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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 06:15:51 -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/t1260883027kob9nnsjdqndali.htm/, Retrieved Wed, 08 May 2024 17:50:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67887, Retrieved Wed, 08 May 2024 17:50:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact147

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] [Variance Reductio...] [2008-12-21 15:47:07] [005278dde49cfd8c32bf201feaeb19d6]
-  M D    [Variance Reduction Matrix] [] [2009-12-15 13:15:51] [cb3e966d7bf80cd999a0432e97d174a7] [Current]
-    D      [Variance Reduction Matrix] [] [2009-12-20 13:32:32] [1c68450965e88b7c1ed117c35898acdf]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
558
564
581
597
587
536
524
537
536
533
528
516
502
506
518
534
528
478
469
490
493
508
517
514
510
527
542
565
555
499
511
526
532
549
561
557
566
588
620
626
620
573
573
574
580
590
593
597
595
612
628
629
621
569
567
573
584
589
591
595

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=67887&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=67887&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67887&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)1672.45734463277Range160Trim Var.1231.29874213836
V(Y[t],d=1,D=0)352.582700175336Range88Trim Var.187.073294629898
V(Y[t],d=2,D=0)531.29703569268Range114Trim Var.292.981523378582
V(Y[t],d=3,D=0)1243.84962406015Range179Trim Var.620.360784313726
V(Y[t],d=0,D=1)1630.29078014184Range141Trim Var.1202.98722415796
V(Y[t],d=1,D=1)75.9121184088807Range38Trim Var.42.740243902439
V(Y[t],d=2,D=1)133.109178743961Range61Trim Var.56.3070512820513
V(Y[t],d=3,D=1)424.90101010101Range109Trim Var.189.361673414305
V(Y[t],d=0,D=2)3142.19920634921Range175Trim Var.2614.93145161290
V(Y[t],d=1,D=2)190.852100840336Range52Trim Var.125.191397849462
V(Y[t],d=2,D=2)437.619429590018Range93Trim Var.263.912643678161
V(Y[t],d=3,D=2)1424.39204545455Range136Trim Var.991.285714285714

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1672.45734463277 & Range & 160 & Trim Var. & 1231.29874213836 \tabularnewline
V(Y[t],d=1,D=0) & 352.582700175336 & Range & 88 & Trim Var. & 187.073294629898 \tabularnewline
V(Y[t],d=2,D=0) & 531.29703569268 & Range & 114 & Trim Var. & 292.981523378582 \tabularnewline
V(Y[t],d=3,D=0) & 1243.84962406015 & Range & 179 & Trim Var. & 620.360784313726 \tabularnewline
V(Y[t],d=0,D=1) & 1630.29078014184 & Range & 141 & Trim Var. & 1202.98722415796 \tabularnewline
V(Y[t],d=1,D=1) & 75.9121184088807 & Range & 38 & Trim Var. & 42.740243902439 \tabularnewline
V(Y[t],d=2,D=1) & 133.109178743961 & Range & 61 & Trim Var. & 56.3070512820513 \tabularnewline
V(Y[t],d=3,D=1) & 424.90101010101 & Range & 109 & Trim Var. & 189.361673414305 \tabularnewline
V(Y[t],d=0,D=2) & 3142.19920634921 & Range & 175 & Trim Var. & 2614.93145161290 \tabularnewline
V(Y[t],d=1,D=2) & 190.852100840336 & Range & 52 & Trim Var. & 125.191397849462 \tabularnewline
V(Y[t],d=2,D=2) & 437.619429590018 & Range & 93 & Trim Var. & 263.912643678161 \tabularnewline
V(Y[t],d=3,D=2) & 1424.39204545455 & Range & 136 & Trim Var. & 991.285714285714 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67887&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1672.45734463277[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1231.29874213836[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]352.582700175336[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]187.073294629898[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]531.29703569268[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]292.981523378582[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1243.84962406015[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]620.360784313726[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1630.29078014184[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]1202.98722415796[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]75.9121184088807[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]42.740243902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]133.109178743961[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]56.3070512820513[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]424.90101010101[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]189.361673414305[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3142.19920634921[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]2614.93145161290[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]190.852100840336[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]125.191397849462[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]437.619429590018[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]263.912643678161[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1424.39204545455[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]991.285714285714[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67887&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67887&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)1672.45734463277Range160Trim Var.1231.29874213836
V(Y[t],d=1,D=0)352.582700175336Range88Trim Var.187.073294629898
V(Y[t],d=2,D=0)531.29703569268Range114Trim Var.292.981523378582
V(Y[t],d=3,D=0)1243.84962406015Range179Trim Var.620.360784313726
V(Y[t],d=0,D=1)1630.29078014184Range141Trim Var.1202.98722415796
V(Y[t],d=1,D=1)75.9121184088807Range38Trim Var.42.740243902439
V(Y[t],d=2,D=1)133.109178743961Range61Trim Var.56.3070512820513
V(Y[t],d=3,D=1)424.90101010101Range109Trim Var.189.361673414305
V(Y[t],d=0,D=2)3142.19920634921Range175Trim Var.2614.93145161290
V(Y[t],d=1,D=2)190.852100840336Range52Trim Var.125.191397849462
V(Y[t],d=2,D=2)437.619429590018Range93Trim Var.263.912643678161
V(Y[t],d=3,D=2)1424.39204545455Range136Trim Var.991.285714285714


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')