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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 13:42:31 -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/t11996521116q2mfvw5vq4zptl.htm/, Retrieved Sun, 05 May 2024 05:17:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7892, Retrieved Sun, 05 May 2024 05:17:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsInducing time seris Q2 TI
Estimated Impact167

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] [CVWS7TIQ2] [2008-01-06 20:42:31] [b523c8d839cc24a05ea912c062a47207] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-12.7
-2.4
7.1
-3.9
9.5
5
-16.1
-10.8
7
13.6
8.1
-8.1
4.9
-0.8
4.3
4
1.5
5.4
-11.3
-16.4
-2
8.9
-7.2
-18
1.3
6.3
-6
2.8
2
5.1
-7.6
-18.6
5.8
20.3
0.7
-11.2
-5.7
-0.1
3.4
3.3
-1.2
4.2
-8.8
-25.3
8.5
14.5
-3.1
-10.4
-2.9
0.3
22.6
15.4
9
29.1
2.8
-3.8
27.7
28.9
26.5
19.8
13.2
14.1
34.1
30
21.8
32.1
5.3
3
17.1
26.3
38.1
19.5
38
35.5
78.6
62.2
76.9
104.9
32.2
42.5
64.3
74.9
75.4
43
58.7
55.4
76.6
63.3
78.9
82.7

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7892&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7892&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7892&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)774.832504369538Range130.2Trim Var.492.091639240506
V(Y[t],d=1,D=0)270.067497446374Range115.8Trim Var.130.027335280753
V(Y[t],d=2,D=0)685.835056165099Range183.7Trim Var.337.708331668332
V(Y[t],d=3,D=0)2067.68150227212Range297.7Trim Var.1048.70997607656
V(Y[t],d=0,D=1)292.559993339993Range95Trim Var.159.242734989648
V(Y[t],d=1,D=1)139.147737525632Range71Trim Var.71.2929302019315
V(Y[t],d=2,D=1)365.061270175439Range122.1Trim Var.197.364287652646
V(Y[t],d=3,D=1)1158.83501981982Range187.6Trim Var.654.184360018091
V(Y[t],d=0,D=2)656.139937062937Range164.8Trim Var.260.730214761041
V(Y[t],d=1,D=2)305.409197115385Range84.6Trim Var.158.454078947368
V(Y[t],d=2,D=2)726.220783730159Range133.3Trim Var.414.611792207792
V(Y[t],d=3,D=2)2300.60866359447Range224.4Trim Var.1312.71573737374

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 774.832504369538 & Range & 130.2 & Trim Var. & 492.091639240506 \tabularnewline
V(Y[t],d=1,D=0) & 270.067497446374 & Range & 115.8 & Trim Var. & 130.027335280753 \tabularnewline
V(Y[t],d=2,D=0) & 685.835056165099 & Range & 183.7 & Trim Var. & 337.708331668332 \tabularnewline
V(Y[t],d=3,D=0) & 2067.68150227212 & Range & 297.7 & Trim Var. & 1048.70997607656 \tabularnewline
V(Y[t],d=0,D=1) & 292.559993339993 & Range & 95 & Trim Var. & 159.242734989648 \tabularnewline
V(Y[t],d=1,D=1) & 139.147737525632 & Range & 71 & Trim Var. & 71.2929302019315 \tabularnewline
V(Y[t],d=2,D=1) & 365.061270175439 & Range & 122.1 & Trim Var. & 197.364287652646 \tabularnewline
V(Y[t],d=3,D=1) & 1158.83501981982 & Range & 187.6 & Trim Var. & 654.184360018091 \tabularnewline
V(Y[t],d=0,D=2) & 656.139937062937 & Range & 164.8 & Trim Var. & 260.730214761041 \tabularnewline
V(Y[t],d=1,D=2) & 305.409197115385 & Range & 84.6 & Trim Var. & 158.454078947368 \tabularnewline
V(Y[t],d=2,D=2) & 726.220783730159 & Range & 133.3 & Trim Var. & 414.611792207792 \tabularnewline
V(Y[t],d=3,D=2) & 2300.60866359447 & Range & 224.4 & Trim Var. & 1312.71573737374 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7892&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]774.832504369538[/C][C]Range[/C][C]130.2[/C][C]Trim Var.[/C][C]492.091639240506[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]270.067497446374[/C][C]Range[/C][C]115.8[/C][C]Trim Var.[/C][C]130.027335280753[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]685.835056165099[/C][C]Range[/C][C]183.7[/C][C]Trim Var.[/C][C]337.708331668332[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2067.68150227212[/C][C]Range[/C][C]297.7[/C][C]Trim Var.[/C][C]1048.70997607656[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]292.559993339993[/C][C]Range[/C][C]95[/C][C]Trim Var.[/C][C]159.242734989648[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]139.147737525632[/C][C]Range[/C][C]71[/C][C]Trim Var.[/C][C]71.2929302019315[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]365.061270175439[/C][C]Range[/C][C]122.1[/C][C]Trim Var.[/C][C]197.364287652646[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1158.83501981982[/C][C]Range[/C][C]187.6[/C][C]Trim Var.[/C][C]654.184360018091[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]656.139937062937[/C][C]Range[/C][C]164.8[/C][C]Trim Var.[/C][C]260.730214761041[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]305.409197115385[/C][C]Range[/C][C]84.6[/C][C]Trim Var.[/C][C]158.454078947368[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]726.220783730159[/C][C]Range[/C][C]133.3[/C][C]Trim Var.[/C][C]414.611792207792[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2300.60866359447[/C][C]Range[/C][C]224.4[/C][C]Trim Var.[/C][C]1312.71573737374[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7892&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7892&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)774.832504369538Range130.2Trim Var.492.091639240506
V(Y[t],d=1,D=0)270.067497446374Range115.8Trim Var.130.027335280753
V(Y[t],d=2,D=0)685.835056165099Range183.7Trim Var.337.708331668332
V(Y[t],d=3,D=0)2067.68150227212Range297.7Trim Var.1048.70997607656
V(Y[t],d=0,D=1)292.559993339993Range95Trim Var.159.242734989648
V(Y[t],d=1,D=1)139.147737525632Range71Trim Var.71.2929302019315
V(Y[t],d=2,D=1)365.061270175439Range122.1Trim Var.197.364287652646
V(Y[t],d=3,D=1)1158.83501981982Range187.6Trim Var.654.184360018091
V(Y[t],d=0,D=2)656.139937062937Range164.8Trim Var.260.730214761041
V(Y[t],d=1,D=2)305.409197115385Range84.6Trim Var.158.454078947368
V(Y[t],d=2,D=2)726.220783730159Range133.3Trim Var.414.611792207792
V(Y[t],d=3,D=2)2300.60866359447Range224.4Trim Var.1312.71573737374


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')