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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 09:33:30 -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/t1260635665yl1qfkctqtma4b7.htm/, Retrieved Mon, 29 Apr 2024 15:46:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67049, Retrieved Mon, 29 Apr 2024 15:46:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact173

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] [variance reductio...] [2009-11-26 16:20:43] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D            [Variance Reduction Matrix] [vrm] [2009-12-12 16:33:30] [87085ce7f5378f281469a8b1f0969170] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4,2
4,5
4,6
4,9
4,9
4,5
4,6
4,7
4,7
4,3
4,2
4,4
4
3,8
3,6
3,6
3,3
3,4
3,4
3,3
3,3
3,2
3,1
3,1
2,4
2,4
2,4
2,1
2
2
2,1
2,1
2
2
2
1,7
1,3
1,2
1,1
1,4
1,5
1,4
1,1
1,1
1
1,4
1,3
1,2
1,5
1,6
1,8
1,5
1,3
1,6
1,6
1,8
1,8
1,6
1,8
2
1,3

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67049&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]0 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=67049&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67049&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)1.55296721311475Range3.9Trim Var.1.23386792452830
V(Y[t],d=1,D=0)0.0523700564971752Range1.1Trim Var.0.0257960784313725
V(Y[t],d=2,D=0)0.0997077732320281Range1.6Trim Var.0.0564856711915536
V(Y[t],d=3,D=0)0.263185117967332Range2.4Trim Var.0.175701357466063
V(Y[t],d=0,D=1)0.535518707482993Range2.4Trim Var.0.358635307781649
V(Y[t],d=1,D=1)0.110638297872340Range1.7Trim Var.0.0579558652729385
V(Y[t],d=2,D=1)0.203580018501388Range2.2Trim Var.0.111
V(Y[t],d=3,D=1)0.504468599033816Range3Trim Var.0.329070512820513
V(Y[t],d=0,D=2)0.550840840840841Range3.4Trim Var.0.338977272727273
V(Y[t],d=1,D=2)0.299206349206349Range2.6Trim Var.0.151764112903226
V(Y[t],d=2,D=2)0.535159663865546Range3.2Trim Var.0.302580645161290
V(Y[t],d=3,D=2)1.36135472370766Range4.6Trim Var.0.894298850574713

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.55296721311475 & Range & 3.9 & Trim Var. & 1.23386792452830 \tabularnewline
V(Y[t],d=1,D=0) & 0.0523700564971752 & Range & 1.1 & Trim Var. & 0.0257960784313725 \tabularnewline
V(Y[t],d=2,D=0) & 0.0997077732320281 & Range & 1.6 & Trim Var. & 0.0564856711915536 \tabularnewline
V(Y[t],d=3,D=0) & 0.263185117967332 & Range & 2.4 & Trim Var. & 0.175701357466063 \tabularnewline
V(Y[t],d=0,D=1) & 0.535518707482993 & Range & 2.4 & Trim Var. & 0.358635307781649 \tabularnewline
V(Y[t],d=1,D=1) & 0.110638297872340 & Range & 1.7 & Trim Var. & 0.0579558652729385 \tabularnewline
V(Y[t],d=2,D=1) & 0.203580018501388 & Range & 2.2 & Trim Var. & 0.111 \tabularnewline
V(Y[t],d=3,D=1) & 0.504468599033816 & Range & 3 & Trim Var. & 0.329070512820513 \tabularnewline
V(Y[t],d=0,D=2) & 0.550840840840841 & Range & 3.4 & Trim Var. & 0.338977272727273 \tabularnewline
V(Y[t],d=1,D=2) & 0.299206349206349 & Range & 2.6 & Trim Var. & 0.151764112903226 \tabularnewline
V(Y[t],d=2,D=2) & 0.535159663865546 & Range & 3.2 & Trim Var. & 0.302580645161290 \tabularnewline
V(Y[t],d=3,D=2) & 1.36135472370766 & Range & 4.6 & Trim Var. & 0.894298850574713 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67049&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.55296721311475[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]1.23386792452830[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0523700564971752[/C][C]Range[/C][C]1.1[/C][C]Trim Var.[/C][C]0.0257960784313725[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0997077732320281[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0564856711915536[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.263185117967332[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.175701357466063[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.535518707482993[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.358635307781649[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.110638297872340[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0579558652729385[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.203580018501388[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.111[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.504468599033816[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.329070512820513[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.550840840840841[/C][C]Range[/C][C]3.4[/C][C]Trim Var.[/C][C]0.338977272727273[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.299206349206349[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.151764112903226[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.535159663865546[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.302580645161290[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1.36135472370766[/C][C]Range[/C][C]4.6[/C][C]Trim Var.[/C][C]0.894298850574713[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67049&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67049&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)1.55296721311475Range3.9Trim Var.1.23386792452830
V(Y[t],d=1,D=0)0.0523700564971752Range1.1Trim Var.0.0257960784313725
V(Y[t],d=2,D=0)0.0997077732320281Range1.6Trim Var.0.0564856711915536
V(Y[t],d=3,D=0)0.263185117967332Range2.4Trim Var.0.175701357466063
V(Y[t],d=0,D=1)0.535518707482993Range2.4Trim Var.0.358635307781649
V(Y[t],d=1,D=1)0.110638297872340Range1.7Trim Var.0.0579558652729385
V(Y[t],d=2,D=1)0.203580018501388Range2.2Trim Var.0.111
V(Y[t],d=3,D=1)0.504468599033816Range3Trim Var.0.329070512820513
V(Y[t],d=0,D=2)0.550840840840841Range3.4Trim Var.0.338977272727273
V(Y[t],d=1,D=2)0.299206349206349Range2.6Trim Var.0.151764112903226
V(Y[t],d=2,D=2)0.535159663865546Range3.2Trim Var.0.302580645161290
V(Y[t],d=3,D=2)1.36135472370766Range4.6Trim Var.0.894298850574713


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')