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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 09:31:51 -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/t1261413151sqczcd2o2olui7h.htm/, Retrieved Sun, 05 May 2024 14:01:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70330, Retrieved Sun, 05 May 2024 14:01:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact121

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...] [2008-12-14 12:53:01] [1dc7b54f2fa28720a65b8f3f53c2ed9f]
- RMP     [Variance Reduction Matrix] [] [2009-12-21 16:31:51] [ce16745b5fa1a53fd3d9c8db848c7076] [Current]
- RM        [(Partial) Autocorrelation Function] [] [2009-12-21 16:35:55] [8eb28aba8de3868ee2c810eecf1cb9a8]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10540.05
10601.61
10323.73
10418.4
10092.96
10364.91
10152.09
10032.8
10204.59
10001.6
10411.75
10673.38
10539.51
10723.78
10682.06
10283.19
10377.18
10486.64
10545.38
10554.27
10532.54
10324.31
10695.25
10827.81
10872.48
10971.19
11145.65
11234.68
11333.88
10997.97
11036.89
11257.35
11533.59
11963.12
12185.15
12377.62
12512.89
12631.48
12268.53
12754.8
13407.75
13480.21
13673.28
13239.71
13557.69
13901.28
13200.58
13406.97
12538.12
12419.57
12193.88
12656.63
12812.48
12056.67
11322.38
11530.75
11114.08
9181.73
8614.55

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=70330&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=70330&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70330&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)1492669.39544635Range5286.73Trim Var.1073786.82901691
V(Y[t],d=1,D=0)172465.374775923Range2585.3Trim Var.77595.4408315235
V(Y[t],d=2,D=0)285623.249008647Range2880.85Trim Var.157638.149852314
V(Y[t],d=3,D=0)811569.214212436Range4863.18Trim Var.442611.65426698
V(Y[t],d=0,D=1)2337366.97671508Range7355.94Trim Var.898980.563196219
V(Y[t],d=1,D=1)279149.342465362Range2917.88Trim Var.121100.825611282
V(Y[t],d=2,D=1)512830.451938586Range3950.75Trim Var.212841.813685155
V(Y[t],d=3,D=1)1315942.64106316Range6896.64000000001Trim Var.540404.660737484
V(Y[t],d=0,D=2)5305809.82563647Range8802.59Trim Var.3435718.98822581
V(Y[t],d=1,D=2)560781.609756239Range3485.97000000000Trim Var.332196.905621264
V(Y[t],d=2,D=2)1100236.55020474Range5318.61000000001Trim Var.455221.796557634
V(Y[t],d=3,D=2)2538722.05065000Range9109.70000000001Trim Var.980225.850849072

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1492669.39544635 & Range & 5286.73 & Trim Var. & 1073786.82901691 \tabularnewline
V(Y[t],d=1,D=0) & 172465.374775923 & Range & 2585.3 & Trim Var. & 77595.4408315235 \tabularnewline
V(Y[t],d=2,D=0) & 285623.249008647 & Range & 2880.85 & Trim Var. & 157638.149852314 \tabularnewline
V(Y[t],d=3,D=0) & 811569.214212436 & Range & 4863.18 & Trim Var. & 442611.65426698 \tabularnewline
V(Y[t],d=0,D=1) & 2337366.97671508 & Range & 7355.94 & Trim Var. & 898980.563196219 \tabularnewline
V(Y[t],d=1,D=1) & 279149.342465362 & Range & 2917.88 & Trim Var. & 121100.825611282 \tabularnewline
V(Y[t],d=2,D=1) & 512830.451938586 & Range & 3950.75 & Trim Var. & 212841.813685155 \tabularnewline
V(Y[t],d=3,D=1) & 1315942.64106316 & Range & 6896.64000000001 & Trim Var. & 540404.660737484 \tabularnewline
V(Y[t],d=0,D=2) & 5305809.82563647 & Range & 8802.59 & Trim Var. & 3435718.98822581 \tabularnewline
V(Y[t],d=1,D=2) & 560781.609756239 & Range & 3485.97000000000 & Trim Var. & 332196.905621264 \tabularnewline
V(Y[t],d=2,D=2) & 1100236.55020474 & Range & 5318.61000000001 & Trim Var. & 455221.796557634 \tabularnewline
V(Y[t],d=3,D=2) & 2538722.05065000 & Range & 9109.70000000001 & Trim Var. & 980225.850849072 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70330&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1492669.39544635[/C][C]Range[/C][C]5286.73[/C][C]Trim Var.[/C][C]1073786.82901691[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]172465.374775923[/C][C]Range[/C][C]2585.3[/C][C]Trim Var.[/C][C]77595.4408315235[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]285623.249008647[/C][C]Range[/C][C]2880.85[/C][C]Trim Var.[/C][C]157638.149852314[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]811569.214212436[/C][C]Range[/C][C]4863.18[/C][C]Trim Var.[/C][C]442611.65426698[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2337366.97671508[/C][C]Range[/C][C]7355.94[/C][C]Trim Var.[/C][C]898980.563196219[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]279149.342465362[/C][C]Range[/C][C]2917.88[/C][C]Trim Var.[/C][C]121100.825611282[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]512830.451938586[/C][C]Range[/C][C]3950.75[/C][C]Trim Var.[/C][C]212841.813685155[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1315942.64106316[/C][C]Range[/C][C]6896.64000000001[/C][C]Trim Var.[/C][C]540404.660737484[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5305809.82563647[/C][C]Range[/C][C]8802.59[/C][C]Trim Var.[/C][C]3435718.98822581[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]560781.609756239[/C][C]Range[/C][C]3485.97000000000[/C][C]Trim Var.[/C][C]332196.905621264[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1100236.55020474[/C][C]Range[/C][C]5318.61000000001[/C][C]Trim Var.[/C][C]455221.796557634[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2538722.05065000[/C][C]Range[/C][C]9109.70000000001[/C][C]Trim Var.[/C][C]980225.850849072[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70330&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70330&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)1492669.39544635Range5286.73Trim Var.1073786.82901691
V(Y[t],d=1,D=0)172465.374775923Range2585.3Trim Var.77595.4408315235
V(Y[t],d=2,D=0)285623.249008647Range2880.85Trim Var.157638.149852314
V(Y[t],d=3,D=0)811569.214212436Range4863.18Trim Var.442611.65426698
V(Y[t],d=0,D=1)2337366.97671508Range7355.94Trim Var.898980.563196219
V(Y[t],d=1,D=1)279149.342465362Range2917.88Trim Var.121100.825611282
V(Y[t],d=2,D=1)512830.451938586Range3950.75Trim Var.212841.813685155
V(Y[t],d=3,D=1)1315942.64106316Range6896.64000000001Trim Var.540404.660737484
V(Y[t],d=0,D=2)5305809.82563647Range8802.59Trim Var.3435718.98822581
V(Y[t],d=1,D=2)560781.609756239Range3485.97000000000Trim Var.332196.905621264
V(Y[t],d=2,D=2)1100236.55020474Range5318.61000000001Trim Var.455221.796557634
V(Y[t],d=3,D=2)2538722.05065000Range9109.70000000001Trim Var.980225.850849072


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 0.0 ; par2 = 0 ; par3 = 0 ; par4 = 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')