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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 computationSun, 06 Jan 2008 05:55:38 -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/Jan/06/t1199624291oqrzlt4xf64okoi.htm/, Retrieved Sun, 05 May 2024 04:46:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7785, Retrieved Sun, 05 May 2024 04:46:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact219

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 Goudprijs] [2008-01-06 12:55:38] [fea8286ffce1c0d00dd375fb36de4323] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10511
10812
10738
10171
9721
9897
9828
9924
10371
10846
10413
10709
10662
10570
10297
10635
10872
10296
10383
10431
10574
10653
10805
10872
10625
10407
10463
10556
10646
10702
11353
11346
11451
11964
12574
13031
13812
14544
14931
14886
16005
17064
15168
16050
15839
15137
14954
15648
15305
15579
16348
15928
16171
15937
15713
15594
15683
16438
17032
17696

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7785&T=0

[TABLE]
[ROW][C]Summary of compuational 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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7785&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7785&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)6664038.08446328Range7975Trim Var.5759366.35394829
V(Y[t],d=1,D=0)244127.278199883Range3015Trim Var.124196.360667634
V(Y[t],d=2,D=0)529813.668784029Range5733Trim Var.176631.705505279
V(Y[t],d=3,D=0)1632990.19423559Range9604Trim Var.507773.983529412
V(Y[t],d=0,D=1)3120703.74069149Range7489Trim Var.2000518.10917538
V(Y[t],d=1,D=1)623213.583718779Range4219Trim Var.323535.828048781
V(Y[t],d=2,D=1)1379539.56570048Range6986Trim Var.460806.789102564
V(Y[t],d=3,D=1)4208408.23434343Range12624Trim Var.1140845.30904184
V(Y[t],d=0,D=2)10294745.1515873Range13445Trim Var.6773304.15725806
V(Y[t],d=1,D=2)2110510.22184874Range7330Trim Var.1058660.40645161
V(Y[t],d=2,D=2)4608959.42602496Range12624Trim Var.1506734.04712644
V(Y[t],d=3,D=2)13951691.6893939Range21239Trim Var.4583807.74876847

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6664038.08446328 & Range & 7975 & Trim Var. & 5759366.35394829 \tabularnewline
V(Y[t],d=1,D=0) & 244127.278199883 & Range & 3015 & Trim Var. & 124196.360667634 \tabularnewline
V(Y[t],d=2,D=0) & 529813.668784029 & Range & 5733 & Trim Var. & 176631.705505279 \tabularnewline
V(Y[t],d=3,D=0) & 1632990.19423559 & Range & 9604 & Trim Var. & 507773.983529412 \tabularnewline
V(Y[t],d=0,D=1) & 3120703.74069149 & Range & 7489 & Trim Var. & 2000518.10917538 \tabularnewline
V(Y[t],d=1,D=1) & 623213.583718779 & Range & 4219 & Trim Var. & 323535.828048781 \tabularnewline
V(Y[t],d=2,D=1) & 1379539.56570048 & Range & 6986 & Trim Var. & 460806.789102564 \tabularnewline
V(Y[t],d=3,D=1) & 4208408.23434343 & Range & 12624 & Trim Var. & 1140845.30904184 \tabularnewline
V(Y[t],d=0,D=2) & 10294745.1515873 & Range & 13445 & Trim Var. & 6773304.15725806 \tabularnewline
V(Y[t],d=1,D=2) & 2110510.22184874 & Range & 7330 & Trim Var. & 1058660.40645161 \tabularnewline
V(Y[t],d=2,D=2) & 4608959.42602496 & Range & 12624 & Trim Var. & 1506734.04712644 \tabularnewline
V(Y[t],d=3,D=2) & 13951691.6893939 & Range & 21239 & Trim Var. & 4583807.74876847 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7785&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6664038.08446328[/C][C]Range[/C][C]7975[/C][C]Trim Var.[/C][C]5759366.35394829[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]244127.278199883[/C][C]Range[/C][C]3015[/C][C]Trim Var.[/C][C]124196.360667634[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]529813.668784029[/C][C]Range[/C][C]5733[/C][C]Trim Var.[/C][C]176631.705505279[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1632990.19423559[/C][C]Range[/C][C]9604[/C][C]Trim Var.[/C][C]507773.983529412[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3120703.74069149[/C][C]Range[/C][C]7489[/C][C]Trim Var.[/C][C]2000518.10917538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]623213.583718779[/C][C]Range[/C][C]4219[/C][C]Trim Var.[/C][C]323535.828048781[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1379539.56570048[/C][C]Range[/C][C]6986[/C][C]Trim Var.[/C][C]460806.789102564[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4208408.23434343[/C][C]Range[/C][C]12624[/C][C]Trim Var.[/C][C]1140845.30904184[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]10294745.1515873[/C][C]Range[/C][C]13445[/C][C]Trim Var.[/C][C]6773304.15725806[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2110510.22184874[/C][C]Range[/C][C]7330[/C][C]Trim Var.[/C][C]1058660.40645161[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4608959.42602496[/C][C]Range[/C][C]12624[/C][C]Trim Var.[/C][C]1506734.04712644[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]13951691.6893939[/C][C]Range[/C][C]21239[/C][C]Trim Var.[/C][C]4583807.74876847[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7785&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7785&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)6664038.08446328Range7975Trim Var.5759366.35394829
V(Y[t],d=1,D=0)244127.278199883Range3015Trim Var.124196.360667634
V(Y[t],d=2,D=0)529813.668784029Range5733Trim Var.176631.705505279
V(Y[t],d=3,D=0)1632990.19423559Range9604Trim Var.507773.983529412
V(Y[t],d=0,D=1)3120703.74069149Range7489Trim Var.2000518.10917538
V(Y[t],d=1,D=1)623213.583718779Range4219Trim Var.323535.828048781
V(Y[t],d=2,D=1)1379539.56570048Range6986Trim Var.460806.789102564
V(Y[t],d=3,D=1)4208408.23434343Range12624Trim Var.1140845.30904184
V(Y[t],d=0,D=2)10294745.1515873Range13445Trim Var.6773304.15725806
V(Y[t],d=1,D=2)2110510.22184874Range7330Trim Var.1058660.40645161
V(Y[t],d=2,D=2)4608959.42602496Range12624Trim Var.1506734.04712644
V(Y[t],d=3,D=2)13951691.6893939Range21239Trim Var.4583807.74876847


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')