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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 27 Nov 2008 15:45:11 -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/Nov/27/t12278259523lb8btm0ii65orr.htm/, Retrieved Mon, 20 May 2024 11:42:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25940, Retrieved Mon, 20 May 2024 11:42:13 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact141

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:40:39] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Random Walk Simul...] [2008-11-27 19:45:04] [58bf45a666dc5198906262e8815a9722]
F RMPD    [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-11-27 22:08:29] [58bf45a666dc5198906262e8815a9722]
- RM D        [Variance Reduction Matrix] [Variance Reductio...] [2008-11-27 22:45:11] [63db34dadd44fb018112addcdefe949f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
101
88
108
116
104
110
105
107
124
109
102
125
102
101
116
114
115
119
108
110
120
113
111
121
99
104
117
108
122
122
111
111
131
108
118
119
104
105
118
124
123
114
119
116
129
112
123
124
117
110
118
135
127
117
137
130
132
142
122
126

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25940&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25940&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25940&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)106.681073446328Range54Trim Var.63.399854862119
V(Y[t],d=1,D=0)136.110461718293Range46Trim Var.90.8250377073906
V(Y[t],d=2,D=0)394.17574107683Range79Trim Var.253.944489795918
V(Y[t],d=3,D=0)1201.56390977444Range152Trim Var.808.179607843137
V(Y[t],d=0,D=1)47.572695035461Range38Trim Var.22.0725900116144
V(Y[t],d=1,D=1)108.195189639223Range58Trim Var.53.7820512820513
V(Y[t],d=2,D=1)335.894202898551Range96Trim Var.174.163461538462
V(Y[t],d=3,D=1)1078.57272727273Range188Trim Var.536.944669365722
V(Y[t],d=0,D=2)76.9928571428571Range39Trim Var.41.7489919354839
V(Y[t],d=1,D=2)157.969747899160Range54Trim Var.86.189247311828
V(Y[t],d=2,D=2)486.200534759358Range92Trim Var.273.926436781609
V(Y[t],d=3,D=2)1589.04734848485Range166Trim Var.947.187192118227

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 106.681073446328 & Range & 54 & Trim Var. & 63.399854862119 \tabularnewline
V(Y[t],d=1,D=0) & 136.110461718293 & Range & 46 & Trim Var. & 90.8250377073906 \tabularnewline
V(Y[t],d=2,D=0) & 394.17574107683 & Range & 79 & Trim Var. & 253.944489795918 \tabularnewline
V(Y[t],d=3,D=0) & 1201.56390977444 & Range & 152 & Trim Var. & 808.179607843137 \tabularnewline
V(Y[t],d=0,D=1) & 47.572695035461 & Range & 38 & Trim Var. & 22.0725900116144 \tabularnewline
V(Y[t],d=1,D=1) & 108.195189639223 & Range & 58 & Trim Var. & 53.7820512820513 \tabularnewline
V(Y[t],d=2,D=1) & 335.894202898551 & Range & 96 & Trim Var. & 174.163461538462 \tabularnewline
V(Y[t],d=3,D=1) & 1078.57272727273 & Range & 188 & Trim Var. & 536.944669365722 \tabularnewline
V(Y[t],d=0,D=2) & 76.9928571428571 & Range & 39 & Trim Var. & 41.7489919354839 \tabularnewline
V(Y[t],d=1,D=2) & 157.969747899160 & Range & 54 & Trim Var. & 86.189247311828 \tabularnewline
V(Y[t],d=2,D=2) & 486.200534759358 & Range & 92 & Trim Var. & 273.926436781609 \tabularnewline
V(Y[t],d=3,D=2) & 1589.04734848485 & Range & 166 & Trim Var. & 947.187192118227 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25940&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]106.681073446328[/C][C]Range[/C][C]54[/C][C]Trim Var.[/C][C]63.399854862119[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]136.110461718293[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]90.8250377073906[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]394.17574107683[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]253.944489795918[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1201.56390977444[/C][C]Range[/C][C]152[/C][C]Trim Var.[/C][C]808.179607843137[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]47.572695035461[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]22.0725900116144[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]108.195189639223[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]53.7820512820513[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]335.894202898551[/C][C]Range[/C][C]96[/C][C]Trim Var.[/C][C]174.163461538462[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1078.57272727273[/C][C]Range[/C][C]188[/C][C]Trim Var.[/C][C]536.944669365722[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]76.9928571428571[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]41.7489919354839[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]157.969747899160[/C][C]Range[/C][C]54[/C][C]Trim Var.[/C][C]86.189247311828[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]486.200534759358[/C][C]Range[/C][C]92[/C][C]Trim Var.[/C][C]273.926436781609[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1589.04734848485[/C][C]Range[/C][C]166[/C][C]Trim Var.[/C][C]947.187192118227[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25940&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25940&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)106.681073446328Range54Trim Var.63.399854862119
V(Y[t],d=1,D=0)136.110461718293Range46Trim Var.90.8250377073906
V(Y[t],d=2,D=0)394.17574107683Range79Trim Var.253.944489795918
V(Y[t],d=3,D=0)1201.56390977444Range152Trim Var.808.179607843137
V(Y[t],d=0,D=1)47.572695035461Range38Trim Var.22.0725900116144
V(Y[t],d=1,D=1)108.195189639223Range58Trim Var.53.7820512820513
V(Y[t],d=2,D=1)335.894202898551Range96Trim Var.174.163461538462
V(Y[t],d=3,D=1)1078.57272727273Range188Trim Var.536.944669365722
V(Y[t],d=0,D=2)76.9928571428571Range39Trim Var.41.7489919354839
V(Y[t],d=1,D=2)157.969747899160Range54Trim Var.86.189247311828
V(Y[t],d=2,D=2)486.200534759358Range92Trim Var.273.926436781609
V(Y[t],d=3,D=2)1589.04734848485Range166Trim Var.947.187192118227


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')