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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationMon, 21 Dec 2009 04:03:16 -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/21/t1261393433wbgmd5llaevjo7q.htm/, Retrieved Sun, 05 May 2024 14:51:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70100, Retrieved Sun, 05 May 2024 14:51:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact106

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...] [2009-12-21 11:03:16] [f340d7563d07b81b9aae66c73f3e92ac] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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
594
611

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70100&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]2 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=70100&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70100&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)1745.99548022599Range160Trim Var.1312.10342417890
V(Y[t],d=1,D=0)352.116306253653Range88Trim Var.186.986937590711
V(Y[t],d=2,D=0)535.280399274047Range114Trim Var.297.503770739065
V(Y[t],d=3,D=0)1239.85776942356Range179Trim Var.621.508235294118
V(Y[t],d=0,D=1)1431.2695035461Range141Trim Var.969.052264808362
V(Y[t],d=1,D=1)74.8741905642923Range38Trim Var.41.5621951219512
V(Y[t],d=2,D=1)132.4Range61Trim Var.55.5326923076923
V(Y[t],d=3,D=1)423.510101010101Range109Trim Var.187.944669365722
V(Y[t],d=0,D=2)3045.68492063492Range175Trim Var.2510.70967741935
V(Y[t],d=1,D=2)186.223529411765Range52Trim Var.120.159139784946
V(Y[t],d=2,D=2)450.178253119430Range93Trim Var.277.840229885057
V(Y[t],d=3,D=2)1480.43939393939Range136Trim Var.1056.17980295567

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1745.99548022599 & Range & 160 & Trim Var. & 1312.10342417890 \tabularnewline
V(Y[t],d=1,D=0) & 352.116306253653 & Range & 88 & Trim Var. & 186.986937590711 \tabularnewline
V(Y[t],d=2,D=0) & 535.280399274047 & Range & 114 & Trim Var. & 297.503770739065 \tabularnewline
V(Y[t],d=3,D=0) & 1239.85776942356 & Range & 179 & Trim Var. & 621.508235294118 \tabularnewline
V(Y[t],d=0,D=1) & 1431.2695035461 & Range & 141 & Trim Var. & 969.052264808362 \tabularnewline
V(Y[t],d=1,D=1) & 74.8741905642923 & Range & 38 & Trim Var. & 41.5621951219512 \tabularnewline
V(Y[t],d=2,D=1) & 132.4 & Range & 61 & Trim Var. & 55.5326923076923 \tabularnewline
V(Y[t],d=3,D=1) & 423.510101010101 & Range & 109 & Trim Var. & 187.944669365722 \tabularnewline
V(Y[t],d=0,D=2) & 3045.68492063492 & Range & 175 & Trim Var. & 2510.70967741935 \tabularnewline
V(Y[t],d=1,D=2) & 186.223529411765 & Range & 52 & Trim Var. & 120.159139784946 \tabularnewline
V(Y[t],d=2,D=2) & 450.178253119430 & Range & 93 & Trim Var. & 277.840229885057 \tabularnewline
V(Y[t],d=3,D=2) & 1480.43939393939 & Range & 136 & Trim Var. & 1056.17980295567 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70100&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1745.99548022599[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1312.10342417890[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]352.116306253653[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]186.986937590711[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]535.280399274047[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]297.503770739065[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1239.85776942356[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]621.508235294118[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1431.2695035461[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]969.052264808362[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]74.8741905642923[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]41.5621951219512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]132.4[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]55.5326923076923[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]423.510101010101[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]187.944669365722[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3045.68492063492[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]2510.70967741935[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]186.223529411765[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]120.159139784946[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]450.178253119430[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]277.840229885057[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1480.43939393939[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]1056.17980295567[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70100&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70100&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)1745.99548022599Range160Trim Var.1312.10342417890
V(Y[t],d=1,D=0)352.116306253653Range88Trim Var.186.986937590711
V(Y[t],d=2,D=0)535.280399274047Range114Trim Var.297.503770739065
V(Y[t],d=3,D=0)1239.85776942356Range179Trim Var.621.508235294118
V(Y[t],d=0,D=1)1431.2695035461Range141Trim Var.969.052264808362
V(Y[t],d=1,D=1)74.8741905642923Range38Trim Var.41.5621951219512
V(Y[t],d=2,D=1)132.4Range61Trim Var.55.5326923076923
V(Y[t],d=3,D=1)423.510101010101Range109Trim Var.187.944669365722
V(Y[t],d=0,D=2)3045.68492063492Range175Trim Var.2510.70967741935
V(Y[t],d=1,D=2)186.223529411765Range52Trim Var.120.159139784946
V(Y[t],d=2,D=2)450.178253119430Range93Trim Var.277.840229885057
V(Y[t],d=3,D=2)1480.43939393939Range136Trim Var.1056.17980295567


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')