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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 13:40:45 -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/Jan/06/t1199651976bqrgf2nky8sienv.htm/, Retrieved Sun, 05 May 2024 08:34:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7890, Retrieved Sun, 05 May 2024 08:34:04 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsInducing time seris Q2 WL
Estimated Impact172

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Central Tendency] [WS2 - Robustness ...] [2007-10-20 13:06:37] [5343e105a400b9e32bf6f011133bbaf4]
- RM D    [Variance Reduction Matrix] [CVWS7WLQ2] [2008-01-06 20:40:45] [b523c8d839cc24a05ea912c062a47207] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
13,5
16,2
17,6
15,8
17,6
15,2
15,9
12,0
13,3
14,8
16,1
16,9
17,6
13,9
10,0
7,6
7,1
8,1
8,1
7,7
4,0
1,4
0,3
-1,0
-1,9
-1,5
-0,2
3,4
3,0
4,1
3,4
3,2
6,1
5,8
6,2
5,8
5,9
6,7
5,9
3,8
1,7
1,4
1,8
3,0
3,6
4,8
4,3
4,2
2,9
4,9
7,2
8,7
9,1
8,9
9,0
11,6
9,6
9,1
9,2
10,8
11,0
8,5
6,5
7,2
7,8
8,7
7,8
7,5
7,7
7,5
8,3
7,9
10,4
11,5
14,0
11,9
11,9
10,3
11,3
9,9
8,9
9,2
8,8
6,7
7,1
6,6
7,2
5,0
5,3
6,3

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=7890&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=7890&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7890&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)20.7222084893883Range19.5Trim Var.12.9775806962025
V(Y[t],d=1,D=0)2.49701736465781Range7.5Trim Var.1.39411921411921
V(Y[t],d=2,D=0)4.12525470219436Range9.8Trim Var.2.44501498501499
V(Y[t],d=3,D=0)12.2569072440524Range17.6Trim Var.6.92824675324676
V(Y[t],d=0,D=1)39.6839893439893Range28.1Trim Var.24.1241014492754
V(Y[t],d=1,D=1)6.96892002734108Range13Trim Var.4.06135976129582
V(Y[t],d=2,D=1)8.60178947368421Range14.9Trim Var.4.70297629499561
V(Y[t],d=3,D=1)23.0105513513514Range22.2Trim Var.14.5086657620986
V(Y[t],d=0,D=2)100.200067599068Range50.9Trim Var.54.2401966122202
V(Y[t],d=1,D=2)22.5027403846154Range23.3Trim Var.12.0925
V(Y[t],d=2,D=2)23.3349900793651Range25.7Trim Var.11.8142727272727
V(Y[t],d=3,D=2)57.3409677419355Range38.3Trim Var.32.0381683501684

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 20.7222084893883 & Range & 19.5 & Trim Var. & 12.9775806962025 \tabularnewline
V(Y[t],d=1,D=0) & 2.49701736465781 & Range & 7.5 & Trim Var. & 1.39411921411921 \tabularnewline
V(Y[t],d=2,D=0) & 4.12525470219436 & Range & 9.8 & Trim Var. & 2.44501498501499 \tabularnewline
V(Y[t],d=3,D=0) & 12.2569072440524 & Range & 17.6 & Trim Var. & 6.92824675324676 \tabularnewline
V(Y[t],d=0,D=1) & 39.6839893439893 & Range & 28.1 & Trim Var. & 24.1241014492754 \tabularnewline
V(Y[t],d=1,D=1) & 6.96892002734108 & Range & 13 & Trim Var. & 4.06135976129582 \tabularnewline
V(Y[t],d=2,D=1) & 8.60178947368421 & Range & 14.9 & Trim Var. & 4.70297629499561 \tabularnewline
V(Y[t],d=3,D=1) & 23.0105513513514 & Range & 22.2 & Trim Var. & 14.5086657620986 \tabularnewline
V(Y[t],d=0,D=2) & 100.200067599068 & Range & 50.9 & Trim Var. & 54.2401966122202 \tabularnewline
V(Y[t],d=1,D=2) & 22.5027403846154 & Range & 23.3 & Trim Var. & 12.0925 \tabularnewline
V(Y[t],d=2,D=2) & 23.3349900793651 & Range & 25.7 & Trim Var. & 11.8142727272727 \tabularnewline
V(Y[t],d=3,D=2) & 57.3409677419355 & Range & 38.3 & Trim Var. & 32.0381683501684 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7890&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]20.7222084893883[/C][C]Range[/C][C]19.5[/C][C]Trim Var.[/C][C]12.9775806962025[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.49701736465781[/C][C]Range[/C][C]7.5[/C][C]Trim Var.[/C][C]1.39411921411921[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]4.12525470219436[/C][C]Range[/C][C]9.8[/C][C]Trim Var.[/C][C]2.44501498501499[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]12.2569072440524[/C][C]Range[/C][C]17.6[/C][C]Trim Var.[/C][C]6.92824675324676[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]39.6839893439893[/C][C]Range[/C][C]28.1[/C][C]Trim Var.[/C][C]24.1241014492754[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6.96892002734108[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]4.06135976129582[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]8.60178947368421[/C][C]Range[/C][C]14.9[/C][C]Trim Var.[/C][C]4.70297629499561[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]23.0105513513514[/C][C]Range[/C][C]22.2[/C][C]Trim Var.[/C][C]14.5086657620986[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]100.200067599068[/C][C]Range[/C][C]50.9[/C][C]Trim Var.[/C][C]54.2401966122202[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]22.5027403846154[/C][C]Range[/C][C]23.3[/C][C]Trim Var.[/C][C]12.0925[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]23.3349900793651[/C][C]Range[/C][C]25.7[/C][C]Trim Var.[/C][C]11.8142727272727[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]57.3409677419355[/C][C]Range[/C][C]38.3[/C][C]Trim Var.[/C][C]32.0381683501684[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7890&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7890&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)20.7222084893883Range19.5Trim Var.12.9775806962025
V(Y[t],d=1,D=0)2.49701736465781Range7.5Trim Var.1.39411921411921
V(Y[t],d=2,D=0)4.12525470219436Range9.8Trim Var.2.44501498501499
V(Y[t],d=3,D=0)12.2569072440524Range17.6Trim Var.6.92824675324676
V(Y[t],d=0,D=1)39.6839893439893Range28.1Trim Var.24.1241014492754
V(Y[t],d=1,D=1)6.96892002734108Range13Trim Var.4.06135976129582
V(Y[t],d=2,D=1)8.60178947368421Range14.9Trim Var.4.70297629499561
V(Y[t],d=3,D=1)23.0105513513514Range22.2Trim Var.14.5086657620986
V(Y[t],d=0,D=2)100.200067599068Range50.9Trim Var.54.2401966122202
V(Y[t],d=1,D=2)22.5027403846154Range23.3Trim Var.12.0925
V(Y[t],d=2,D=2)23.3349900793651Range25.7Trim Var.11.8142727272727
V(Y[t],d=3,D=2)57.3409677419355Range38.3Trim Var.32.0381683501684


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
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')