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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 computationMon, 21 Dec 2009 05:47:46 -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/t1261399822mavh8erajfrqbj7.htm/, Retrieved Sun, 05 May 2024 13:12:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70136, Retrieved Sun, 05 May 2024 13:12:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact109

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       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [] [2009-11-26 09:49:31] [d181e5359f7da6c8509e4702d1229fb0]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-26 14:51:36] [2f674a53c3d7aaa1bcf80e66074d3c9b]
- RMPD              [Variance Reduction Matrix] [] [2009-12-21 12:47:46] [d1856923bab8a0db5ebd860815c7444f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.9
1
1.2
1.5
1.8
2.3
2.7
3.1
3.7
4.5
5.8
7
7.9
8.5
8.7
8.7
8.5
8.3
8.3
8.7
8.5
7.6
6.5
5.6
4.5
4.2
4.1
4
4.1
4.3
4
3.5
3.2
3.2
3.2
3
3
2.4
2.3
1.7
1.5
1.1
0.8
1
1.5
1.9
1.8
1.9
1.7
1.8
1.6
2.2
2.2
2.3
2.3
2.2
2.5
2.1
2.1
2

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=70136&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=70136&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70136&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)6.19264124293785Range7.9Trim Var.4.98695936139332
V(Y[t],d=1,D=0)0.229129164231444Range2.4Trim Var.0.103420060331825
V(Y[t],d=2,D=0)0.123847549909256Range1.5Trim Var.0.0691666666666665
V(Y[t],d=3,D=0)0.312487468671679Range2.5Trim Var.0.194000000000000
V(Y[t],d=0,D=1)14.3373005319149Range12.8Trim Var.10.4219105691057
V(Y[t],d=1,D=1)0.632109158186864Range3.6Trim Var.0.292695121951219
V(Y[t],d=2,D=1)0.38531884057971Range2.7Trim Var.0.247794871794871
V(Y[t],d=3,D=1)0.921797979797979Range4.4Trim Var.0.515195681511470
V(Y[t],d=0,D=2)34.7413015873016Range16.8Trim Var.29.7066834677419
V(Y[t],d=1,D=2)1.64751260504202Range4.9Trim Var.1.08124731182796
V(Y[t],d=2,D=2)1.29109625668449Range4.8Trim Var.0.87958620689655
V(Y[t],d=3,D=2)2.90505681818182Range6.6Trim Var.1.92044334975369

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6.19264124293785 & Range & 7.9 & Trim Var. & 4.98695936139332 \tabularnewline
V(Y[t],d=1,D=0) & 0.229129164231444 & Range & 2.4 & Trim Var. & 0.103420060331825 \tabularnewline
V(Y[t],d=2,D=0) & 0.123847549909256 & Range & 1.5 & Trim Var. & 0.0691666666666665 \tabularnewline
V(Y[t],d=3,D=0) & 0.312487468671679 & Range & 2.5 & Trim Var. & 0.194000000000000 \tabularnewline
V(Y[t],d=0,D=1) & 14.3373005319149 & Range & 12.8 & Trim Var. & 10.4219105691057 \tabularnewline
V(Y[t],d=1,D=1) & 0.632109158186864 & Range & 3.6 & Trim Var. & 0.292695121951219 \tabularnewline
V(Y[t],d=2,D=1) & 0.38531884057971 & Range & 2.7 & Trim Var. & 0.247794871794871 \tabularnewline
V(Y[t],d=3,D=1) & 0.921797979797979 & Range & 4.4 & Trim Var. & 0.515195681511470 \tabularnewline
V(Y[t],d=0,D=2) & 34.7413015873016 & Range & 16.8 & Trim Var. & 29.7066834677419 \tabularnewline
V(Y[t],d=1,D=2) & 1.64751260504202 & Range & 4.9 & Trim Var. & 1.08124731182796 \tabularnewline
V(Y[t],d=2,D=2) & 1.29109625668449 & Range & 4.8 & Trim Var. & 0.87958620689655 \tabularnewline
V(Y[t],d=3,D=2) & 2.90505681818182 & Range & 6.6 & Trim Var. & 1.92044334975369 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70136&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6.19264124293785[/C][C]Range[/C][C]7.9[/C][C]Trim Var.[/C][C]4.98695936139332[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.229129164231444[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.103420060331825[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.123847549909256[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0691666666666665[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.312487468671679[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.194000000000000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]14.3373005319149[/C][C]Range[/C][C]12.8[/C][C]Trim Var.[/C][C]10.4219105691057[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.632109158186864[/C][C]Range[/C][C]3.6[/C][C]Trim Var.[/C][C]0.292695121951219[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.38531884057971[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.247794871794871[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.921797979797979[/C][C]Range[/C][C]4.4[/C][C]Trim Var.[/C][C]0.515195681511470[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]34.7413015873016[/C][C]Range[/C][C]16.8[/C][C]Trim Var.[/C][C]29.7066834677419[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.64751260504202[/C][C]Range[/C][C]4.9[/C][C]Trim Var.[/C][C]1.08124731182796[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.29109625668449[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.87958620689655[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.90505681818182[/C][C]Range[/C][C]6.6[/C][C]Trim Var.[/C][C]1.92044334975369[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70136&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70136&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)6.19264124293785Range7.9Trim Var.4.98695936139332
V(Y[t],d=1,D=0)0.229129164231444Range2.4Trim Var.0.103420060331825
V(Y[t],d=2,D=0)0.123847549909256Range1.5Trim Var.0.0691666666666665
V(Y[t],d=3,D=0)0.312487468671679Range2.5Trim Var.0.194000000000000
V(Y[t],d=0,D=1)14.3373005319149Range12.8Trim Var.10.4219105691057
V(Y[t],d=1,D=1)0.632109158186864Range3.6Trim Var.0.292695121951219
V(Y[t],d=2,D=1)0.38531884057971Range2.7Trim Var.0.247794871794871
V(Y[t],d=3,D=1)0.921797979797979Range4.4Trim Var.0.515195681511470
V(Y[t],d=0,D=2)34.7413015873016Range16.8Trim Var.29.7066834677419
V(Y[t],d=1,D=2)1.64751260504202Range4.9Trim Var.1.08124731182796
V(Y[t],d=2,D=2)1.29109625668449Range4.8Trim Var.0.87958620689655
V(Y[t],d=3,D=2)2.90505681818182Range6.6Trim Var.1.92044334975369


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')