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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, 03 Dec 2009 08:32:22 -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/03/t1259854489lqlj4cokwrgk238.htm/, Retrieved Fri, 19 Apr 2024 21:56:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62845, Retrieved Fri, 19 Apr 2024 21:56:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact169

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] [] [2009-12-03 15:32:22] [c588bf81b9040ce04d6292d0d83341a9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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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=62845&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=62845&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62845&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)5.27992957746479Range9Trim Var.2.31178451178451
V(Y[t],d=1,D=0)2.50704225352113Range8Trim Var.1.24410163339383
V(Y[t],d=2,D=0)6.8695652173913Range15Trim Var.2.94423558897243
V(Y[t],d=3,D=0)22.5579710144928Range27Trim Var.12.6598870056497
V(Y[t],d=0,D=1)5.17627118644068Range12Trim Var.1.78078078078078
V(Y[t],d=1,D=1)5.29047340736411Range10Trim Var.3.03372549019608
V(Y[t],d=2,D=1)14.1355111917725Range17Trim Var.7.01950354609929
V(Y[t],d=3,D=1)45.1378446115288Range28Trim Var.26.2123226950355
V(Y[t],d=0,D=2)13.7548758865248Range19Trim Var.6.65641025641026
V(Y[t],d=1,D=2)17.2534690101758Range19Trim Var.9.64912280701754
V(Y[t],d=2,D=2)46.6072463768116Range28Trim Var.29.0647226173542
V(Y[t],d=3,D=2)151.346464646465Range47Trim Var.100.628879892038

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5.27992957746479 & Range & 9 & Trim Var. & 2.31178451178451 \tabularnewline
V(Y[t],d=1,D=0) & 2.50704225352113 & Range & 8 & Trim Var. & 1.24410163339383 \tabularnewline
V(Y[t],d=2,D=0) & 6.8695652173913 & Range & 15 & Trim Var. & 2.94423558897243 \tabularnewline
V(Y[t],d=3,D=0) & 22.5579710144928 & Range & 27 & Trim Var. & 12.6598870056497 \tabularnewline
V(Y[t],d=0,D=1) & 5.17627118644068 & Range & 12 & Trim Var. & 1.78078078078078 \tabularnewline
V(Y[t],d=1,D=1) & 5.29047340736411 & Range & 10 & Trim Var. & 3.03372549019608 \tabularnewline
V(Y[t],d=2,D=1) & 14.1355111917725 & Range & 17 & Trim Var. & 7.01950354609929 \tabularnewline
V(Y[t],d=3,D=1) & 45.1378446115288 & Range & 28 & Trim Var. & 26.2123226950355 \tabularnewline
V(Y[t],d=0,D=2) & 13.7548758865248 & Range & 19 & Trim Var. & 6.65641025641026 \tabularnewline
V(Y[t],d=1,D=2) & 17.2534690101758 & Range & 19 & Trim Var. & 9.64912280701754 \tabularnewline
V(Y[t],d=2,D=2) & 46.6072463768116 & Range & 28 & Trim Var. & 29.0647226173542 \tabularnewline
V(Y[t],d=3,D=2) & 151.346464646465 & Range & 47 & Trim Var. & 100.628879892038 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62845&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5.27992957746479[/C][C]Range[/C][C]9[/C][C]Trim Var.[/C][C]2.31178451178451[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.50704225352113[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]1.24410163339383[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]6.8695652173913[/C][C]Range[/C][C]15[/C][C]Trim Var.[/C][C]2.94423558897243[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]22.5579710144928[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]12.6598870056497[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5.17627118644068[/C][C]Range[/C][C]12[/C][C]Trim Var.[/C][C]1.78078078078078[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.29047340736411[/C][C]Range[/C][C]10[/C][C]Trim Var.[/C][C]3.03372549019608[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]14.1355111917725[/C][C]Range[/C][C]17[/C][C]Trim Var.[/C][C]7.01950354609929[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]45.1378446115288[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]26.2123226950355[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]13.7548758865248[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]6.65641025641026[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]17.2534690101758[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]9.64912280701754[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]46.6072463768116[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]29.0647226173542[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]151.346464646465[/C][C]Range[/C][C]47[/C][C]Trim Var.[/C][C]100.628879892038[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62845&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62845&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)5.27992957746479Range9Trim Var.2.31178451178451
V(Y[t],d=1,D=0)2.50704225352113Range8Trim Var.1.24410163339383
V(Y[t],d=2,D=0)6.8695652173913Range15Trim Var.2.94423558897243
V(Y[t],d=3,D=0)22.5579710144928Range27Trim Var.12.6598870056497
V(Y[t],d=0,D=1)5.17627118644068Range12Trim Var.1.78078078078078
V(Y[t],d=1,D=1)5.29047340736411Range10Trim Var.3.03372549019608
V(Y[t],d=2,D=1)14.1355111917725Range17Trim Var.7.01950354609929
V(Y[t],d=3,D=1)45.1378446115288Range28Trim Var.26.2123226950355
V(Y[t],d=0,D=2)13.7548758865248Range19Trim Var.6.65641025641026
V(Y[t],d=1,D=2)17.2534690101758Range19Trim Var.9.64912280701754
V(Y[t],d=2,D=2)46.6072463768116Range28Trim Var.29.0647226173542
V(Y[t],d=3,D=2)151.346464646465Range47Trim Var.100.628879892038


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')