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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, 15 Dec 2009 04:45:38 -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/15/t1260877596etxjbu7iyil9v3k.htm/, Retrieved Wed, 08 May 2024 22:35:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67848, Retrieved Wed, 08 May 2024 22:35:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact113

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] [Yen/Euro] [2009-11-02 16:45:36] [74be16979710d4c4e7c6647856088456]
- RMPD  [Cross Correlation Function] [kruiscorrelatiefu...] [2009-12-15 10:43:00] [7773f496f69461f4a67891f0ef752622]
- RMPD      [Variance Reduction Matrix] [variantie reducti...] [2009-12-15 11:45:38] [5c2088b06970f9a7d6fea063ee8d5871] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
8.32
8.27
8.28
8.32
8.3
8.26
8.29
8.17
8.04
8
7.98
7.97
7.92
7.96
7.99
7.93
7.97
7.95
7.96
7.97
7.9
7.76
7.74
7.72
7.68
7.72
7.71
7.71
7.68
7.7
7.69
7.66
7.61
7.33
7.24
7.14

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=67848&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=67848&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67848&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)0.0872196825396825Range1.18Trim Var.0.0546899193548387
V(Y[t],d=1,D=0)0.00415932773109245Range0.320000000000001Trim Var.0.00170049261083744
V(Y[t],d=2,D=0)0.00624928698752231Range0.420000000000001Trim Var.0.00277195402298853
V(Y[t],d=3,D=0)0.0178422348484849Range0.64Trim Var.0.00942660098522172
V(Y[t],d=0,D=1)0.00415932773109245Range0.320000000000001Trim Var.0.00170049261083744
V(Y[t],d=1,D=1)0.00624928698752231Range0.420000000000001Trim Var.0.00277195402298853
V(Y[t],d=2,D=1)0.0178422348484849Range0.64Trim Var.0.00942660098522172
V(Y[t],d=3,D=1)0.0573418346774196Range1.25000000000000Trim Var.0.0275485449735452
V(Y[t],d=0,D=2)0.00624928698752231Range0.420000000000001Trim Var.0.00277195402298853
V(Y[t],d=1,D=2)0.0178422348484849Range0.64Trim Var.0.00942660098522172
V(Y[t],d=2,D=2)0.0573418346774196Range1.25000000000000Trim Var.0.0275485449735452
V(Y[t],d=3,D=2)0.180169462365592Range2.09000000000001Trim Var.0.088935327635328

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0872196825396825 & Range & 1.18 & Trim Var. & 0.0546899193548387 \tabularnewline
V(Y[t],d=1,D=0) & 0.00415932773109245 & Range & 0.320000000000001 & Trim Var. & 0.00170049261083744 \tabularnewline
V(Y[t],d=2,D=0) & 0.00624928698752231 & Range & 0.420000000000001 & Trim Var. & 0.00277195402298853 \tabularnewline
V(Y[t],d=3,D=0) & 0.0178422348484849 & Range & 0.64 & Trim Var. & 0.00942660098522172 \tabularnewline
V(Y[t],d=0,D=1) & 0.00415932773109245 & Range & 0.320000000000001 & Trim Var. & 0.00170049261083744 \tabularnewline
V(Y[t],d=1,D=1) & 0.00624928698752231 & Range & 0.420000000000001 & Trim Var. & 0.00277195402298853 \tabularnewline
V(Y[t],d=2,D=1) & 0.0178422348484849 & Range & 0.64 & Trim Var. & 0.00942660098522172 \tabularnewline
V(Y[t],d=3,D=1) & 0.0573418346774196 & Range & 1.25000000000000 & Trim Var. & 0.0275485449735452 \tabularnewline
V(Y[t],d=0,D=2) & 0.00624928698752231 & Range & 0.420000000000001 & Trim Var. & 0.00277195402298853 \tabularnewline
V(Y[t],d=1,D=2) & 0.0178422348484849 & Range & 0.64 & Trim Var. & 0.00942660098522172 \tabularnewline
V(Y[t],d=2,D=2) & 0.0573418346774196 & Range & 1.25000000000000 & Trim Var. & 0.0275485449735452 \tabularnewline
V(Y[t],d=3,D=2) & 0.180169462365592 & Range & 2.09000000000001 & Trim Var. & 0.088935327635328 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67848&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0872196825396825[/C][C]Range[/C][C]1.18[/C][C]Trim Var.[/C][C]0.0546899193548387[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00415932773109245[/C][C]Range[/C][C]0.320000000000001[/C][C]Trim Var.[/C][C]0.00170049261083744[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00624928698752231[/C][C]Range[/C][C]0.420000000000001[/C][C]Trim Var.[/C][C]0.00277195402298853[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0178422348484849[/C][C]Range[/C][C]0.64[/C][C]Trim Var.[/C][C]0.00942660098522172[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00415932773109245[/C][C]Range[/C][C]0.320000000000001[/C][C]Trim Var.[/C][C]0.00170049261083744[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00624928698752231[/C][C]Range[/C][C]0.420000000000001[/C][C]Trim Var.[/C][C]0.00277195402298853[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0178422348484849[/C][C]Range[/C][C]0.64[/C][C]Trim Var.[/C][C]0.00942660098522172[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0573418346774196[/C][C]Range[/C][C]1.25000000000000[/C][C]Trim Var.[/C][C]0.0275485449735452[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00624928698752231[/C][C]Range[/C][C]0.420000000000001[/C][C]Trim Var.[/C][C]0.00277195402298853[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0178422348484849[/C][C]Range[/C][C]0.64[/C][C]Trim Var.[/C][C]0.00942660098522172[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0573418346774196[/C][C]Range[/C][C]1.25000000000000[/C][C]Trim Var.[/C][C]0.0275485449735452[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.180169462365592[/C][C]Range[/C][C]2.09000000000001[/C][C]Trim Var.[/C][C]0.088935327635328[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67848&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67848&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)0.0872196825396825Range1.18Trim Var.0.0546899193548387
V(Y[t],d=1,D=0)0.00415932773109245Range0.320000000000001Trim Var.0.00170049261083744
V(Y[t],d=2,D=0)0.00624928698752231Range0.420000000000001Trim Var.0.00277195402298853
V(Y[t],d=3,D=0)0.0178422348484849Range0.64Trim Var.0.00942660098522172
V(Y[t],d=0,D=1)0.00415932773109245Range0.320000000000001Trim Var.0.00170049261083744
V(Y[t],d=1,D=1)0.00624928698752231Range0.420000000000001Trim Var.0.00277195402298853
V(Y[t],d=2,D=1)0.0178422348484849Range0.64Trim Var.0.00942660098522172
V(Y[t],d=3,D=1)0.0573418346774196Range1.25000000000000Trim Var.0.0275485449735452
V(Y[t],d=0,D=2)0.00624928698752231Range0.420000000000001Trim Var.0.00277195402298853
V(Y[t],d=1,D=2)0.0178422348484849Range0.64Trim Var.0.00942660098522172
V(Y[t],d=2,D=2)0.0573418346774196Range1.25000000000000Trim Var.0.0275485449735452
V(Y[t],d=3,D=2)0.180169462365592Range2.09000000000001Trim Var.0.088935327635328


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')