
844,2
893,6
1132
898,8
1064
1279,7
1382,5
824,1
1304,1
1253,5
1136,3
1414,7
1293,2
1325,7
1463,8
1244,2
1573,6
1327,3
1418,5
1042,2
1384,8
1474,8
1556,5
1466,2
1221,7
1279,7
1348,4
1189,8
1296,6
1417,6
1513,9
1006,1
1202,8
1258,8
1211,5
1283,3
1332,3
1374,3
1406,1
1419,1
1554,4
1499,8
1609,6
1033,9
1550,5
1491,4
1368,9
1537,1
1492,3
1504,1
1301,2
1344,2
1319,1
1420,3
1582,9
1002,6
1559,1
1462,7
1414,8
1537,5
1455,9
1619,9
1667,2
1488,9
1442,5
1779,6
1801,9
1233,4
1581,1
1515
1439,2
1585,8
1488,8
1601,3
1646,8
1630,2
1720,7
2013,5
2051,2
1404,7
2015,9
1544,1
1816,6
1773,4
1577,4
1709,8
1810,2
1520,5
1798,6
1666,8
1730,4
1147,8
1777
1700
1907,4
1745,8
1771,6
1790,2
1958,7
1560,4
1752,1
2011,6
2082,8
1616,4
1846,1
1824,9
1711,3
1805
1737,6
1939,6
1711,4
1964,8
1864,4
1980,7
2226,7
1433,3
1960,7

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35973&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]0 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=35973&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35973&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 time0 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)119585.017580607Range1558.3Trim Var.86531.2268295085
V(Y[t],d=1,D=0)57697.2234588406Range1422.6Trim Var.28382.9039556488
V(Y[t],d=2,D=0)180043.477431814Range2403.8Trim Var.94400.487614995
V(Y[t],d=3,D=0)594128.897820926Range4700.9Trim Var.302601.274725591
V(Y[t],d=0,D=1)37258.3595359240Range856.3Trim Var.24633.3251943629
V(Y[t],d=1,D=1)31538.8476924894Range1113.7Trim Var.16161.0160548599
V(Y[t],d=2,D=1)90282.7691503831Range1992.2Trim Var.49178.9627882752
V(Y[t],d=3,D=1)301073.348911713Range3620.7Trim Var.163204.846003322
V(Y[t],d=0,D=2)115128.822084024Range1537Trim Var.78228.5696033058
V(Y[t],d=1,D=2)81673.540667153Range1376.6Trim Var.46266.6575623249
V(Y[t],d=2,D=2)216501.236330599Range2439Trim Var.124175.092058111
V(Y[t],d=3,D=2)697139.59763301Range4247Trim Var.406716.581663045

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 119585.017580607 & Range & 1558.3 & Trim Var. & 86531.2268295085 \tabularnewline
V(Y[t],d=1,D=0) & 57697.2234588406 & Range & 1422.6 & Trim Var. & 28382.9039556488 \tabularnewline
V(Y[t],d=2,D=0) & 180043.477431814 & Range & 2403.8 & Trim Var. & 94400.487614995 \tabularnewline
V(Y[t],d=3,D=0) & 594128.897820926 & Range & 4700.9 & Trim Var. & 302601.274725591 \tabularnewline
V(Y[t],d=0,D=1) & 37258.3595359240 & Range & 856.3 & Trim Var. & 24633.3251943629 \tabularnewline
V(Y[t],d=1,D=1) & 31538.8476924894 & Range & 1113.7 & Trim Var. & 16161.0160548599 \tabularnewline
V(Y[t],d=2,D=1) & 90282.7691503831 & Range & 1992.2 & Trim Var. & 49178.9627882752 \tabularnewline
V(Y[t],d=3,D=1) & 301073.348911713 & Range & 3620.7 & Trim Var. & 163204.846003322 \tabularnewline
V(Y[t],d=0,D=2) & 115128.822084024 & Range & 1537 & Trim Var. & 78228.5696033058 \tabularnewline
V(Y[t],d=1,D=2) & 81673.540667153 & Range & 1376.6 & Trim Var. & 46266.6575623249 \tabularnewline
V(Y[t],d=2,D=2) & 216501.236330599 & Range & 2439 & Trim Var. & 124175.092058111 \tabularnewline
V(Y[t],d=3,D=2) & 697139.59763301 & Range & 4247 & Trim Var. & 406716.581663045 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35973&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]119585.017580607[/C][C]Range[/C][C]1558.3[/C][C]Trim Var.[/C][C]86531.2268295085[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]57697.2234588406[/C][C]Range[/C][C]1422.6[/C][C]Trim Var.[/C][C]28382.9039556488[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]180043.477431814[/C][C]Range[/C][C]2403.8[/C][C]Trim Var.[/C][C]94400.487614995[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]594128.897820926[/C][C]Range[/C][C]4700.9[/C][C]Trim Var.[/C][C]302601.274725591[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]37258.3595359240[/C][C]Range[/C][C]856.3[/C][C]Trim Var.[/C][C]24633.3251943629[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]31538.8476924894[/C][C]Range[/C][C]1113.7[/C][C]Trim Var.[/C][C]16161.0160548599[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]90282.7691503831[/C][C]Range[/C][C]1992.2[/C][C]Trim Var.[/C][C]49178.9627882752[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]301073.348911713[/C][C]Range[/C][C]3620.7[/C][C]Trim Var.[/C][C]163204.846003322[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]115128.822084024[/C][C]Range[/C][C]1537[/C][C]Trim Var.[/C][C]78228.5696033058[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]81673.540667153[/C][C]Range[/C][C]1376.6[/C][C]Trim Var.[/C][C]46266.6575623249[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]216501.236330599[/C][C]Range[/C][C]2439[/C][C]Trim Var.[/C][C]124175.092058111[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]697139.59763301[/C][C]Range[/C][C]4247[/C][C]Trim Var.[/C][C]406716.581663045[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35973&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35973&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)119585.017580607Range1558.3Trim Var.86531.2268295085
V(Y[t],d=1,D=0)57697.2234588406Range1422.6Trim Var.28382.9039556488
V(Y[t],d=2,D=0)180043.477431814Range2403.8Trim Var.94400.487614995
V(Y[t],d=3,D=0)594128.897820926Range4700.9Trim Var.302601.274725591
V(Y[t],d=0,D=1)37258.3595359240Range856.3Trim Var.24633.3251943629
V(Y[t],d=1,D=1)31538.8476924894Range1113.7Trim Var.16161.0160548599
V(Y[t],d=2,D=1)90282.7691503831Range1992.2Trim Var.49178.9627882752
V(Y[t],d=3,D=1)301073.348911713Range3620.7Trim Var.163204.846003322
V(Y[t],d=0,D=2)115128.822084024Range1537Trim Var.78228.5696033058
V(Y[t],d=1,D=2)81673.540667153Range1376.6Trim Var.46266.6575623249
V(Y[t],d=2,D=2)216501.236330599Range2439Trim Var.124175.092058111
V(Y[t],d=3,D=2)697139.59763301Range4247Trim Var.406716.581663045


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')