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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 08:15:45 -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/t12299589924rrmnx3e6s6evhu.htm/, Retrieved Mon, 13 May 2024 19:55:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36095, Retrieved Mon, 13 May 2024 19:55:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact134

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] [] [2008-12-22 15:15:45] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9,2
9,1
9,1
9,1
9,1
9,2
9,3
9,3
9,3
9,3
9,3
9,4
9,4
9,4
9,5
9,5
9,4
9,4
9,3
9,4
9,4
9,2
9,1
9,1
9,1
9,1
9
8,9
8,8
8,7
8,5
8,3
8,1
7,8
7,6
7,5
7,4
7,3
7,1
6,9
6,8
6,8
6,8
6,9
6,7
6,6
6,5
6,4
6,3
6,3
6,3
6,5
6,6
6,5
6,4
6,5
6,7
7,1
7,1
7,2
7,2
7,3
7,3
7,3
7,4
7,4
7,6
7,6
7,6
7,7
7,8
7,9
8,1
8,1
8,1
8,2
8,2
8,2
8,2
8,2
8,2
8,3
8,3
8,4
8,4
8,4
8,3
8
8
8,2
8,6
8,7
8,7
8,5
8,4
8,4
8,4
8,5
8,5
8,5
8,5
8,5
8,4
8,4
8,4
8,5
8,5
8,6
8,6
8,6
8,5
8,4
8,4
8,3
8,2
8,1
8,2
8,1
8
7,9
7,8
7,7
7,7
7,9
7,8
7,6
7,4
7,3
7,1
7,1
7
7

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=36095&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=36095&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36095&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)0.776536548693037Range3.2Trim Var.0.533969880453346
V(Y[t],d=1,D=0)0.0134081033470346Range0.700000000000001Trim Var.0.0063499456606117
V(Y[t],d=2,D=0)0.0140304114490161Range0.7Trim Var.0.00567930079612321
V(Y[t],d=3,D=0)0.0356249999999999Range1.1Trim Var.0.0178730010867877
V(Y[t],d=0,D=1)0.613859243697479Range3.2Trim Var.0.418698642214777
V(Y[t],d=1,D=1)0.0272867112946873Range1Trim Var.0.0136747529200359
V(Y[t],d=2,D=1)0.0326495726495726Range0.800000000000002Trim Var.0.0194025392083644
V(Y[t],d=3,D=1)0.0821544356027113Range1.30000000000000Trim Var.0.051784914115011
V(Y[t],d=0,D=2)0.806053132571824Range3.5Trim Var.0.551140350877193
V(Y[t],d=1,D=2)0.082350555457591Range1.6Trim Var.0.040050331731869
V(Y[t],d=2,D=2)0.107604672057502Range1.5Trim Var.0.0692379616643289
V(Y[t],d=3,D=2)0.271716117216117Range2.40000000000001Trim Var.0.170652173913043

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.776536548693037 & Range & 3.2 & Trim Var. & 0.533969880453346 \tabularnewline
V(Y[t],d=1,D=0) & 0.0134081033470346 & Range & 0.700000000000001 & Trim Var. & 0.0063499456606117 \tabularnewline
V(Y[t],d=2,D=0) & 0.0140304114490161 & Range & 0.7 & Trim Var. & 0.00567930079612321 \tabularnewline
V(Y[t],d=3,D=0) & 0.0356249999999999 & Range & 1.1 & Trim Var. & 0.0178730010867877 \tabularnewline
V(Y[t],d=0,D=1) & 0.613859243697479 & Range & 3.2 & Trim Var. & 0.418698642214777 \tabularnewline
V(Y[t],d=1,D=1) & 0.0272867112946873 & Range & 1 & Trim Var. & 0.0136747529200359 \tabularnewline
V(Y[t],d=2,D=1) & 0.0326495726495726 & Range & 0.800000000000002 & Trim Var. & 0.0194025392083644 \tabularnewline
V(Y[t],d=3,D=1) & 0.0821544356027113 & Range & 1.30000000000000 & Trim Var. & 0.051784914115011 \tabularnewline
V(Y[t],d=0,D=2) & 0.806053132571824 & Range & 3.5 & Trim Var. & 0.551140350877193 \tabularnewline
V(Y[t],d=1,D=2) & 0.082350555457591 & Range & 1.6 & Trim Var. & 0.040050331731869 \tabularnewline
V(Y[t],d=2,D=2) & 0.107604672057502 & Range & 1.5 & Trim Var. & 0.0692379616643289 \tabularnewline
V(Y[t],d=3,D=2) & 0.271716117216117 & Range & 2.40000000000001 & Trim Var. & 0.170652173913043 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36095&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.776536548693037[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.533969880453346[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0134081033470346[/C][C]Range[/C][C]0.700000000000001[/C][C]Trim Var.[/C][C]0.0063499456606117[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0140304114490161[/C][C]Range[/C][C]0.7[/C][C]Trim Var.[/C][C]0.00567930079612321[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0356249999999999[/C][C]Range[/C][C]1.1[/C][C]Trim Var.[/C][C]0.0178730010867877[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.613859243697479[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.418698642214777[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0272867112946873[/C][C]Range[/C][C]1[/C][C]Trim Var.[/C][C]0.0136747529200359[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0326495726495726[/C][C]Range[/C][C]0.800000000000002[/C][C]Trim Var.[/C][C]0.0194025392083644[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0821544356027113[/C][C]Range[/C][C]1.30000000000000[/C][C]Trim Var.[/C][C]0.051784914115011[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.806053132571824[/C][C]Range[/C][C]3.5[/C][C]Trim Var.[/C][C]0.551140350877193[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.082350555457591[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.040050331731869[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.107604672057502[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0692379616643289[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.271716117216117[/C][C]Range[/C][C]2.40000000000001[/C][C]Trim Var.[/C][C]0.170652173913043[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36095&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36095&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)0.776536548693037Range3.2Trim Var.0.533969880453346
V(Y[t],d=1,D=0)0.0134081033470346Range0.700000000000001Trim Var.0.0063499456606117
V(Y[t],d=2,D=0)0.0140304114490161Range0.7Trim Var.0.00567930079612321
V(Y[t],d=3,D=0)0.0356249999999999Range1.1Trim Var.0.0178730010867877
V(Y[t],d=0,D=1)0.613859243697479Range3.2Trim Var.0.418698642214777
V(Y[t],d=1,D=1)0.0272867112946873Range1Trim Var.0.0136747529200359
V(Y[t],d=2,D=1)0.0326495726495726Range0.800000000000002Trim Var.0.0194025392083644
V(Y[t],d=3,D=1)0.0821544356027113Range1.30000000000000Trim Var.0.051784914115011
V(Y[t],d=0,D=2)0.806053132571824Range3.5Trim Var.0.551140350877193
V(Y[t],d=1,D=2)0.082350555457591Range1.6Trim Var.0.040050331731869
V(Y[t],d=2,D=2)0.107604672057502Range1.5Trim Var.0.0692379616643289
V(Y[t],d=3,D=2)0.271716117216117Range2.40000000000001Trim Var.0.170652173913043


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')