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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 11:02:12 -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/t1260900180sjrqrrgjgwzpxam.htm/, Retrieved Wed, 08 May 2024 20:05:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68061, Retrieved Wed, 08 May 2024 20:05:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsDSHW, SDHW
Estimated Impact130

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Bivariate Explorative Data Analysis] [Paper Bivariate E...] [2009-12-13 14:39:24] [143cbdcaf7333bdd9926a1dde50d1082]
- RMPD    [Variance Reduction Matrix] [Paper-VRM-Yt] [2009-12-15 18:02:12] [36295456a56d4c7dcc9b9537ce63463b] [Current]
- R  D      [Variance Reduction Matrix] [Paper-VRM-Xt] [2009-12-16 20:29:46] [143cbdcaf7333bdd9926a1dde50d1082]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
128
502
629.7
595.9
823.7
498.7
766.9
1611.3
329.7
1378.9
1159.4
790.1
-189.6
862.4
426.6
852
834.7
1026.7
1052.8
1280.9
-243.6
976
908.2
416
610.7
728
520.8
905.8
768.9
479.3
1054.2
1411.9
-131
1526.2
1049.5
550.8
168.5
458.2
297
616.3
762.7
693.1
512.7
1169.2
-915.1
1384.2
1368.9
-275.1
-408.9
-37.5
171.5
671.8
-18.5
231.6
747.5
1505.7
-83.6
1173.2
1452.1
777
-52.8
861.2
735.2
1073.6
966.9
1189.8
1093.5
1782.7
-70.4
1471.6
1273.8
900.8
-910.2
299.8
460.2
677.2
937.1
1265.4
1275.6
1582.6
-154.2
1667.7
1083.1
891.7
-26.5
423.4
662.8
711.4
993.3
1133.2
343.9
1415.8
-531.8
1193.6
1201.3
805.6
-164.8

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=68061&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=68061&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68061&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)327407.537897337Range2697.8Trim Var.210421.93
V(Y[t],d=1,D=0)710576.049263158Range4383.6Trim Var.387420.074566347
V(Y[t],d=2,D=0)2180622.78741769Range7403.1Trim Var.1225804.14514846
V(Y[t],d=3,D=0)7405165.43071151Range13822.6Trim Var.4037671.45816982
V(Y[t],d=0,D=1)187330.577946779Range1983.8Trim Var.102944.948944144
V(Y[t],d=1,D=1)233022.818673264Range2319.7Trim Var.139946.012484265
V(Y[t],d=2,D=1)665557.20975022Range3673.5Trim Var.419173.639931507
V(Y[t],d=3,D=1)2170868.2742969Range6678.8Trim Var.1398667.88483372
V(Y[t],d=0,D=2)592326.83673516Range3338.1Trim Var.372850.520086538
V(Y[t],d=1,D=2)668036.202799296Range3865.6Trim Var.397788.475198413
V(Y[t],d=2,D=2)1804535.60098189Range5917.2Trim Var.1177553.17458269
V(Y[t],d=3,D=2)5758664.11782402Range10066.4Trim Var.3834653.71525383

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 327407.537897337 & Range & 2697.8 & Trim Var. & 210421.93 \tabularnewline
V(Y[t],d=1,D=0) & 710576.049263158 & Range & 4383.6 & Trim Var. & 387420.074566347 \tabularnewline
V(Y[t],d=2,D=0) & 2180622.78741769 & Range & 7403.1 & Trim Var. & 1225804.14514846 \tabularnewline
V(Y[t],d=3,D=0) & 7405165.43071151 & Range & 13822.6 & Trim Var. & 4037671.45816982 \tabularnewline
V(Y[t],d=0,D=1) & 187330.577946779 & Range & 1983.8 & Trim Var. & 102944.948944144 \tabularnewline
V(Y[t],d=1,D=1) & 233022.818673264 & Range & 2319.7 & Trim Var. & 139946.012484265 \tabularnewline
V(Y[t],d=2,D=1) & 665557.20975022 & Range & 3673.5 & Trim Var. & 419173.639931507 \tabularnewline
V(Y[t],d=3,D=1) & 2170868.2742969 & Range & 6678.8 & Trim Var. & 1398667.88483372 \tabularnewline
V(Y[t],d=0,D=2) & 592326.83673516 & Range & 3338.1 & Trim Var. & 372850.520086538 \tabularnewline
V(Y[t],d=1,D=2) & 668036.202799296 & Range & 3865.6 & Trim Var. & 397788.475198413 \tabularnewline
V(Y[t],d=2,D=2) & 1804535.60098189 & Range & 5917.2 & Trim Var. & 1177553.17458269 \tabularnewline
V(Y[t],d=3,D=2) & 5758664.11782402 & Range & 10066.4 & Trim Var. & 3834653.71525383 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68061&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]327407.537897337[/C][C]Range[/C][C]2697.8[/C][C]Trim Var.[/C][C]210421.93[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]710576.049263158[/C][C]Range[/C][C]4383.6[/C][C]Trim Var.[/C][C]387420.074566347[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2180622.78741769[/C][C]Range[/C][C]7403.1[/C][C]Trim Var.[/C][C]1225804.14514846[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7405165.43071151[/C][C]Range[/C][C]13822.6[/C][C]Trim Var.[/C][C]4037671.45816982[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]187330.577946779[/C][C]Range[/C][C]1983.8[/C][C]Trim Var.[/C][C]102944.948944144[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]233022.818673264[/C][C]Range[/C][C]2319.7[/C][C]Trim Var.[/C][C]139946.012484265[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]665557.20975022[/C][C]Range[/C][C]3673.5[/C][C]Trim Var.[/C][C]419173.639931507[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2170868.2742969[/C][C]Range[/C][C]6678.8[/C][C]Trim Var.[/C][C]1398667.88483372[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]592326.83673516[/C][C]Range[/C][C]3338.1[/C][C]Trim Var.[/C][C]372850.520086538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]668036.202799296[/C][C]Range[/C][C]3865.6[/C][C]Trim Var.[/C][C]397788.475198413[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1804535.60098189[/C][C]Range[/C][C]5917.2[/C][C]Trim Var.[/C][C]1177553.17458269[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5758664.11782402[/C][C]Range[/C][C]10066.4[/C][C]Trim Var.[/C][C]3834653.71525383[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68061&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68061&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)327407.537897337Range2697.8Trim Var.210421.93
V(Y[t],d=1,D=0)710576.049263158Range4383.6Trim Var.387420.074566347
V(Y[t],d=2,D=0)2180622.78741769Range7403.1Trim Var.1225804.14514846
V(Y[t],d=3,D=0)7405165.43071151Range13822.6Trim Var.4037671.45816982
V(Y[t],d=0,D=1)187330.577946779Range1983.8Trim Var.102944.948944144
V(Y[t],d=1,D=1)233022.818673264Range2319.7Trim Var.139946.012484265
V(Y[t],d=2,D=1)665557.20975022Range3673.5Trim Var.419173.639931507
V(Y[t],d=3,D=1)2170868.2742969Range6678.8Trim Var.1398667.88483372
V(Y[t],d=0,D=2)592326.83673516Range3338.1Trim Var.372850.520086538
V(Y[t],d=1,D=2)668036.202799296Range3865.6Trim Var.397788.475198413
V(Y[t],d=2,D=2)1804535.60098189Range5917.2Trim Var.1177553.17458269
V(Y[t],d=3,D=2)5758664.11782402Range10066.4Trim Var.3834653.71525383


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')