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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 computationTue, 01 Dec 2009 04:18:40 -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/2009/Dec/01/t1259666364j03auva4qquc6xb.htm/, Retrieved Thu, 25 Apr 2024 22:00:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61985, Retrieved Thu, 25 Apr 2024 22:00:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact135

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D          [Variance Reduction Matrix] [] [2009-12-01 11:18:40] [54f12ba6dfaf5b88c7c2745223d9c32f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
20366
22782
19169
13807
29743
25591
29096
26482
22405
27044
17970
18730
19684
19785
18479
10698
31956
29506
34506
27165
26736
23691
18157
17328
18205
20995
17382
9367
31124
26551
30651
25859
25100
25778
20418
18688
20424
24776
19814
12738
31566
30111
30019
31934
25826
26835
20205
17789
20520
22518
15572
11509
25447
24090
27786
26195
20516
22759
19028
16971
20036

Tables (Output of Computation)





Summary of computational 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 computational 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=61985&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]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=61985&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61985&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)32711376.647541Range25139Trim Var.19732459.6516691
V(Y[t],d=1,D=0)44928600.6271186Range30831Trim Var.21474256.9577219
V(Y[t],d=2,D=0)124578734.344828Range56102Trim Var.60665733.3439768
V(Y[t],d=3,D=0)411865695.072293Range91616Trim Var.229186794.437406
V(Y[t],d=0,D=1)8580519.94557823Range12194Trim Var.5261160.42081949
V(Y[t],d=1,D=1)8451725.55851064Range14391Trim Var.4826373.00348432
V(Y[t],d=2,D=1)27062257.0185014Range23280Trim Var.14839959.8475610
V(Y[t],d=3,D=1)97990619.5328502Range45511Trim Var.53128084.3275641
V(Y[t],d=0,D=2)22821676.2432432Range19195Trim Var.15789868.3825758
V(Y[t],d=1,D=2)19147155.9134921Range21620Trim Var.11173269.8669355
V(Y[t],d=2,D=2)59265068.5966387Range34184Trim Var.32458550.1225806
V(Y[t],d=3,D=2)212862408.213904Range64342Trim Var.116724130.919540

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 32711376.647541 & Range & 25139 & Trim Var. & 19732459.6516691 \tabularnewline
V(Y[t],d=1,D=0) & 44928600.6271186 & Range & 30831 & Trim Var. & 21474256.9577219 \tabularnewline
V(Y[t],d=2,D=0) & 124578734.344828 & Range & 56102 & Trim Var. & 60665733.3439768 \tabularnewline
V(Y[t],d=3,D=0) & 411865695.072293 & Range & 91616 & Trim Var. & 229186794.437406 \tabularnewline
V(Y[t],d=0,D=1) & 8580519.94557823 & Range & 12194 & Trim Var. & 5261160.42081949 \tabularnewline
V(Y[t],d=1,D=1) & 8451725.55851064 & Range & 14391 & Trim Var. & 4826373.00348432 \tabularnewline
V(Y[t],d=2,D=1) & 27062257.0185014 & Range & 23280 & Trim Var. & 14839959.8475610 \tabularnewline
V(Y[t],d=3,D=1) & 97990619.5328502 & Range & 45511 & Trim Var. & 53128084.3275641 \tabularnewline
V(Y[t],d=0,D=2) & 22821676.2432432 & Range & 19195 & Trim Var. & 15789868.3825758 \tabularnewline
V(Y[t],d=1,D=2) & 19147155.9134921 & Range & 21620 & Trim Var. & 11173269.8669355 \tabularnewline
V(Y[t],d=2,D=2) & 59265068.5966387 & Range & 34184 & Trim Var. & 32458550.1225806 \tabularnewline
V(Y[t],d=3,D=2) & 212862408.213904 & Range & 64342 & Trim Var. & 116724130.919540 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61985&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]32711376.647541[/C][C]Range[/C][C]25139[/C][C]Trim Var.[/C][C]19732459.6516691[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]44928600.6271186[/C][C]Range[/C][C]30831[/C][C]Trim Var.[/C][C]21474256.9577219[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]124578734.344828[/C][C]Range[/C][C]56102[/C][C]Trim Var.[/C][C]60665733.3439768[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]411865695.072293[/C][C]Range[/C][C]91616[/C][C]Trim Var.[/C][C]229186794.437406[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8580519.94557823[/C][C]Range[/C][C]12194[/C][C]Trim Var.[/C][C]5261160.42081949[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8451725.55851064[/C][C]Range[/C][C]14391[/C][C]Trim Var.[/C][C]4826373.00348432[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]27062257.0185014[/C][C]Range[/C][C]23280[/C][C]Trim Var.[/C][C]14839959.8475610[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]97990619.5328502[/C][C]Range[/C][C]45511[/C][C]Trim Var.[/C][C]53128084.3275641[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]22821676.2432432[/C][C]Range[/C][C]19195[/C][C]Trim Var.[/C][C]15789868.3825758[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]19147155.9134921[/C][C]Range[/C][C]21620[/C][C]Trim Var.[/C][C]11173269.8669355[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]59265068.5966387[/C][C]Range[/C][C]34184[/C][C]Trim Var.[/C][C]32458550.1225806[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]212862408.213904[/C][C]Range[/C][C]64342[/C][C]Trim Var.[/C][C]116724130.919540[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61985&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61985&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)32711376.647541Range25139Trim Var.19732459.6516691
V(Y[t],d=1,D=0)44928600.6271186Range30831Trim Var.21474256.9577219
V(Y[t],d=2,D=0)124578734.344828Range56102Trim Var.60665733.3439768
V(Y[t],d=3,D=0)411865695.072293Range91616Trim Var.229186794.437406
V(Y[t],d=0,D=1)8580519.94557823Range12194Trim Var.5261160.42081949
V(Y[t],d=1,D=1)8451725.55851064Range14391Trim Var.4826373.00348432
V(Y[t],d=2,D=1)27062257.0185014Range23280Trim Var.14839959.8475610
V(Y[t],d=3,D=1)97990619.5328502Range45511Trim Var.53128084.3275641
V(Y[t],d=0,D=2)22821676.2432432Range19195Trim Var.15789868.3825758
V(Y[t],d=1,D=2)19147155.9134921Range21620Trim Var.11173269.8669355
V(Y[t],d=2,D=2)59265068.5966387Range34184Trim Var.32458550.1225806
V(Y[t],d=3,D=2)212862408.213904Range64342Trim Var.116724130.919540


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')