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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 computationSat, 12 Dec 2009 07:09:08 -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/12/t1260626998dvjqaic03r135sk.htm/, Retrieved Mon, 29 Apr 2024 14:15:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66970, Retrieved Mon, 29 Apr 2024 14:15:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact116

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2009-12-12 14:09:08] [a93df6747c5c78315f2ee9914aea3ec6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2.64
2.75
2.7
2.87
3.03
3.14
3.02
2.86
3.07
2.93
2.83
2.72
2.73
2.72
2.77
2.61
2.47
2.3
2.38
2.43
2.39
2.6
2.84
2.87
2.92
3.08
3.33
3.48
3.57
3.66
3.77
3.75
3.75
3.81
3.82
3.89
4.05
4.1
4.07
4.26
4.4
4.61
4.63
4.48
4.46
4.45
4.32
4.52
4.21
3.97
4.12
4.5
4.73
5.26
5.2
4.94
4.95
4.52
3.85
3.41
2.95
2.68
2.53
2.44
2.16
2.2
2.1
2.29
2.03
2.05
1.94

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=66970&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=66970&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66970&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)0.803666559356137Range3.32Trim Var.0.59953133640553
V(Y[t],d=1,D=0)0.0409246376811594Range1.2Trim Var.0.0204301427815970
V(Y[t],d=2,D=0)0.0430249786871269Range0.979999999999999Trim Var.0.0236612568306010
V(Y[t],d=3,D=0)0.119049056189640Range1.62000000000000Trim Var.0.0686082203389829
V(Y[t],d=0,D=1)1.49437510227937Range4.49Trim Var.1.04031386066763
V(Y[t],d=1,D=1)0.0737725347852389Range1.2Trim Var.0.0496833710407239
V(Y[t],d=2,D=1)0.0815622807017543Range1.44Trim Var.0.0471763137254901
V(Y[t],d=3,D=1)0.210976071428571Range2.65Trim Var.0.105022204081633
V(Y[t],d=0,D=2)2.21563024976873Range5.91Trim Var.1.32062475609756
V(Y[t],d=1,D=2)0.178463188405797Range1.91000000000000Trim Var.0.100771730769231
V(Y[t],d=2,D=2)0.198811818181818Range2.03Trim Var.0.0939813765182185
V(Y[t],d=3,D=2)0.495762579281183Range3.41000000000000Trim Var.0.239087980085348

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.803666559356137 & Range & 3.32 & Trim Var. & 0.59953133640553 \tabularnewline
V(Y[t],d=1,D=0) & 0.0409246376811594 & Range & 1.2 & Trim Var. & 0.0204301427815970 \tabularnewline
V(Y[t],d=2,D=0) & 0.0430249786871269 & Range & 0.979999999999999 & Trim Var. & 0.0236612568306010 \tabularnewline
V(Y[t],d=3,D=0) & 0.119049056189640 & Range & 1.62000000000000 & Trim Var. & 0.0686082203389829 \tabularnewline
V(Y[t],d=0,D=1) & 1.49437510227937 & Range & 4.49 & Trim Var. & 1.04031386066763 \tabularnewline
V(Y[t],d=1,D=1) & 0.0737725347852389 & Range & 1.2 & Trim Var. & 0.0496833710407239 \tabularnewline
V(Y[t],d=2,D=1) & 0.0815622807017543 & Range & 1.44 & Trim Var. & 0.0471763137254901 \tabularnewline
V(Y[t],d=3,D=1) & 0.210976071428571 & Range & 2.65 & Trim Var. & 0.105022204081633 \tabularnewline
V(Y[t],d=0,D=2) & 2.21563024976873 & Range & 5.91 & Trim Var. & 1.32062475609756 \tabularnewline
V(Y[t],d=1,D=2) & 0.178463188405797 & Range & 1.91000000000000 & Trim Var. & 0.100771730769231 \tabularnewline
V(Y[t],d=2,D=2) & 0.198811818181818 & Range & 2.03 & Trim Var. & 0.0939813765182185 \tabularnewline
V(Y[t],d=3,D=2) & 0.495762579281183 & Range & 3.41000000000000 & Trim Var. & 0.239087980085348 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66970&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.803666559356137[/C][C]Range[/C][C]3.32[/C][C]Trim Var.[/C][C]0.59953133640553[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0409246376811594[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0204301427815970[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0430249786871269[/C][C]Range[/C][C]0.979999999999999[/C][C]Trim Var.[/C][C]0.0236612568306010[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.119049056189640[/C][C]Range[/C][C]1.62000000000000[/C][C]Trim Var.[/C][C]0.0686082203389829[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.49437510227937[/C][C]Range[/C][C]4.49[/C][C]Trim Var.[/C][C]1.04031386066763[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0737725347852389[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0496833710407239[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0815622807017543[/C][C]Range[/C][C]1.44[/C][C]Trim Var.[/C][C]0.0471763137254901[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.210976071428571[/C][C]Range[/C][C]2.65[/C][C]Trim Var.[/C][C]0.105022204081633[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2.21563024976873[/C][C]Range[/C][C]5.91[/C][C]Trim Var.[/C][C]1.32062475609756[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.178463188405797[/C][C]Range[/C][C]1.91000000000000[/C][C]Trim Var.[/C][C]0.100771730769231[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.198811818181818[/C][C]Range[/C][C]2.03[/C][C]Trim Var.[/C][C]0.0939813765182185[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.495762579281183[/C][C]Range[/C][C]3.41000000000000[/C][C]Trim Var.[/C][C]0.239087980085348[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66970&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66970&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)0.803666559356137Range3.32Trim Var.0.59953133640553
V(Y[t],d=1,D=0)0.0409246376811594Range1.2Trim Var.0.0204301427815970
V(Y[t],d=2,D=0)0.0430249786871269Range0.979999999999999Trim Var.0.0236612568306010
V(Y[t],d=3,D=0)0.119049056189640Range1.62000000000000Trim Var.0.0686082203389829
V(Y[t],d=0,D=1)1.49437510227937Range4.49Trim Var.1.04031386066763
V(Y[t],d=1,D=1)0.0737725347852389Range1.2Trim Var.0.0496833710407239
V(Y[t],d=2,D=1)0.0815622807017543Range1.44Trim Var.0.0471763137254901
V(Y[t],d=3,D=1)0.210976071428571Range2.65Trim Var.0.105022204081633
V(Y[t],d=0,D=2)2.21563024976873Range5.91Trim Var.1.32062475609756
V(Y[t],d=1,D=2)0.178463188405797Range1.91000000000000Trim Var.0.100771730769231
V(Y[t],d=2,D=2)0.198811818181818Range2.03Trim Var.0.0939813765182185
V(Y[t],d=3,D=2)0.495762579281183Range3.41000000000000Trim Var.0.239087980085348


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')