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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 computationTue, 23 Dec 2008 09:24:32 -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/23/t1230049498cvkrxskrdjz5hjy.htm/, Retrieved Fri, 17 May 2024 03:20:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36345, Retrieved Fri, 17 May 2024 03:20:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact180

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...] [2008-12-21 15:47:07] [005278dde49cfd8c32bf201feaeb19d6]
-    D    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-23 16:24:32] [44fbdf1868a3b8f737edae4578b93508] [Current]
-  M D      [Variance Reduction Matrix] [Variance Reductio...] [2009-12-19 17:02:02] [4b453aa14d54730625f8d3de5f1f6d82]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
621
604
584
574
555
545
599
620
608
590
579
580
579
572
560
551
537
541
588
607
599
578
563
566
561
554
540
526
512
505
554
584
569
540
522
526
527
516
503
489
479
475
524
552
532
511
492
492
493
481
462
457
442
439
488
521
501
485
464
460
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36345&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36345&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36345&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)2427.42790113113Range198Trim Var.1769.88572620165
V(Y[t],d=1,D=0)381.902257872846Range94Trim Var.204.426041219407
V(Y[t],d=2,D=0)529.841417268662Range121Trim Var.253.648776298841
V(Y[t],d=3,D=0)1179.78943011502Range179Trim Var.559.213888888889
V(Y[t],d=0,D=1)1057.76755638727Range133Trim Var.756.329032258065
V(Y[t],d=1,D=1)51.0344620916991Range41Trim Var.22.0244546809375
V(Y[t],d=2,D=1)102.720972644377Range61Trim Var.48.848194055711
V(Y[t],d=3,D=1)307.230010277492Range109Trim Var.168.194603174603
V(Y[t],d=0,D=2)782.015502055197Range132Trim Var.504.786177424108
V(Y[t],d=1,D=2)126.089683959451Range63Trim Var.58.2509703462195
V(Y[t],d=2,D=2)260.808502906977Range93Trim Var.145.519950318274
V(Y[t],d=3,D=2)763.466289370079Range136Trim Var.433.239559074678

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2427.42790113113 & Range & 198 & Trim Var. & 1769.88572620165 \tabularnewline
V(Y[t],d=1,D=0) & 381.902257872846 & Range & 94 & Trim Var. & 204.426041219407 \tabularnewline
V(Y[t],d=2,D=0) & 529.841417268662 & Range & 121 & Trim Var. & 253.648776298841 \tabularnewline
V(Y[t],d=3,D=0) & 1179.78943011502 & Range & 179 & Trim Var. & 559.213888888889 \tabularnewline
V(Y[t],d=0,D=1) & 1057.76755638727 & Range & 133 & Trim Var. & 756.329032258065 \tabularnewline
V(Y[t],d=1,D=1) & 51.0344620916991 & Range & 41 & Trim Var. & 22.0244546809375 \tabularnewline
V(Y[t],d=2,D=1) & 102.720972644377 & Range & 61 & Trim Var. & 48.848194055711 \tabularnewline
V(Y[t],d=3,D=1) & 307.230010277492 & Range & 109 & Trim Var. & 168.194603174603 \tabularnewline
V(Y[t],d=0,D=2) & 782.015502055197 & Range & 132 & Trim Var. & 504.786177424108 \tabularnewline
V(Y[t],d=1,D=2) & 126.089683959451 & Range & 63 & Trim Var. & 58.2509703462195 \tabularnewline
V(Y[t],d=2,D=2) & 260.808502906977 & Range & 93 & Trim Var. & 145.519950318274 \tabularnewline
V(Y[t],d=3,D=2) & 763.466289370079 & Range & 136 & Trim Var. & 433.239559074678 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36345&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2427.42790113113[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]1769.88572620165[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]381.902257872846[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]204.426041219407[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]529.841417268662[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]253.648776298841[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1179.78943011502[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]559.213888888889[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1057.76755638727[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]756.329032258065[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]51.0344620916991[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]22.0244546809375[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]102.720972644377[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]48.848194055711[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]307.230010277492[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]168.194603174603[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]782.015502055197[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]504.786177424108[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]126.089683959451[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]58.2509703462195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]260.808502906977[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]145.519950318274[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]763.466289370079[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]433.239559074678[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36345&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36345&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)2427.42790113113Range198Trim Var.1769.88572620165
V(Y[t],d=1,D=0)381.902257872846Range94Trim Var.204.426041219407
V(Y[t],d=2,D=0)529.841417268662Range121Trim Var.253.648776298841
V(Y[t],d=3,D=0)1179.78943011502Range179Trim Var.559.213888888889
V(Y[t],d=0,D=1)1057.76755638727Range133Trim Var.756.329032258065
V(Y[t],d=1,D=1)51.0344620916991Range41Trim Var.22.0244546809375
V(Y[t],d=2,D=1)102.720972644377Range61Trim Var.48.848194055711
V(Y[t],d=3,D=1)307.230010277492Range109Trim Var.168.194603174603
V(Y[t],d=0,D=2)782.015502055197Range132Trim Var.504.786177424108
V(Y[t],d=1,D=2)126.089683959451Range63Trim Var.58.2509703462195
V(Y[t],d=2,D=2)260.808502906977Range93Trim Var.145.519950318274
V(Y[t],d=3,D=2)763.466289370079Range136Trim Var.433.239559074678


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')