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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 18:06:52 -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/16/t1260925656zdaczh5txub2b5l.htm/, Retrieved Tue, 30 Apr 2024 19:35:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68208, Retrieved Tue, 30 Apr 2024 19:35:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact148

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]
-   PD        [Variance Reduction Matrix] [Shwws8_v2] [2009-11-27 19:45:45] [5f89c040fdf1f8599c99d7f78a662321]
-   PD            [Variance Reduction Matrix] [Paper] [2009-12-16 01:06:52] [93b66894f6318f3da4fcda772f2ffa6f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2,8
2,8
2,2
2,6
2,8
2,5
2,4
2,3
1,9
1,7
2
2,1
1,7
1,8
1,8
1,8
1,3
1,3
1,3
1,2
1,4
2,2
2,9
3,1
3,5
3,6
4,4
4,1
5,1
5,8
5,9
5,4
5,5
4,8
3,2
2,7
2,1
1,9
0,6
0,7
-0,2
-1
-1,7
-0,7
-1
-0,9
0

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=68208&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=68208&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68208&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)3.33452358926920Range7.6Trim Var.2.004
V(Y[t],d=1,D=0)0.31887922705314Range2.6Trim Var.0.168198717948718
V(Y[t],d=2,D=0)0.475272727272727Range3Trim Var.0.270526315789474
V(Y[t],d=3,D=0)1.44035940803383Range5.5Trim Var.0.753890469416785
V(Y[t],d=0,D=1)11.5786890756303Range12.2Trim Var.8.45655913978495
V(Y[t],d=1,D=1)1.10000891265597Range4.8Trim Var.0.558103448275862
V(Y[t],d=2,D=1)1.41079545454545Range4.8Trim Var.0.884581280788177
V(Y[t],d=3,D=1)4.24435483870968Range9.1Trim Var.2.31703703703704
V(Y[t],d=0,D=2)38.5624110671937Range17.9Trim Var.29.9002339181287
V(Y[t],d=1,D=2)3.78562770562771Range8.2Trim Var.1.77529411764706
V(Y[t],d=2,D=2)4.12533333333333Range7.7Trim Var.2.35558823529412
V(Y[t],d=3,D=2)12.5662105263158Range13.9Trim Var.8.2652614379085

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3.33452358926920 & Range & 7.6 & Trim Var. & 2.004 \tabularnewline
V(Y[t],d=1,D=0) & 0.31887922705314 & Range & 2.6 & Trim Var. & 0.168198717948718 \tabularnewline
V(Y[t],d=2,D=0) & 0.475272727272727 & Range & 3 & Trim Var. & 0.270526315789474 \tabularnewline
V(Y[t],d=3,D=0) & 1.44035940803383 & Range & 5.5 & Trim Var. & 0.753890469416785 \tabularnewline
V(Y[t],d=0,D=1) & 11.5786890756303 & Range & 12.2 & Trim Var. & 8.45655913978495 \tabularnewline
V(Y[t],d=1,D=1) & 1.10000891265597 & Range & 4.8 & Trim Var. & 0.558103448275862 \tabularnewline
V(Y[t],d=2,D=1) & 1.41079545454545 & Range & 4.8 & Trim Var. & 0.884581280788177 \tabularnewline
V(Y[t],d=3,D=1) & 4.24435483870968 & Range & 9.1 & Trim Var. & 2.31703703703704 \tabularnewline
V(Y[t],d=0,D=2) & 38.5624110671937 & Range & 17.9 & Trim Var. & 29.9002339181287 \tabularnewline
V(Y[t],d=1,D=2) & 3.78562770562771 & Range & 8.2 & Trim Var. & 1.77529411764706 \tabularnewline
V(Y[t],d=2,D=2) & 4.12533333333333 & Range & 7.7 & Trim Var. & 2.35558823529412 \tabularnewline
V(Y[t],d=3,D=2) & 12.5662105263158 & Range & 13.9 & Trim Var. & 8.2652614379085 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68208&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3.33452358926920[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]2.004[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.31887922705314[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.168198717948718[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.475272727272727[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.270526315789474[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.44035940803383[/C][C]Range[/C][C]5.5[/C][C]Trim Var.[/C][C]0.753890469416785[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]11.5786890756303[/C][C]Range[/C][C]12.2[/C][C]Trim Var.[/C][C]8.45655913978495[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.10000891265597[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.558103448275862[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.41079545454545[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.884581280788177[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4.24435483870968[/C][C]Range[/C][C]9.1[/C][C]Trim Var.[/C][C]2.31703703703704[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]38.5624110671937[/C][C]Range[/C][C]17.9[/C][C]Trim Var.[/C][C]29.9002339181287[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3.78562770562771[/C][C]Range[/C][C]8.2[/C][C]Trim Var.[/C][C]1.77529411764706[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4.12533333333333[/C][C]Range[/C][C]7.7[/C][C]Trim Var.[/C][C]2.35558823529412[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]12.5662105263158[/C][C]Range[/C][C]13.9[/C][C]Trim Var.[/C][C]8.2652614379085[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68208&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68208&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)3.33452358926920Range7.6Trim Var.2.004
V(Y[t],d=1,D=0)0.31887922705314Range2.6Trim Var.0.168198717948718
V(Y[t],d=2,D=0)0.475272727272727Range3Trim Var.0.270526315789474
V(Y[t],d=3,D=0)1.44035940803383Range5.5Trim Var.0.753890469416785
V(Y[t],d=0,D=1)11.5786890756303Range12.2Trim Var.8.45655913978495
V(Y[t],d=1,D=1)1.10000891265597Range4.8Trim Var.0.558103448275862
V(Y[t],d=2,D=1)1.41079545454545Range4.8Trim Var.0.884581280788177
V(Y[t],d=3,D=1)4.24435483870968Range9.1Trim Var.2.31703703703704
V(Y[t],d=0,D=2)38.5624110671937Range17.9Trim Var.29.9002339181287
V(Y[t],d=1,D=2)3.78562770562771Range8.2Trim Var.1.77529411764706
V(Y[t],d=2,D=2)4.12533333333333Range7.7Trim Var.2.35558823529412
V(Y[t],d=3,D=2)12.5662105263158Range13.9Trim Var.8.2652614379085


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')