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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 08:14:30 -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/t1261408510shgvdbcacv0n0qt.htm/, Retrieved Sun, 05 May 2024 09:35:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70247, Retrieved Sun, 05 May 2024 09:35:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact93

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] [] [2009-12-21 15:14:30] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2.6
2.4
2.5
2.7
3.2
2.8
2.8
3
3.1
3.1
3
2.4
2.7
3
2.7
2.7
2
2.4
2.6
2.4
2.3
2.4
2.5
2.6
2.6
2.6
2.7
2.8
2.6
2.6
2
2
2.1
1.9
2
2.5
2.9
3.3
3.5
3.8
4.6
4.4
5.3
5.8
5.9
5.6
5.8
5.5
4.6
4.2
4
3.5
2.3
2.2
1.4
0.6
0
0.5
0.1
0.1

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=70247&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=70247&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70247&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)1.77061016949153Range5.9Trim Var.1.02883647798742
V(Y[t],d=1,D=0)0.168345996493279Range2.1Trim Var.0.0783843537414966
V(Y[t],d=2,D=0)0.255426497277677Range2.1Trim Var.0.162907239819005
V(Y[t],d=3,D=0)0.775889724310777Range4.1Trim Var.0.461364705882353
V(Y[t],d=0,D=1)5.71499556737589Range9.7Trim Var.3.18214285714286
V(Y[t],d=1,D=1)0.484051803885291Range3.5Trim Var.0.252195121951220
V(Y[t],d=2,D=1)0.751091787439613Range3.9Trim Var.0.405025641025641
V(Y[t],d=3,D=1)2.28336363636364Range7.2Trim Var.1.08465587044534
V(Y[t],d=0,D=2)16.7549206349206Range14Trim Var.11.8478924731183
V(Y[t],d=1,D=2)1.32408403361345Range5.5Trim Var.0.611956989247312
V(Y[t],d=2,D=2)2.09829768270945Range6.8Trim Var.1.14171264367816
V(Y[t],d=3,D=2)6.29996212121212Range12.1Trim Var.3.02600985221675

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.77061016949153 & Range & 5.9 & Trim Var. & 1.02883647798742 \tabularnewline
V(Y[t],d=1,D=0) & 0.168345996493279 & Range & 2.1 & Trim Var. & 0.0783843537414966 \tabularnewline
V(Y[t],d=2,D=0) & 0.255426497277677 & Range & 2.1 & Trim Var. & 0.162907239819005 \tabularnewline
V(Y[t],d=3,D=0) & 0.775889724310777 & Range & 4.1 & Trim Var. & 0.461364705882353 \tabularnewline
V(Y[t],d=0,D=1) & 5.71499556737589 & Range & 9.7 & Trim Var. & 3.18214285714286 \tabularnewline
V(Y[t],d=1,D=1) & 0.484051803885291 & Range & 3.5 & Trim Var. & 0.252195121951220 \tabularnewline
V(Y[t],d=2,D=1) & 0.751091787439613 & Range & 3.9 & Trim Var. & 0.405025641025641 \tabularnewline
V(Y[t],d=3,D=1) & 2.28336363636364 & Range & 7.2 & Trim Var. & 1.08465587044534 \tabularnewline
V(Y[t],d=0,D=2) & 16.7549206349206 & Range & 14 & Trim Var. & 11.8478924731183 \tabularnewline
V(Y[t],d=1,D=2) & 1.32408403361345 & Range & 5.5 & Trim Var. & 0.611956989247312 \tabularnewline
V(Y[t],d=2,D=2) & 2.09829768270945 & Range & 6.8 & Trim Var. & 1.14171264367816 \tabularnewline
V(Y[t],d=3,D=2) & 6.29996212121212 & Range & 12.1 & Trim Var. & 3.02600985221675 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70247&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.77061016949153[/C][C]Range[/C][C]5.9[/C][C]Trim Var.[/C][C]1.02883647798742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.168345996493279[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0783843537414966[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.255426497277677[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.162907239819005[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.775889724310777[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.461364705882353[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5.71499556737589[/C][C]Range[/C][C]9.7[/C][C]Trim Var.[/C][C]3.18214285714286[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.484051803885291[/C][C]Range[/C][C]3.5[/C][C]Trim Var.[/C][C]0.252195121951220[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.751091787439613[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.405025641025641[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.28336363636364[/C][C]Range[/C][C]7.2[/C][C]Trim Var.[/C][C]1.08465587044534[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]16.7549206349206[/C][C]Range[/C][C]14[/C][C]Trim Var.[/C][C]11.8478924731183[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.32408403361345[/C][C]Range[/C][C]5.5[/C][C]Trim Var.[/C][C]0.611956989247312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.09829768270945[/C][C]Range[/C][C]6.8[/C][C]Trim Var.[/C][C]1.14171264367816[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6.29996212121212[/C][C]Range[/C][C]12.1[/C][C]Trim Var.[/C][C]3.02600985221675[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70247&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70247&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)1.77061016949153Range5.9Trim Var.1.02883647798742
V(Y[t],d=1,D=0)0.168345996493279Range2.1Trim Var.0.0783843537414966
V(Y[t],d=2,D=0)0.255426497277677Range2.1Trim Var.0.162907239819005
V(Y[t],d=3,D=0)0.775889724310777Range4.1Trim Var.0.461364705882353
V(Y[t],d=0,D=1)5.71499556737589Range9.7Trim Var.3.18214285714286
V(Y[t],d=1,D=1)0.484051803885291Range3.5Trim Var.0.252195121951220
V(Y[t],d=2,D=1)0.751091787439613Range3.9Trim Var.0.405025641025641
V(Y[t],d=3,D=1)2.28336363636364Range7.2Trim Var.1.08465587044534
V(Y[t],d=0,D=2)16.7549206349206Range14Trim Var.11.8478924731183
V(Y[t],d=1,D=2)1.32408403361345Range5.5Trim Var.0.611956989247312
V(Y[t],d=2,D=2)2.09829768270945Range6.8Trim Var.1.14171264367816
V(Y[t],d=3,D=2)6.29996212121212Range12.1Trim Var.3.02600985221675


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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')