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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 07:56:47 -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/t1259679445s9c76eyedf5qsn2.htm/, Retrieved Sat, 20 Apr 2024 06:02:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62075, Retrieved Sat, 20 Apr 2024 06:02:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact158

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
- R  D      [Variance Reduction Matrix] [] [2009-12-01 14:56:47] [7c5623390f136c6c339940134868d3e2] [Current]
- R           [Variance Reduction Matrix] [] [2009-12-16 18:52:50] [00ae4ca1aa430eb3950856e282097098]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502
516

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=62075&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=62075&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62075&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)1673.27621283255Range160Trim Var.1225.06349206349
V(Y[t],d=1,D=0)355.126760563380Range94Trim Var.158.774193548387
V(Y[t],d=2,D=0)532.294824016563Range119Trim Var.256.845055526177
V(Y[t],d=3,D=0)1276.72549019608Range179Trim Var.560.488983050847
V(Y[t],d=0,D=1)1285.38870056497Range125Trim Var.1027.51956673655
V(Y[t],d=1,D=1)63.1811805961426Range38Trim Var.33.0007843137255
V(Y[t],d=2,D=1)125.326376285541Range61Trim Var.65.8582202111614
V(Y[t],d=3,D=1)395.336466165414Range109Trim Var.212.913725490196
V(Y[t],d=0,D=2)1074.54920212766Range132Trim Var.663.572590011614
V(Y[t],d=1,D=2)151.716003700278Range58Trim Var.59.940620782726
V(Y[t],d=2,D=2)339.043961352657Range93Trim Var.172.810256410256
V(Y[t],d=3,D=2)1085.07373737374Range136Trim Var.586.572199730094

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1673.27621283255 & Range & 160 & Trim Var. & 1225.06349206349 \tabularnewline
V(Y[t],d=1,D=0) & 355.126760563380 & Range & 94 & Trim Var. & 158.774193548387 \tabularnewline
V(Y[t],d=2,D=0) & 532.294824016563 & Range & 119 & Trim Var. & 256.845055526177 \tabularnewline
V(Y[t],d=3,D=0) & 1276.72549019608 & Range & 179 & Trim Var. & 560.488983050847 \tabularnewline
V(Y[t],d=0,D=1) & 1285.38870056497 & Range & 125 & Trim Var. & 1027.51956673655 \tabularnewline
V(Y[t],d=1,D=1) & 63.1811805961426 & Range & 38 & Trim Var. & 33.0007843137255 \tabularnewline
V(Y[t],d=2,D=1) & 125.326376285541 & Range & 61 & Trim Var. & 65.8582202111614 \tabularnewline
V(Y[t],d=3,D=1) & 395.336466165414 & Range & 109 & Trim Var. & 212.913725490196 \tabularnewline
V(Y[t],d=0,D=2) & 1074.54920212766 & Range & 132 & Trim Var. & 663.572590011614 \tabularnewline
V(Y[t],d=1,D=2) & 151.716003700278 & Range & 58 & Trim Var. & 59.940620782726 \tabularnewline
V(Y[t],d=2,D=2) & 339.043961352657 & Range & 93 & Trim Var. & 172.810256410256 \tabularnewline
V(Y[t],d=3,D=2) & 1085.07373737374 & Range & 136 & Trim Var. & 586.572199730094 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62075&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1673.27621283255[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1225.06349206349[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]355.126760563380[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]158.774193548387[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]532.294824016563[/C][C]Range[/C][C]119[/C][C]Trim Var.[/C][C]256.845055526177[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1276.72549019608[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]560.488983050847[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1285.38870056497[/C][C]Range[/C][C]125[/C][C]Trim Var.[/C][C]1027.51956673655[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]63.1811805961426[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]33.0007843137255[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]125.326376285541[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]65.8582202111614[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]395.336466165414[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]212.913725490196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1074.54920212766[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]663.572590011614[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]151.716003700278[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]59.940620782726[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]339.043961352657[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]172.810256410256[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1085.07373737374[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]586.572199730094[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62075&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62075&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)1673.27621283255Range160Trim Var.1225.06349206349
V(Y[t],d=1,D=0)355.126760563380Range94Trim Var.158.774193548387
V(Y[t],d=2,D=0)532.294824016563Range119Trim Var.256.845055526177
V(Y[t],d=3,D=0)1276.72549019608Range179Trim Var.560.488983050847
V(Y[t],d=0,D=1)1285.38870056497Range125Trim Var.1027.51956673655
V(Y[t],d=1,D=1)63.1811805961426Range38Trim Var.33.0007843137255
V(Y[t],d=2,D=1)125.326376285541Range61Trim Var.65.8582202111614
V(Y[t],d=3,D=1)395.336466165414Range109Trim Var.212.913725490196
V(Y[t],d=0,D=2)1074.54920212766Range132Trim Var.663.572590011614
V(Y[t],d=1,D=2)151.716003700278Range58Trim Var.59.940620782726
V(Y[t],d=2,D=2)339.043961352657Range93Trim Var.172.810256410256
V(Y[t],d=3,D=2)1085.07373737374Range136Trim Var.586.572199730094


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')