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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 computationWed, 23 Dec 2009 04:46:22 -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/23/t1261568876cu8yvptlym1yh0f.htm/, Retrieved Mon, 29 Apr 2024 09:46:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70504, Retrieved Mon, 29 Apr 2024 09:46:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordspaper, TRA,levensm2
Estimated Impact150

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [] [2009-12-22 10:45:15] [0750c128064677e728c9436fc3f45ae7]
- RMPD    [Variance Reduction Matrix] [] [2009-12-23 11:46:22] [30f5b608e5a1bbbae86b1702c0071566] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.1
1.2
1.1
1.2
1.4
1.5
1.5
1.8
1.6
1.5
1.4
1.4
1.4
1.4
1.5
1.4
1.1
1.1
0.9
0.9
0.9
0.9
1.1
1.3
1
1.1
1.4
1.4
1.3
1.4
1
1.8
1.5
1.5
1.4
1.6
1.6
1.6
1.4
1.7
1.8
1.9
2.2
2.1
2.4
2.6
2.8
2.7
2.6
2.9
2.8
2.2
2.2
2.2
2
2
1.7
1.4
1.3
1.4
1.3
2.5
2.4
2.4
2.1
1.7
1.4
1.2
1.1
0.8
0.5
0.6
0.4
0.4
0.3
0.6
0.7
0.8
0.9
0.7
0.6
0.6
0.6
0.5
0.8
0.9
1
1
1.2
1.3
1.3
1.3
1.3
1.4
1.7
1.8
1.4
1.5
1.7
1.6
1.7
1.8
1.7
2.2
2.7
3
2.8
2.7
2.7
2.5
2
1.8
1.4
1.5
1.6
1.3
1.1
0.8
1.1
1.3
1.5
1.8

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70504&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]3 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=70504&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70504&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.376981438829427Range2.7Trim Var.0.202569960022844
V(Y[t],d=1,D=0)0.0597162534435262Range1.8Trim Var.0.0201007838745801
V(Y[t],d=2,D=0)0.113106442577031Range2.6Trim Var.0.0417820512820513
V(Y[t],d=3,D=0)0.348044438114229Range4.3Trim Var.0.142799640610961
V(Y[t],d=0,D=1)0.727043369474562Range3.8Trim Var.0.451411082474227
V(Y[t],d=1,D=1)0.138989126741420Range2.1Trim Var.0.0672253389434315
V(Y[t],d=2,D=1)0.264454828660436Range3.1Trim Var.0.131059350503919
V(Y[t],d=3,D=1)0.793584905660377Range5.4Trim Var.0.411843225083987
V(Y[t],d=0,D=2)1.60634651798864Range6.6Trim Var.0.965156739811912
V(Y[t],d=1,D=2)0.415725945017182Range3.6Trim Var.0.217193277310924
V(Y[t],d=2,D=2)0.867328947368421Range5.2Trim Var.0.457127222982216
V(Y[t],d=3,D=2)2.64558342665174Range9.6Trim Var.1.31966724039013

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.376981438829427 & Range & 2.7 & Trim Var. & 0.202569960022844 \tabularnewline
V(Y[t],d=1,D=0) & 0.0597162534435262 & Range & 1.8 & Trim Var. & 0.0201007838745801 \tabularnewline
V(Y[t],d=2,D=0) & 0.113106442577031 & Range & 2.6 & Trim Var. & 0.0417820512820513 \tabularnewline
V(Y[t],d=3,D=0) & 0.348044438114229 & Range & 4.3 & Trim Var. & 0.142799640610961 \tabularnewline
V(Y[t],d=0,D=1) & 0.727043369474562 & Range & 3.8 & Trim Var. & 0.451411082474227 \tabularnewline
V(Y[t],d=1,D=1) & 0.138989126741420 & Range & 2.1 & Trim Var. & 0.0672253389434315 \tabularnewline
V(Y[t],d=2,D=1) & 0.264454828660436 & Range & 3.1 & Trim Var. & 0.131059350503919 \tabularnewline
V(Y[t],d=3,D=1) & 0.793584905660377 & Range & 5.4 & Trim Var. & 0.411843225083987 \tabularnewline
V(Y[t],d=0,D=2) & 1.60634651798864 & Range & 6.6 & Trim Var. & 0.965156739811912 \tabularnewline
V(Y[t],d=1,D=2) & 0.415725945017182 & Range & 3.6 & Trim Var. & 0.217193277310924 \tabularnewline
V(Y[t],d=2,D=2) & 0.867328947368421 & Range & 5.2 & Trim Var. & 0.457127222982216 \tabularnewline
V(Y[t],d=3,D=2) & 2.64558342665174 & Range & 9.6 & Trim Var. & 1.31966724039013 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70504&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.376981438829427[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.202569960022844[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0597162534435262[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0201007838745801[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.113106442577031[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.0417820512820513[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.348044438114229[/C][C]Range[/C][C]4.3[/C][C]Trim Var.[/C][C]0.142799640610961[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.727043369474562[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.451411082474227[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.138989126741420[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0672253389434315[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.264454828660436[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]0.131059350503919[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.793584905660377[/C][C]Range[/C][C]5.4[/C][C]Trim Var.[/C][C]0.411843225083987[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.60634651798864[/C][C]Range[/C][C]6.6[/C][C]Trim Var.[/C][C]0.965156739811912[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.415725945017182[/C][C]Range[/C][C]3.6[/C][C]Trim Var.[/C][C]0.217193277310924[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.867328947368421[/C][C]Range[/C][C]5.2[/C][C]Trim Var.[/C][C]0.457127222982216[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.64558342665174[/C][C]Range[/C][C]9.6[/C][C]Trim Var.[/C][C]1.31966724039013[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70504&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70504&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)0.376981438829427Range2.7Trim Var.0.202569960022844
V(Y[t],d=1,D=0)0.0597162534435262Range1.8Trim Var.0.0201007838745801
V(Y[t],d=2,D=0)0.113106442577031Range2.6Trim Var.0.0417820512820513
V(Y[t],d=3,D=0)0.348044438114229Range4.3Trim Var.0.142799640610961
V(Y[t],d=0,D=1)0.727043369474562Range3.8Trim Var.0.451411082474227
V(Y[t],d=1,D=1)0.138989126741420Range2.1Trim Var.0.0672253389434315
V(Y[t],d=2,D=1)0.264454828660436Range3.1Trim Var.0.131059350503919
V(Y[t],d=3,D=1)0.793584905660377Range5.4Trim Var.0.411843225083987
V(Y[t],d=0,D=2)1.60634651798864Range6.6Trim Var.0.965156739811912
V(Y[t],d=1,D=2)0.415725945017182Range3.6Trim Var.0.217193277310924
V(Y[t],d=2,D=2)0.867328947368421Range5.2Trim Var.0.457127222982216
V(Y[t],d=3,D=2)2.64558342665174Range9.6Trim Var.1.31966724039013


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')