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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 08:21:01 -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/t1261408895h93sit8hdux0wtt.htm/, Retrieved Sun, 05 May 2024 09:17:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70255, Retrieved Sun, 05 May 2024 09:17:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-14 11:22:46] [1dc7b54f2fa28720a65b8f3f53c2ed9f]
- RM D  [Standard Deviation-Mean Plot] [] [2009-12-21 15:15:49] [8eb28aba8de3868ee2c810eecf1cb9a8]
- RM        [Variance Reduction Matrix] [] [2009-12-21 15:21:01] [ce16745b5fa1a53fd3d9c8db848c7076] [Current]
- RMP         [(Partial) Autocorrelation Function] [] [2009-12-21 15:30:42] [8eb28aba8de3868ee2c810eecf1cb9a8]
- RMP         [(Partial) Autocorrelation Function] [] [2009-12-21 15:30:42] [34614c523ea6b7cb2b2f40e9d664a4b1]
- RMP         [(Partial) Autocorrelation Function] [] [2009-12-21 15:30:42] [34614c523ea6b7cb2b2f40e9d664a4b1]
- RMP         [(Partial) Autocorrelation Function] [] [2009-12-21 15:30:42] [8eb28aba8de3868ee2c810eecf1cb9a8]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2350.44
2440.25
2408.64
2472.81
2407.6
2454.62
2448.05
2497.84
2645.64
2756.76
2849.27
2921.44
2981.85
3080.58
3106.22
3119.31
3061.26
3097.31
3161.69
3257.16
3277.01
3295.32
3363.99
3494.17
3667.03
3813.06
3917.96
3895.51
3801.06
3570.12
3701.61
3862.27
3970.1
4138.52
4199.75
4290.89
4443.91
4502.64
4356.98
4591.27
4696.96
4621.4
4562.84
4202.52
4296.49
4435.23
4105.18
4116.68
3844.49
3720.98
3674.4
3857.62
3801.06
3504.37
3032.6
3047.03
2962.34
2197.82
2014.45

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=70255&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=70255&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70255&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)522834.133342899Range2682.51Trim Var.408610.27866553
V(Y[t],d=1,D=0)31534.5470210829Range998.81Trim Var.14422.4743820136
V(Y[t],d=2,D=0)45312.3418804511Range1260.98Trim Var.19659.5397198432
V(Y[t],d=3,D=0)121936.839722825Range1886.22Trim Var.57633.3462220818
V(Y[t],d=0,D=1)717077.956259575Range3288.69Trim Var.419360.688812439
V(Y[t],d=1,D=1)48174.4994794203Range1278.01Trim Var.19020.8058625641
V(Y[t],d=2,D=1)94992.1658572727Range1774.54Trim Var.32345.7622236167
V(Y[t],d=3,D=1)234554.033112632Range3115.91Trim Var.74260.0652853485
V(Y[t],d=0,D=2)798027.736055126Range3112.59Trim Var.595242.045386452
V(Y[t],d=1,D=2)112806.051441087Range1769.31Trim Var.52109.956046092
V(Y[t],d=2,D=2)231268.447879735Range2472.07000000000Trim Var.90512.2023123154
V(Y[t],d=3,D=2)536971.16793377Range4299.74Trim Var.193456.393091534

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 522834.133342899 & Range & 2682.51 & Trim Var. & 408610.27866553 \tabularnewline
V(Y[t],d=1,D=0) & 31534.5470210829 & Range & 998.81 & Trim Var. & 14422.4743820136 \tabularnewline
V(Y[t],d=2,D=0) & 45312.3418804511 & Range & 1260.98 & Trim Var. & 19659.5397198432 \tabularnewline
V(Y[t],d=3,D=0) & 121936.839722825 & Range & 1886.22 & Trim Var. & 57633.3462220818 \tabularnewline
V(Y[t],d=0,D=1) & 717077.956259575 & Range & 3288.69 & Trim Var. & 419360.688812439 \tabularnewline
V(Y[t],d=1,D=1) & 48174.4994794203 & Range & 1278.01 & Trim Var. & 19020.8058625641 \tabularnewline
V(Y[t],d=2,D=1) & 94992.1658572727 & Range & 1774.54 & Trim Var. & 32345.7622236167 \tabularnewline
V(Y[t],d=3,D=1) & 234554.033112632 & Range & 3115.91 & Trim Var. & 74260.0652853485 \tabularnewline
V(Y[t],d=0,D=2) & 798027.736055126 & Range & 3112.59 & Trim Var. & 595242.045386452 \tabularnewline
V(Y[t],d=1,D=2) & 112806.051441087 & Range & 1769.31 & Trim Var. & 52109.956046092 \tabularnewline
V(Y[t],d=2,D=2) & 231268.447879735 & Range & 2472.07000000000 & Trim Var. & 90512.2023123154 \tabularnewline
V(Y[t],d=3,D=2) & 536971.16793377 & Range & 4299.74 & Trim Var. & 193456.393091534 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70255&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]522834.133342899[/C][C]Range[/C][C]2682.51[/C][C]Trim Var.[/C][C]408610.27866553[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]31534.5470210829[/C][C]Range[/C][C]998.81[/C][C]Trim Var.[/C][C]14422.4743820136[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]45312.3418804511[/C][C]Range[/C][C]1260.98[/C][C]Trim Var.[/C][C]19659.5397198432[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]121936.839722825[/C][C]Range[/C][C]1886.22[/C][C]Trim Var.[/C][C]57633.3462220818[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]717077.956259575[/C][C]Range[/C][C]3288.69[/C][C]Trim Var.[/C][C]419360.688812439[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]48174.4994794203[/C][C]Range[/C][C]1278.01[/C][C]Trim Var.[/C][C]19020.8058625641[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]94992.1658572727[/C][C]Range[/C][C]1774.54[/C][C]Trim Var.[/C][C]32345.7622236167[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]234554.033112632[/C][C]Range[/C][C]3115.91[/C][C]Trim Var.[/C][C]74260.0652853485[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]798027.736055126[/C][C]Range[/C][C]3112.59[/C][C]Trim Var.[/C][C]595242.045386452[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]112806.051441087[/C][C]Range[/C][C]1769.31[/C][C]Trim Var.[/C][C]52109.956046092[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]231268.447879735[/C][C]Range[/C][C]2472.07000000000[/C][C]Trim Var.[/C][C]90512.2023123154[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]536971.16793377[/C][C]Range[/C][C]4299.74[/C][C]Trim Var.[/C][C]193456.393091534[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70255&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70255&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)522834.133342899Range2682.51Trim Var.408610.27866553
V(Y[t],d=1,D=0)31534.5470210829Range998.81Trim Var.14422.4743820136
V(Y[t],d=2,D=0)45312.3418804511Range1260.98Trim Var.19659.5397198432
V(Y[t],d=3,D=0)121936.839722825Range1886.22Trim Var.57633.3462220818
V(Y[t],d=0,D=1)717077.956259575Range3288.69Trim Var.419360.688812439
V(Y[t],d=1,D=1)48174.4994794203Range1278.01Trim Var.19020.8058625641
V(Y[t],d=2,D=1)94992.1658572727Range1774.54Trim Var.32345.7622236167
V(Y[t],d=3,D=1)234554.033112632Range3115.91Trim Var.74260.0652853485
V(Y[t],d=0,D=2)798027.736055126Range3112.59Trim Var.595242.045386452
V(Y[t],d=1,D=2)112806.051441087Range1769.31Trim Var.52109.956046092
V(Y[t],d=2,D=2)231268.447879735Range2472.07000000000Trim Var.90512.2023123154
V(Y[t],d=3,D=2)536971.16793377Range4299.74Trim Var.193456.393091534


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')