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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 09:15:42 -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/t1261412288d2vxkkxoiu1zr6o.htm/, Retrieved Sun, 05 May 2024 16:53:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70321, Retrieved Sun, 05 May 2024 16:53:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact134

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...] [2008-12-11 15:42:45] [12d343c4448a5f9e527bb31caeac580b]
-  M D  [Variance Reduction Matrix] [Variance Reductio...] [2009-12-18 19:35:40] [976efdaed7598845c859b86bc2e467ce]
-    D      [Variance Reduction Matrix] [Variantie reducti...] [2009-12-21 16:15:42] [5313d555d4efcc917d0ed22935ab5cb0] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597

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=70321&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=70321&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70321&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)3085.37033898305Range198Trim Var.2416.80677847659
V(Y[t],d=1,D=0)352.406195207481Range94Trim Var.164.671191553545
V(Y[t],d=2,D=0)524.870235934664Range113Trim Var.244.459653092006
V(Y[t],d=3,D=0)1290.21240601504Range169Trim Var.594.930196078431
V(Y[t],d=0,D=1)208.835106382979Range54Trim Var.135.133565621371
V(Y[t],d=1,D=1)48.6077705827937Range40Trim Var.19.5236167341431
V(Y[t],d=2,D=1)84.8990338164251Range43Trim Var.42.2777777777778
V(Y[t],d=3,D=1)233.863636363636Range74Trim Var.130.234817813765
V(Y[t],d=0,D=2)535.463492063492Range91Trim Var.354.241935483871
V(Y[t],d=1,D=2)126.408403361345Range51Trim Var.65.716129032258
V(Y[t],d=2,D=2)236.254010695187Range59Trim Var.155.862068965517
V(Y[t],d=3,D=2)654.541666666667Range91Trim Var.421.781746031746

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3085.37033898305 & Range & 198 & Trim Var. & 2416.80677847659 \tabularnewline
V(Y[t],d=1,D=0) & 352.406195207481 & Range & 94 & Trim Var. & 164.671191553545 \tabularnewline
V(Y[t],d=2,D=0) & 524.870235934664 & Range & 113 & Trim Var. & 244.459653092006 \tabularnewline
V(Y[t],d=3,D=0) & 1290.21240601504 & Range & 169 & Trim Var. & 594.930196078431 \tabularnewline
V(Y[t],d=0,D=1) & 208.835106382979 & Range & 54 & Trim Var. & 135.133565621371 \tabularnewline
V(Y[t],d=1,D=1) & 48.6077705827937 & Range & 40 & Trim Var. & 19.5236167341431 \tabularnewline
V(Y[t],d=2,D=1) & 84.8990338164251 & Range & 43 & Trim Var. & 42.2777777777778 \tabularnewline
V(Y[t],d=3,D=1) & 233.863636363636 & Range & 74 & Trim Var. & 130.234817813765 \tabularnewline
V(Y[t],d=0,D=2) & 535.463492063492 & Range & 91 & Trim Var. & 354.241935483871 \tabularnewline
V(Y[t],d=1,D=2) & 126.408403361345 & Range & 51 & Trim Var. & 65.716129032258 \tabularnewline
V(Y[t],d=2,D=2) & 236.254010695187 & Range & 59 & Trim Var. & 155.862068965517 \tabularnewline
V(Y[t],d=3,D=2) & 654.541666666667 & Range & 91 & Trim Var. & 421.781746031746 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70321&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3085.37033898305[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]2416.80677847659[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]352.406195207481[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]164.671191553545[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]524.870235934664[/C][C]Range[/C][C]113[/C][C]Trim Var.[/C][C]244.459653092006[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1290.21240601504[/C][C]Range[/C][C]169[/C][C]Trim Var.[/C][C]594.930196078431[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]208.835106382979[/C][C]Range[/C][C]54[/C][C]Trim Var.[/C][C]135.133565621371[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]48.6077705827937[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]19.5236167341431[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]84.8990338164251[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]42.2777777777778[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]233.863636363636[/C][C]Range[/C][C]74[/C][C]Trim Var.[/C][C]130.234817813765[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]535.463492063492[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]354.241935483871[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]126.408403361345[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]65.716129032258[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]236.254010695187[/C][C]Range[/C][C]59[/C][C]Trim Var.[/C][C]155.862068965517[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]654.541666666667[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]421.781746031746[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70321&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70321&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)3085.37033898305Range198Trim Var.2416.80677847659
V(Y[t],d=1,D=0)352.406195207481Range94Trim Var.164.671191553545
V(Y[t],d=2,D=0)524.870235934664Range113Trim Var.244.459653092006
V(Y[t],d=3,D=0)1290.21240601504Range169Trim Var.594.930196078431
V(Y[t],d=0,D=1)208.835106382979Range54Trim Var.135.133565621371
V(Y[t],d=1,D=1)48.6077705827937Range40Trim Var.19.5236167341431
V(Y[t],d=2,D=1)84.8990338164251Range43Trim Var.42.2777777777778
V(Y[t],d=3,D=1)233.863636363636Range74Trim Var.130.234817813765
V(Y[t],d=0,D=2)535.463492063492Range91Trim Var.354.241935483871
V(Y[t],d=1,D=2)126.408403361345Range51Trim Var.65.716129032258
V(Y[t],d=2,D=2)236.254010695187Range59Trim Var.155.862068965517
V(Y[t],d=3,D=2)654.541666666667Range91Trim Var.421.781746031746


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')